| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 447171.2574 | 358636.831 | 88534.4264 | 69553.8744 | 613786.3764 | -544232.502 |
| Total P&L (%) | 447.1713 | 358.6368 | 88.5344 | 69.5539 | 613.7864 | -544.2325 |
| Avg Daily Profit (%) | 0.2261 | 0.1814 | 0.0448 | 0.0267 | 0.0994 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184127 | -170321 | -93051 | -5023821 | -2663317 | -3916307 |
| Profit Factor | 1.6965 | 1.9926 | 1.3153 | 1.0063 | 1.1215 | 0.9103 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
| Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
| Profitability (%) | 59.1667 | 53.3333 | 65 | 59.1667 | 53.3333 | 65 |
| Ratio Avg Win / Avg Loss | 1.1708 | 1.7436 | 0.7083 | 0.6945 | 0.9813 | 0.4902 |
| Largest Winning Trade | 166198 | 166198 | 50824 | 1311024 | 1311024 | 1168483 |
| Largest Losing Trade | -75409 | -44004 | -75409 | -3916307 | -1040261 | -3916307 |
| Avg Bars in Trades | 31 | 43 | 18 | 31 | 43 | 18 |
| Avg Bars in Winners | 37 | 59 | 19 | 37 | 59 | 19 |
| Avg Bars in Losers | 22 | 26 | 16 | 22 | 26 | 16 |
| Bars Traded | 3765 | 2638 | 1127 | 3765 | 2638 | 1127 |
| 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 | 412361 | -157500 | -301558 | -371037 | -317084 | -747736 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1552953600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758890999683,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 121,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
447171.2573564223,
358636.8309902113,
88534.4263662106,
69553.8743509185,
613786.3763645533,
-544232.5020136343
],
[
447.171257,
358.636831,
88.534426,
69.553874,
613.786376,
-544.232502
],
[
0.22613,
0.181359,
0.044771,
0.026704,
0.099438,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-184127,
-170321,
-93051,
-5023821,
-2663317,
-3916307
],
[
1.69646,
1.992636,
1.315332,
1.006255,
1.121512,
0.910326
],
[
120,
60,
60,
120,
60,
60
],
[
71,
32,
39,
71,
32,
39
],
[
49,
28,
21,
49,
28,
21
],
[
59.166667,
53.333333,
65,
59.166667,
53.333333,
65
],
[
1.170796,
1.743556,
0.708256,
0.694457,
0.981323,
0.490176
],
[
166198,
166198,
50824,
1311024,
1311024,
1168483
],
[
-75409,
-44004,
-75409,
-3916307,
-1040261,
-3916307
],
[
31,
43,
18,
31,
43,
18
],
[
37,
59,
19,
37,
59,
19
],
[
22,
26,
16,
22,
26,
16
],
[
3765,
2638,
1127,
3765,
2638,
1127
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412361,
-157500,
-301558,
-371037,
-317084,
-747736
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1552953600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758890999683,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 121,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|