| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 111859.8389 | 281540.963 | -169681.124 | -99513.3091 | 99634.8289 | -199148.138 |
| Total P&L (%) | 111.8598 | 281.541 | -169.6811 | -99.5133 | 99.6348 | -199.1481 |
| Avg Daily Profit (%) | 0.0691 | 0.174 | -0.1049 | -0.3286 | 0.0427 | 0 |
| Buy And Hold Return (%) | 23.906 | 23.906 | 23.906 | 23.906 | 23.906 | 23.906 |
| Max Trade Drawdown | -142943 | -66104 | -257846 | -86791 | -22073 | -155983 |
| Profit Factor | 1.1386 | 1.9915 | 0.6755 | 0.6207 | 3.7343 | 0.1184 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 50 | 51.5152 | 48.4848 | 50 | 51.5152 | 48.4848 |
| Ratio Avg Win / Avg Loss | 1.1386 | 1.8744 | 0.7177 | 0.6207 | 3.5146 | 0.1258 |
| Largest Winning Trade | 129107 | 129107 | 67104 | 39363 | 39363 | 11636 |
| Largest Losing Trade | -95836 | -53001 | -95836 | -71887 | -22073 | -71887 |
| Avg Bars in Trades | 288 | 270 | 307 | 288 | 270 | 307 |
| Avg Bars in Winners | 378 | 361 | 396 | 378 | 361 | 396 |
| Avg Bars in Losers | 199 | 173 | 224 | 199 | 173 | 224 |
| Bars Traded | 19072 | 8915 | 10157 | 19072 | 8915 | 10157 |
| Profit Streak | 0 | 0 | 655.6246 | 0 | 0 | 655.6246 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -298763 | 408756 | -580434 | -709277 | -130859 | -580434 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580356800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758927563131,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 227,
"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": [
[
111859.8389283766,
281540.9629645649,
-169681.1240361882,
-99513.309136768,
99634.828880482,
-199148.1380172499
],
[
111.859839,
281.540963,
-169.681124,
-99.513309,
99.634829,
-199.148138
],
[
0.069135,
0.174006,
-0.104871,
-0.328587,
0.042736,
0
],
[
23.906034,
23.906034,
23.906034,
23.906034,
23.906034,
23.906034
],
[
-142943,
-66104,
-257846,
-86791,
-22073,
-155983
],
[
1.138644,
1.991516,
0.675478,
0.620658,
3.734301,
0.118394
],
[
66,
33,
33,
66,
33,
33
],
[
33,
17,
16,
33,
17,
16
],
[
33,
16,
17,
33,
16,
17
],
[
50,
51.515152,
48.484848,
50,
51.515152,
48.484848
],
[
1.138644,
1.874368,
0.717695,
0.620658,
3.514636,
0.125793
],
[
129107,
129107,
67104,
39363,
39363,
11636
],
[
-95836,
-53001,
-95836,
-71887,
-22073,
-71887
],
[
288,
270,
307,
288,
270,
307
],
[
378,
361,
396,
378,
361,
396
],
[
199,
173,
224,
199,
173,
224
],
[
19072,
8915,
10157,
19072,
8915,
10157
],
[
0,
0,
655.624573,
0,
0,
655.624573
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-298763,
408756,
-580434,
-709277,
-130859,
-580434
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580356800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758927563131,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 227,
"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) |
|---|