| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 327535.2614 | 184714.3434 | 142820.9181 | 1084342.7189 | 481441.4174 | 602901.3015 |
| Total P&L (%) | 327.5353 | 184.7143 | 142.8209 | 1084.3427 | 481.4414 | 602.9013 |
| Avg Daily Profit (%) | 0.5676 | 0.3201 | 0.2475 | 0.4292 | 0.3055 | 0.3385 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40580 | -34697 | -27676 | -259686 | -285356 | -293833 |
| Profit Factor | 2.3951 | 2.1997 | 2.7672 | 1.83 | 1.6374 | 2.094 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 59.3407 | 58.6957 | 60 | 59.3407 | 58.6957 | 60 |
| Ratio Avg Win / Avg Loss | 1.6411 | 1.548 | 1.8448 | 1.2539 | 1.1522 | 1.396 |
| Largest Winning Trade | 78246 | 78246 | 32235 | 309351 | 282275 | 309351 |
| Largest Losing Trade | -23423 | -17698 | -23423 | -259686 | -165146 | -259686 |
| Avg Bars in Trades | 145 | 138 | 153 | 145 | 138 | 153 |
| Avg Bars in Winners | 168 | 153 | 182 | 168 | 153 | 182 |
| Avg Bars in Losers | 113 | 115 | 111 | 113 | 115 | 111 |
| Bars Traded | 13273 | 6355 | 6917 | 13273 | 6355 | 6917 |
| Profit Streak | 0 | 0 | 499.5018 | 0 | 0 | 499.5018 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 589995 | 491172 | 535107 | 483174 | 407617 | 491337 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669338000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759096959528,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 206,
"offset": 0,
"poles": 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": [
[
327535.2614317483,
184714.3433766415,
142820.9180551069,
1084342.7189090203,
481441.4173787005,
602901.3015303203
],
[
327.535261,
184.714343,
142.820918,
1084.342719,
481.441417,
602.901302
],
[
0.567573,
0.320084,
0.247489,
0.429243,
0.305508,
0.338488
],
[
10,
10,
10,
10,
10,
10
],
[
-40580,
-34697,
-27676,
-259686,
-285356,
-293833
],
[
2.395063,
2.199721,
2.767209,
1.829981,
1.637353,
2.094016
],
[
91,
46,
45,
91,
46,
45
],
[
54,
27,
27,
54,
27,
27
],
[
37,
19,
18,
37,
19,
18
],
[
59.340659,
58.695652,
60,
59.340659,
58.695652,
60
],
[
1.641062,
1.547952,
1.844806,
1.253876,
1.152212,
1.39601
],
[
78246,
78246,
32235,
309351,
282275,
309351
],
[
-23423,
-17698,
-23423,
-259686,
-165146,
-259686
],
[
145,
138,
153,
145,
138,
153
],
[
168,
153,
182,
168,
153,
182
],
[
113,
115,
111,
113,
115,
111
],
[
13273,
6355,
6917,
13273,
6355,
6917
],
[
0,
0,
499.501846,
0,
0,
499.501846
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
589995,
491172,
535107,
483174,
407617,
491337
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669338000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759096959528,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 206,
"offset": 0,
"poles": 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) |
|---|