| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 853719.6474 | 729016.6361 | 124703.0114 | 2940231.4009 | 2167146.2967 | 773085.1043 |
| Total P&L (%) | 853.7196 | 729.0166 | 124.703 | 2940.2314 | 2167.1463 | 773.0851 |
| Avg Daily Profit (%) | 0.5276 | 0.4506 | 0.0771 | 0.2113 | 0.1931 | 0.134 |
| Buy And Hold Return (%) | 22.5233 | 22.5233 | 22.5233 | 22.5233 | 22.5233 | 22.5233 |
| Max Trade Drawdown | -107361 | -98543 | -125002 | -2481925 | -1621198 | -2304264 |
| Profit Factor | 2.0121 | 2.6381 | 1.313 | 1.2134 | 1.2866 | 1.1244 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
| Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
| Profitability (%) | 45 | 41.25 | 48.75 | 45 | 41.25 | 48.75 |
| Ratio Avg Win / Avg Loss | 2.4593 | 3.7573 | 1.3803 | 1.483 | 1.8324 | 1.182 |
| Largest Winning Trade | 252231 | 252231 | 74513 | 1810279 | 1810279 | 746972 |
| Largest Losing Trade | -68553 | -32652 | -68553 | -997145 | -752088 | -997145 |
| Avg Bars in Trades | 119 | 106 | 131 | 119 | 106 | 131 |
| Avg Bars in Winners | 186 | 180 | 191 | 186 | 180 | 191 |
| Avg Bars in Losers | 64 | 55 | 74 | 64 | 55 | 74 |
| Bars Traded | 19045 | 8544 | 10501 | 19045 | 8544 | 10501 |
| Profit Streak | 0 | 0 | 497.1416 | 0 | 0 | 497.1416 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 488000 | -7649 | -110216 | 236966 | -13769 | -116806 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580227200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758849837730,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 84,
"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": [
[
853719.6474380357,
729016.636051775,
124703.0113862608,
2940231.4009084986,
2167146.296653097,
773085.1042554032
],
[
853.719647,
729.016636,
124.703011,
2940.231401,
2167.146297,
773.085104
],
[
0.527639,
0.450567,
0.077072,
0.211256,
0.193085,
0.134012
],
[
22.523343,
22.523343,
22.523343,
22.523343,
22.523343,
22.523343
],
[
-107361,
-98543,
-125002,
-2481925,
-1621198,
-2304264
],
[
2.012123,
2.638129,
1.312959,
1.213394,
1.286601,
1.124352
],
[
160,
80,
80,
160,
80,
80
],
[
72,
33,
39,
72,
33,
39
],
[
88,
47,
41,
88,
47,
41
],
[
45,
41.25,
48.75,
45,
41.25,
48.75
],
[
2.459262,
3.757335,
1.380291,
1.483037,
1.832432,
1.182011
],
[
252231,
252231,
74513,
1810279,
1810279,
746972
],
[
-68553,
-32652,
-68553,
-997145,
-752088,
-997145
],
[
119,
106,
131,
119,
106,
131
],
[
186,
180,
191,
186,
180,
191
],
[
64,
55,
74,
64,
55,
74
],
[
19045,
8544,
10501,
19045,
8544,
10501
],
[
0,
0,
497.14164,
0,
0,
497.14164
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
488000,
-7649,
-110216,
236966,
-13769,
-116806
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580227200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758849837730,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 84,
"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) |
|---|