| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313762.2829 | 360721.5222 | -46959.2393 | -21788.2807 | 399193.6717 | -420981.9524 |
| Total P&L (%) | 313.7623 | 360.7215 | -46.9592 | -21.7883 | 399.1937 | -420.982 |
| Avg Daily Profit (%) | 0.1939 | 0.2229 | -0.029 | -0.0152 | 0.0994 | 0 |
| Buy And Hold Return (%) | 24.3643 | 24.3643 | 24.3643 | 24.3643 | 24.3643 | 24.3643 |
| Max Trade Drawdown | -191713 | -133654 | -222861 | -578826 | -384180 | -472705 |
| Profit Factor | 1.2032 | 1.4817 | 0.941 | 0.9926 | 1.3029 | 0.7417 |
| Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
| Winning Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Losing Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Profitability (%) | 52.657 | 52.657 | 52.657 | 52.657 | 52.657 | 52.657 |
| Ratio Avg Win / Avg Loss | 1.0818 | 1.3322 | 0.846 | 0.8924 | 1.1714 | 0.6668 |
| Largest Winning Trade | 77646 | 77646 | 73113 | 111635 | 111635 | 98207 |
| Largest Losing Trade | -61202 | -33341 | -61202 | -180290 | -69573 | -180290 |
| Avg Bars in Trades | 46 | 39 | 52 | 46 | 39 | 52 |
| Avg Bars in Winners | 41 | 34 | 47 | 41 | 34 | 47 |
| Avg Bars in Losers | 51 | 45 | 58 | 51 | 45 | 58 |
| Bars Traded | 19154 | 8238 | 10916 | 19154 | 8238 | 10916 |
| Profit Streak | 0 | 0 | 497.6018 | 0 | 0 | 497.6018 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344512 | 355827 | -579321 | -578269 | -59272 | -579321 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579464000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758875198410,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 75,
"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": [
[
313762.2828508308,
360721.5221859369,
-46959.2393351062,
-21788.2806652962,
399193.6717331047,
-420981.9523984009
],
[
313.762283,
360.721522,
-46.959239,
-21.788281,
399.193672,
-420.981952
],
[
0.19392,
0.222943,
-0.029023,
-0.015187,
0.09942,
0
],
[
24.364309,
24.364309,
24.364309,
24.364309,
24.364309,
24.364309
],
[
-191713,
-133654,
-222861,
-578826,
-384180,
-472705
],
[
1.203197,
1.481737,
0.940956,
0.992608,
1.302928,
0.741682
],
[
414,
207,
207,
414,
207,
207
],
[
218,
109,
109,
218,
109,
109
],
[
196,
98,
98,
196,
98,
98
],
[
52.657005,
52.657005,
52.657005,
52.657005,
52.657005,
52.657005
],
[
1.081774,
1.332204,
0.845998,
0.892436,
1.17144,
0.666833
],
[
77646,
77646,
73113,
111635,
111635,
98207
],
[
-61202,
-33341,
-61202,
-180290,
-69573,
-180290
],
[
46,
39,
52,
46,
39,
52
],
[
41,
34,
47,
41,
34,
47
],
[
51,
45,
58,
51,
45,
58
],
[
19154,
8238,
10916,
19154,
8238,
10916
],
[
0,
0,
497.601833,
0,
0,
497.601833
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344512,
355827,
-579321,
-578269,
-59272,
-579321
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579464000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758875198410,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 75,
"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) |
|---|