| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 288656.0911 | 325222.4797 | -36566.3886 | -55216.5092 | -21660.039 | -33556.4702 |
| Total P&L (%) | 288.6561 | 325.2225 | -36.5664 | -55.2165 | -21.66 | -33.5565 |
| Avg Daily Profit (%) | 0.146 | 0.1645 | -0.0185 | -0.0406 | -0.0123 | -0.0207 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152944 | -188995 | -143566 | -295532 | -320281 | -144701 |
| Profit Factor | 1.2381 | 1.4105 | 0.913 | 0.9568 | 0.9761 | 0.9099 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 102 | 54 | 48 | 102 | 54 | 48 |
| Losing Trades | 128 | 61 | 67 | 128 | 61 | 67 |
| Profitability (%) | 44.3478 | 46.9565 | 41.7391 | 44.3478 | 46.9565 | 41.7391 |
| Ratio Avg Win / Avg Loss | 1.5537 | 1.5934 | 1.2744 | 1.2007 | 1.1026 | 1.27 |
| Largest Winning Trade | 117944 | 117944 | 25651 | 119025 | 119025 | 67930 |
| Largest Losing Trade | -66518 | -66518 | -18763 | -221342 | -221342 | -27067 |
| Avg Bars in Trades | 25 | 42 | 7 | 25 | 42 | 7 |
| Avg Bars in Winners | 25 | 39 | 10 | 25 | 39 | 10 |
| Avg Bars in Losers | 25 | 46 | 6 | 25 | 46 | 6 |
| Bars Traded | 5817 | 4924 | 893 | 5817 | 4924 | 893 |
| Profit Streak | 0 | 527.6108 | 0 | 0 | 527.6108 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 70908 | 300246 | -582294 | -579827 | -579959 | -582294 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548489600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760049576870,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 25,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
288656.0910921454,
325222.479653455,
-36566.3885613093,
-55216.5092183948,
-21660.038975514,
-33556.4702428809
],
[
288.656091,
325.22248,
-36.566389,
-55.216509,
-21.660039,
-33.55647
],
[
0.146007,
0.164503,
-0.018496,
-0.040626,
-0.012347,
-0.020677
],
[
10,
10,
10,
10,
10,
10
],
[
-152944,
-188995,
-143566,
-295532,
-320281,
-144701
],
[
1.238082,
1.410548,
0.91299,
0.956821,
0.976107,
0.909853
],
[
230,
115,
115,
230,
115,
115
],
[
102,
54,
48,
102,
54,
48
],
[
128,
61,
67,
128,
61,
67
],
[
44.347826,
46.956522,
41.73913,
44.347826,
46.956522,
41.73913
],
[
1.553672,
1.593396,
1.274381,
1.200716,
1.102639,
1.270003
],
[
117944,
117944,
25651,
119025,
119025,
67930
],
[
-66518,
-66518,
-18763,
-221342,
-221342,
-27067
],
[
25,
42,
7,
25,
42,
7
],
[
25,
39,
10,
25,
39,
10
],
[
25,
46,
6,
25,
46,
6
],
[
5817,
4924,
893,
5817,
4924,
893
],
[
0,
527.610843,
0,
0,
527.610843,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
70908,
300246,
-582294,
-579827,
-579959,
-582294
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548489600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760049576870,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 25,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|