| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 450368.9691 | 473779.5321 | -23410.563 | 161618.6355 | 182084.9991 | -20466.3637 |
| Total P&L (%) | 450.369 | 473.7795 | -23.4106 | 161.6186 | 182.085 | -20.4664 |
| Avg Daily Profit (%) | 0.2783 | 0.2928 | -0.0145 | 0.0595 | 0.0641 | -0.0142 |
| Buy And Hold Return (%) | 27.0516 | 27.0516 | 27.0516 | 27.0516 | 27.0516 | 27.0516 |
| Max Trade Drawdown | -102262 | -92949 | -181272 | -261894 | -311172 | -229253 |
| Profit Factor | 1.4851 | 2.0452 | 0.9507 | 1.0805 | 1.1683 | 0.9779 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Profitability (%) | 40.6863 | 41.1765 | 40.1961 | 40.6863 | 41.1765 | 40.1961 |
| Ratio Avg Win / Avg Loss | 2.165 | 2.9218 | 1.4145 | 1.5751 | 1.669 | 1.4549 |
| Largest Winning Trade | 169158 | 169158 | 74136 | 199155 | 168827 | 199155 |
| Largest Losing Trade | -54205 | -25453 | -54205 | -82472 | -81261 | -82472 |
| Avg Bars in Trades | 93 | 93 | 92 | 93 | 93 | 92 |
| Avg Bars in Winners | 158 | 155 | 161 | 158 | 155 | 161 |
| Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
| Bars Traded | 18999 | 9541 | 9458 | 18999 | 9541 | 9458 |
| 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 | 290261 | 309173 | -583206 | -247686 | -145534 | -583206 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579924800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759107994742,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 51,
"offset": 116
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 16,
"offset": 0,
"multiplier": 2.43963
}
}
} {
"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": [
[
450368.9691030688,
473779.5321271658,
-23410.5630240969,
161618.635451161,
182084.9991107353,
-20466.3636595742
],
[
450.368969,
473.779532,
-23.410563,
161.618635,
182.084999,
-20.466364
],
[
0.278349,
0.292818,
-0.014469,
0.059456,
0.064114,
-0.014152
],
[
27.0516,
27.0516,
27.0516,
27.0516,
27.0516,
27.0516
],
[
-102262,
-92949,
-181272,
-261894,
-311172,
-229253
],
[
1.485103,
2.045225,
0.950727,
1.080454,
1.168269,
0.977916
],
[
204,
102,
102,
204,
102,
102
],
[
83,
42,
41,
83,
42,
41
],
[
121,
60,
61,
121,
60,
61
],
[
40.686275,
41.176471,
40.196078,
40.686275,
41.176471,
40.196078
],
[
2.16503,
2.92175,
1.414496,
1.575119,
1.668956,
1.454948
],
[
169158,
169158,
74136,
199155,
168827,
199155
],
[
-54205,
-25453,
-54205,
-82472,
-81261,
-82472
],
[
93,
93,
92,
93,
93,
92
],
[
158,
155,
161,
158,
155,
161
],
[
48,
50,
46,
48,
50,
46
],
[
18999,
9541,
9458,
18999,
9541,
9458
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
290261,
309173,
-583206,
-247686,
-145534,
-583206
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579924800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759107994742,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 51,
"offset": 116
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 16,
"offset": 0,
"multiplier": 2.43963
}
}
}
| # | 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) |
|---|