| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 255512.7182 | 333814.4733 | -78301.7551 | -100388.9832 | 3078.2852 | -103467.2683 |
| Total P&L (%) | 255.5127 | 333.8145 | -78.3018 | -100.389 | 3.0783 | -103.4673 |
| Avg Daily Profit (%) | 0.1292 | 0.1688 | -0.0396 | 0 | 0.0015 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -241051 | -107708 | -362887 | -132613 | -78601 | -146902 |
| Profit Factor | 1.1664 | 1.4826 | 0.9072 | 0.6798 | 1.023 | 0.4244 |
| Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
| Winning Trades | 120 | 60 | 60 | 108 | 59 | 49 |
| Losing Trades | 117 | 58 | 59 | 129 | 59 | 70 |
| Profitability (%) | 50.6329 | 50.8475 | 50.4202 | 45.5696 | 50 | 41.1765 |
| Ratio Avg Win / Avg Loss | 1.1372 | 1.4332 | 0.8921 | 0.812 | 1.023 | 0.6063 |
| Largest Winning Trade | 113140 | 113140 | 52500 | 25360 | 25360 | 18024 |
| Largest Losing Trade | -105779 | -30116 | -105779 | -96189 | -28050 | -96189 |
| Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3676 | 1840 | 1836 | 3676 | 1840 | 1836 |
| Profit Streak | 481.5868 | 0 | 489.0868 | 0 | 497.0868 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -55840 | 313237 | -580099 | -580982 | -551129 | -584169 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1558526400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758852300181,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.5399
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 250,
"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": [
[
255512.7181538347,
333814.4732575318,
-78301.7551036972,
-100388.9831782352,
3078.2851581692,
-103467.2683364044
],
[
255.512718,
333.814473,
-78.301755,
-100.388983,
3.078285,
-103.467268
],
[
0.12921,
0.168806,
-0.039596,
0,
0.001533,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-241051,
-107708,
-362887,
-132613,
-78601,
-146902
],
[
1.16639,
1.482572,
0.907213,
0.679777,
1.023015,
0.424376
],
[
237,
118,
119,
237,
118,
119
],
[
120,
60,
60,
108,
59,
49
],
[
117,
58,
59,
129,
59,
70
],
[
50.632911,
50.847458,
50.420168,
45.56962,
50,
41.176471
],
[
1.13723,
1.433152,
0.892092,
0.811956,
1.023015,
0.606251
],
[
113140,
113140,
52500,
25360,
25360,
18024
],
[
-105779,
-30116,
-105779,
-96189,
-28050,
-96189
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
3676,
1840,
1836,
3676,
1840,
1836
],
[
481.586807,
0,
489.086808,
0,
497.086808,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-55840,
313237,
-580099,
-580982,
-551129,
-584169
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1558526400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758852300181,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.5399
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 250,
"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) |
|---|