| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187011.2758 | 129712.6304 | 57298.6454 | 238215.6685 | 200156.8866 | 38058.7819 |
| Total P&L (%) | 187.0113 | 129.7126 | 57.2986 | 238.2157 | 200.1569 | 38.0588 |
| Avg Daily Profit (%) | 0.3241 | 0.2248 | 0.0993 | 0.2114 | 0.1906 | 0.0559 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -32311 | -29727 | -21206 | -153147 | -122221 | -93702 |
| Profit Factor | 1.8328 | 2.0419 | 1.5726 | 1.4026 | 1.6876 | 1.1266 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.8883 | 2.5864 | 1.3105 | 1.4451 | 2.1376 | 0.9389 |
| Largest Winning Trade | 65723 | 65723 | 28295 | 181611 | 181611 | 104485 |
| Largest Losing Trade | -15627 | -15627 | -14638 | -71928 | -50164 | -71928 |
| Avg Bars in Trades | 194 | 198 | 190 | 194 | 198 | 190 |
| Avg Bars in Winners | 256 | 278 | 237 | 256 | 278 | 237 |
| Avg Bars in Losers | 134 | 135 | 133 | 134 | 135 | 133 |
| Bars Traded | 13033 | 6757 | 6276 | 13033 | 6757 | 6276 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109521 | 324679 | -59341 | -113250 | 289560 | -203387 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669482000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759495122260,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 236,
"offset": 137,
"poles": 2
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 210,
"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": [
[
187011.2758078144,
129712.6303620803,
57298.6454457342,
238215.6684761893,
200156.8866154288,
38058.7818607605
],
[
187.011276,
129.71263,
57.298645,
238.215668,
200.156887,
38.058782
],
[
0.324065,
0.224774,
0.099291,
0.211375,
0.190646,
0.055902
],
[
10,
10,
10,
10,
10,
10
],
[
-32311,
-29727,
-21206,
-153147,
-122221,
-93702
],
[
1.832778,
2.041906,
1.572598,
1.402626,
1.687556,
1.126634
],
[
67,
34,
33,
67,
34,
33
],
[
33,
15,
18,
33,
15,
18
],
[
34,
19,
15,
34,
19,
15
],
[
49.253731,
44.117647,
54.545455,
49.253731,
44.117647,
54.545455
],
[
1.888317,
2.586415,
1.310499,
1.445129,
2.137571,
0.938861
],
[
65723,
65723,
28295,
181611,
181611,
104485
],
[
-15627,
-15627,
-14638,
-71928,
-50164,
-71928
],
[
194,
198,
190,
194,
198,
190
],
[
256,
278,
237,
256,
278,
237
],
[
134,
135,
133,
134,
135,
133
],
[
13033,
6757,
6276,
13033,
6757,
6276
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109521,
324679,
-59341,
-113250,
289560,
-203387
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669482000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759495122260,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 236,
"offset": 137,
"poles": 2
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 210,
"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) |
|---|