| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273368.0765 | 301368.6077 | -28000.5312 | -40854.6927 | 5119.6249 | -45974.3176 |
| Total P&L (%) | 273.3681 | 301.3686 | -28.0005 | -40.8547 | 5.1196 | -45.9743 |
| Avg Daily Profit (%) | 0.1382 | 0.1524 | -0.0142 | -0.0266 | 0.0025 | -0.0311 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149845 | -127126 | -179558 | -177023 | -164525 | -153940 |
| Profit Factor | 1.2339 | 1.5699 | 0.9562 | 0.9555 | 1.0115 | 0.9031 |
| Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
| Winning Trades | 155 | 80 | 75 | 155 | 80 | 75 |
| Losing Trades | 185 | 90 | 95 | 185 | 90 | 95 |
| Profitability (%) | 45.5882 | 47.0588 | 44.1176 | 45.5882 | 47.0588 | 44.1176 |
| Ratio Avg Win / Avg Loss | 1.4727 | 1.7662 | 1.2112 | 1.1405 | 1.138 | 1.1439 |
| Largest Winning Trade | 106276 | 106276 | 54898 | 76055 | 76055 | 72119 |
| Largest Losing Trade | -49098 | -47134 | -49098 | -95912 | -95912 | -38785 |
| Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
| Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 3883 | 1861 | 2022 | 3883 | 1861 | 2022 |
| Profit Streak | 0 | 0 | 499.5941 | 0 | 0 | 499.5941 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -8467 | 342996 | -579826 | -578771 | -563598 | -579826 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759544131338,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 32,
"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": [
[
273368.0764978278,
301368.6076739444,
-28000.5311761162,
-40854.6927187672,
5119.62490839,
-45974.3176271572
],
[
273.368076,
301.368608,
-28.000531,
-40.854693,
5.119625,
-45.974318
],
[
0.138239,
0.152399,
-0.01416,
-0.026554,
0.002525,
-0.031131
],
[
10,
10,
10,
10,
10,
10
],
[
-149845,
-127126,
-179558,
-177023,
-164525,
-153940
],
[
1.233924,
1.569927,
0.956238,
0.955532,
1.011525,
0.903114
],
[
340,
170,
170,
340,
170,
170
],
[
155,
80,
75,
155,
80,
75
],
[
185,
90,
95,
185,
90,
95
],
[
45.588235,
47.058824,
44.117647,
45.588235,
47.058824,
44.117647
],
[
1.472748,
1.766168,
1.211235,
1.140473,
1.137966,
1.143945
],
[
106276,
106276,
54898,
76055,
76055,
72119
],
[
-49098,
-47134,
-49098,
-95912,
-95912,
-38785
],
[
11,
10,
11,
11,
10,
11
],
[
15,
14,
16,
15,
14,
16
],
[
8,
8,
8,
8,
8,
8
],
[
3883,
1861,
2022,
3883,
1861,
2022
],
[
0,
0,
499.594113,
0,
0,
499.594113
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-8467,
342996,
-579826,
-578771,
-563598,
-579826
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759544131338,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 32,
"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) |
|---|