| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597771.3017 | 504063.7592 | 93707.5425 | 652845.4238 | 686273.6993 | -33428.2755 |
| Total P&L (%) | 597.7713 | 504.0638 | 93.7075 | 652.8454 | 686.2737 | -33.4283 |
| Avg Daily Profit (%) | 0.3023 | 0.2549 | 0.0474 | 0.1021 | 0.1043 | -0.0206 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96064 | -92150 | -154225 | -924620 | -488966 | -689031 |
| Profit Factor | 1.6147 | 1.9836 | 1.2037 | 1.1492 | 1.3082 | 0.9845 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 78 | 31 | 47 | 78 | 31 | 47 |
| Losing Trades | 122 | 69 | 53 | 122 | 69 | 53 |
| Profitability (%) | 39 | 31 | 47 | 39 | 31 | 47 |
| Ratio Avg Win / Avg Loss | 2.5255 | 4.4152 | 1.3573 | 1.7974 | 2.9118 | 1.1101 |
| Largest Winning Trade | 173151 | 173151 | 55327 | 528002 | 528002 | 222829 |
| Largest Losing Trade | -53378 | -32196 | -53378 | -421065 | -233057 | -421065 |
| Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Winners | 33 | 38 | 30 | 33 | 38 | 30 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 3901 | 1936 | 1964 | 3901 | 1936 | 1964 |
| 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 | 324562 | 175569 | -131304 | -114503 | -59431 | -580287 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759112700629,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 48,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 7,
"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": [
[
597771.3017091043,
504063.7591951652,
93707.5425139396,
652845.4237855432,
686273.699313508,
-33428.2755279643
],
[
597.771302,
504.063759,
93.707543,
652.845424,
686.273699,
-33.428276
],
[
0.302286,
0.254899,
0.047387,
0.102135,
0.104334,
-0.020574
],
[
10,
10,
10,
10,
10,
10
],
[
-96064,
-92150,
-154225,
-924620,
-488966,
-689031
],
[
1.614651,
1.983641,
1.203672,
1.149159,
1.308212,
0.984454
],
[
200,
100,
100,
200,
100,
100
],
[
78,
31,
47,
78,
31,
47
],
[
122,
69,
53,
122,
69,
53
],
[
39,
31,
47,
39,
31,
47
],
[
2.52548,
4.4152,
1.357332,
1.797402,
2.911826,
1.110128
],
[
173151,
173151,
55327,
528002,
528002,
222829
],
[
-53378,
-32196,
-53378,
-421065,
-233057,
-421065
],
[
19,
19,
19,
19,
19,
19
],
[
33,
38,
30,
33,
38,
30
],
[
10,
10,
10,
10,
10,
10
],
[
3901,
1936,
1964,
3901,
1936,
1964
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324562,
175569,
-131304,
-114503,
-59431,
-580287
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759112700629,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 48,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 7,
"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) |
|---|