| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 732334.0413 | 583465.2526 | 148868.7887 | 1003389.8223 | 658616.8573 | 344772.965 |
| Total P&L (%) | 732.334 | 583.4653 | 148.8688 | 1003.3898 | 658.6169 | 344.773 |
| Avg Daily Profit (%) | 0.3703 | 0.2951 | 0.0753 | 0.1215 | 0.1025 | 0.0755 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127470 | -98042 | -132974 | -1839445 | -1342560 | -1489318 |
| Profit Factor | 1.6422 | 1.9904 | 1.27 | 1.0871 | 1.1143 | 1.0598 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
| Losing Trades | 156 | 85 | 71 | 156 | 85 | 71 |
| Profitability (%) | 37.6 | 32 | 43.2 | 37.6 | 32 | 43.2 |
| Ratio Avg Win / Avg Loss | 2.7253 | 4.2295 | 1.6699 | 1.8041 | 2.3678 | 1.3935 |
| Largest Winning Trade | 261255 | 261255 | 57629 | 800164 | 800164 | 758310 |
| Largest Losing Trade | -57164 | -29020 | -57164 | -998751 | -453389 | -998751 |
| Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
| Avg Bars in Winners | 26 | 32 | 21 | 26 | 32 | 21 |
| Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
| Bars Traded | 3915 | 2141 | 1774 | 3915 | 2141 | 1774 |
| Profit Streak | 0 | 0 | 496.9018 | 0 | 0 | 496.9018 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337206 | 204740 | -93048 | -157296 | -156373 | -248473 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548720000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758836319724,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.44803,
"nb": 0.1,
"nc": 0.49501
}
}
}
{
"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": [
[
732334.0412916937,
583465.252640321,
148868.7886513721,
1003389.8222574915,
658616.8572896784,
344772.9649678162
],
[
732.334041,
583.465253,
148.868789,
1003.389822,
658.616857,
344.772965
],
[
0.370333,
0.295052,
0.075281,
0.121488,
0.102522,
0.075497
],
[
10,
10,
10,
10,
10,
10
],
[
-127470,
-98042,
-132974,
-1839445,
-1342560,
-1489318
],
[
1.642168,
1.990372,
1.270047,
1.087056,
1.114255,
1.059842
],
[
250,
125,
125,
250,
125,
125
],
[
94,
40,
54,
94,
40,
54
],
[
156,
85,
71,
156,
85,
71
],
[
37.6,
32,
43.2,
37.6,
32,
43.2
],
[
2.725301,
4.22954,
1.669876,
1.80405,
2.367793,
1.393496
],
[
261255,
261255,
57629,
800164,
800164,
758310
],
[
-57164,
-29020,
-57164,
-998751,
-453389,
-998751
],
[
15,
17,
14,
15,
17,
14
],
[
26,
32,
21,
26,
32,
21
],
[
9,
9,
8,
9,
9,
8
],
[
3915,
2141,
1774,
3915,
2141,
1774
],
[
0,
0,
496.901849,
0,
0,
496.901849
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337206,
204740,
-93048,
-157296,
-156373,
-248473
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548720000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758836319724,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.44803,
"nb": 0.1,
"nc": 0.49501
}
}
}
| # | 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) |
|---|