| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 181343.9984 | 115596.8225 | 65747.1759 | 192928.4837 | 107279.059 | 85649.4247 |
| Total P&L (%) | 181.344 | 115.5968 | 65.7472 | 192.9285 | 107.2791 | 85.6494 |
| Avg Daily Profit (%) | 0.3142 | 0.2003 | 0.1139 | 0.1864 | 0.1264 | 0.1073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99720 | -64088 | -69634 | -245196 | -148143 | -190574 |
| Profit Factor | 1.4248 | 1.4942 | 1.3407 | 1.2011 | 1.2062 | 1.195 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
| Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
| Profitability (%) | 43.787 | 38.8235 | 48.8095 | 43.787 | 38.8235 | 48.8095 |
| Ratio Avg Win / Avg Loss | 1.8292 | 2.3545 | 1.4061 | 1.5419 | 1.9006 | 1.2533 |
| Largest Winning Trade | 80615 | 80615 | 23688 | 120323 | 120323 | 58549 |
| Largest Losing Trade | -21144 | -18021 | -21144 | -78325 | -56107 | -78325 |
| Avg Bars in Trades | 78 | 74 | 83 | 78 | 74 | 83 |
| Avg Bars in Winners | 105 | 108 | 103 | 105 | 108 | 103 |
| Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
| Bars Traded | 13333 | 6359 | 6974 | 13333 | 6359 | 6974 |
| Profit Streak | 0 | 0 | 498.2924 | 0 | 0 | 498.2924 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310831 | 177918 | -41447 | 222273 | -28732 | -56358 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669212000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759852860209,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 104,
"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": [
[
181343.998370739,
115596.8225136353,
65747.1758571039,
192928.4836687304,
107279.0589812323,
85649.424687498
],
[
181.343998,
115.596823,
65.747176,
192.928484,
107.279059,
85.649425
],
[
0.314244,
0.200313,
0.113931,
0.186414,
0.126387,
0.107268
],
[
10,
10,
10,
10,
10,
10
],
[
-99720,
-64088,
-69634,
-245196,
-148143,
-190574
],
[
1.424829,
1.494211,
1.340726,
1.201078,
1.20617,
1.195045
],
[
169,
85,
84,
169,
85,
84
],
[
74,
33,
41,
74,
33,
41
],
[
95,
52,
43,
95,
52,
43
],
[
43.786982,
38.823529,
48.809524,
43.786982,
38.823529,
48.809524
],
[
1.829172,
2.354514,
1.406127,
1.541925,
1.900631,
1.25334
],
[
80615,
80615,
23688,
120323,
120323,
58549
],
[
-21144,
-18021,
-21144,
-78325,
-56107,
-78325
],
[
78,
74,
83,
78,
74,
83
],
[
105,
108,
103,
105,
108,
103
],
[
58,
53,
63,
58,
53,
63
],
[
13333,
6359,
6974,
13333,
6359,
6974
],
[
0,
0,
498.292363,
0,
0,
498.292363
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310831,
177918,
-41447,
222273,
-28732,
-56358
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669212000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759852860209,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 104,
"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) |
|---|