| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745753.1848 | 647589.8456 | 98163.3393 | 1517559.7287 | -5920.3617 | 1523480.0904 |
| Total P&L (%) | 745.7532 | 647.5898 | 98.1633 | 1517.5597 | -5.9204 | 1523.4801 |
| Avg Daily Profit (%) | 0.3772 | 0.3276 | 0.0497 | 0.1409 | -0.0031 | 0.1411 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139006 | -91920 | -106240 | -3667805 | -2508605 | -1802743 |
| Profit Factor | 3.0019 | 4.5063 | 1.5226 | 1.2972 | 0.9979 | 1.6731 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Profitability (%) | 30 | 30 | 30 | 30 | 30 | 30 |
| Ratio Avg Win / Avg Loss | 7.0045 | 10.5147 | 3.5528 | 3.0268 | 2.3285 | 3.9038 |
| Largest Winning Trade | 471113 | 471113 | 87229 | 2194972 | 1092465 | 2194972 |
| Largest Losing Trade | -24060 | -24060 | -23848 | -914500 | -674998 | -914500 |
| Avg Bars in Trades | 70 | 75 | 65 | 70 | 75 | 65 |
| Avg Bars in Winners | 171 | 192 | 150 | 171 | 192 | 150 |
| Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
| Bars Traded | 5615 | 3008 | 2607 | 5615 | 3008 | 2607 |
| Profit Streak | 0 | 0 | 598.4868 | 0 | 0 | 598.4868 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16269 | 317206 | -131213 | -34909 | -585749 | -8281 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1553356800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759606858139,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 194,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 15,
"offset": 0,
"scalar": 4
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
745753.1848437486,
647589.8455664117,
98163.3392773368,
1517559.7287217528,
-5920.3616572496,
1523480.0903790025
],
[
745.753185,
647.589846,
98.163339,
1517.559729,
-5.920362,
1523.48009
],
[
0.377215,
0.327562,
0.049653,
0.140893,
-0.003087,
0.141079
],
[
10,
10,
10,
10,
10,
10
],
[
-139006,
-91920,
-106240,
-3667805,
-2508605,
-1802743
],
[
3.001931,
4.50629,
1.522637,
1.297204,
0.997917,
1.673075
],
[
80,
40,
40,
80,
40,
40
],
[
24,
12,
12,
24,
12,
12
],
[
56,
28,
28,
56,
28,
28
],
[
30,
30,
30,
30,
30,
30
],
[
7.004507,
10.514676,
3.55282,
3.02681,
2.328474,
3.903841
],
[
471113,
471113,
87229,
2194972,
1092465,
2194972
],
[
-24060,
-24060,
-23848,
-914500,
-674998,
-914500
],
[
70,
75,
65,
70,
75,
65
],
[
171,
192,
150,
171,
192,
150
],
[
26,
24,
28,
26,
24,
28
],
[
5615,
3008,
2607,
5615,
3008,
2607
],
[
0,
0,
598.486784,
0,
0,
598.486784
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16269,
317206,
-131213,
-34909,
-585749,
-8281
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1553356800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759606858139,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 194,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 15,
"offset": 0,
"scalar": 4
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|