| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 134489.4334 | 81604.1696 | 52885.2639 | 54594.3643 | -3968.967 | 58563.3313 |
| Total P&L (%) | 134.4894 | 81.6042 | 52.8853 | 54.5944 | -3.969 | 58.5633 |
| Avg Daily Profit (%) | 0.2331 | 0.1414 | 0.0916 | 0.0755 | -0.007 | 0.0799 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -58880 | -48306 | -63273 | -74242 | -90785 | -63497 |
| Profit Factor | 1.2999 | 1.3654 | 1.2349 | 1.1355 | 0.9828 | 1.3412 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 65.0888 | 62.3529 | 67.8571 | 65.0888 | 62.3529 | 67.8571 |
| Ratio Avg Win / Avg Loss | 0.6972 | 0.8244 | 0.585 | 0.609 | 0.5934 | 0.6353 |
| Largest Winning Trade | 54597 | 54597 | 19525 | 58656 | 58656 | 33396 |
| Largest Losing Trade | -50732 | -24379 | -50732 | -49840 | -49840 | -37984 |
| Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
| Avg Bars in Winners | 63 | 58 | 67 | 63 | 58 | 67 |
| Avg Bars in Losers | 106 | 103 | 110 | 106 | 103 | 110 |
| Bars Traded | 13258 | 6409 | 6849 | 13258 | 6409 | 6849 |
| Profit Streak | 0 | 0 | 503.3527 | 0 | 0 | 503.3527 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315757 | -4282 | -70904 | -163820 | -579615 | -85514 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669590000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759591672717,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 22,
"offset": 0,
"std": 1.38162
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 240,
"offset": 0
}
}
} {
"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": [
[
134489.4334306721,
81604.1695784738,
52885.2638521983,
54594.3643164412,
-3968.9669646398,
58563.331281081
],
[
134.489433,
81.60417,
52.885264,
54.594364,
-3.968967,
58.563331
],
[
0.233052,
0.141409,
0.091643,
0.075518,
-0.007018,
0.079914
],
[
10,
10,
10,
10,
10,
10
],
[
-58880,
-48306,
-63273,
-74242,
-90785,
-63497
],
[
1.299885,
1.365366,
1.234919,
1.135514,
0.982836,
1.341224
],
[
169,
85,
84,
169,
85,
84
],
[
110,
53,
57,
110,
53,
57
],
[
59,
32,
27,
59,
32,
27
],
[
65.088757,
62.352941,
67.857143,
65.088757,
62.352941,
67.857143
],
[
0.697211,
0.824372,
0.584962,
0.609049,
0.593411,
0.635317
],
[
54597,
54597,
19525,
58656,
58656,
33396
],
[
-50732,
-24379,
-50732,
-49840,
-49840,
-37984
],
[
78,
75,
81,
78,
75,
81
],
[
63,
58,
67,
63,
58,
67
],
[
106,
103,
110,
106,
103,
110
],
[
13258,
6409,
6849,
13258,
6409,
6849
],
[
0,
0,
503.352693,
0,
0,
503.352693
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315757,
-4282,
-70904,
-163820,
-579615,
-85514
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669590000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759591672717,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 22,
"offset": 0,
"std": 1.38162
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 240,
"offset": 0
}
}
}
| # | 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) |
|---|