| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 666131.646 | 584777.9032 | 81353.7428 | 1904595.3292 | 1396307.5384 | 508287.7908 |
| Total P&L (%) | 666.1316 | 584.7779 | 81.3537 | 1904.5953 | 1396.3075 | 508.2878 |
| Avg Daily Profit (%) | 0.4117 | 0.3614 | 0.0503 | 0.1855 | 0.1674 | 0.1116 |
| Buy And Hold Return (%) | 25.0726 | 25.0726 | 25.0726 | 25.0726 | 25.0726 | 25.0726 |
| Max Trade Drawdown | -96359 | -109612 | -118762 | -1146079 | -1314068 | -1107321 |
| Profit Factor | 1.7889 | 2.3267 | 1.2016 | 1.2127 | 1.2901 | 1.1228 |
| Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
| Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
| Profitability (%) | 39.7906 | 38.5417 | 41.0526 | 39.7906 | 38.5417 | 41.0526 |
| Ratio Avg Win / Avg Loss | 2.7069 | 3.7101 | 1.7253 | 1.835 | 2.0571 | 1.6122 |
| Largest Winning Trade | 192860 | 192860 | 59459 | 819214 | 819214 | 470381 |
| Largest Losing Trade | -35677 | -34672 | -35677 | -414079 | -406954 | -414079 |
| Avg Bars in Trades | 99 | 99 | 99 | 99 | 99 | 99 |
| Avg Bars in Winners | 165 | 175 | 157 | 165 | 175 | 157 |
| Avg Bars in Losers | 54 | 51 | 58 | 54 | 51 | 58 |
| Bars Traded | 18927 | 9514 | 9413 | 18927 | 9514 | 9413 |
| Profit Streak | 497.7812 | 518.0312 | 0 | 497.7812 | 518.0312 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390743 | 361936 | -131846 | 222810 | 183555 | -131651 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579759200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758883499148,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 167,
"offset": 0,
"std": 1.61951
}
}
}
{
"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": [
[
666131.6459561945,
584777.903192053,
81353.7427641419,
1904595.3291622472,
1396307.5383613117,
508287.7908009357
],
[
666.131646,
584.777903,
81.353743,
1904.595329,
1396.307538,
508.287791
],
[
0.411701,
0.36142,
0.05028,
0.185464,
0.167358,
0.111649
],
[
25.072649,
25.072649,
25.072649,
25.072649,
25.072649,
25.072649
],
[
-96359,
-109612,
-118762,
-1146079,
-1314068,
-1107321
],
[
1.788876,
2.326669,
1.20156,
1.212726,
1.290063,
1.12279
],
[
191,
96,
95,
191,
96,
95
],
[
76,
37,
39,
76,
37,
39
],
[
115,
59,
56,
115,
59,
56
],
[
39.790576,
38.541667,
41.052632,
39.790576,
38.541667,
41.052632
],
[
2.706852,
3.710093,
1.725318,
1.835046,
2.057128,
1.612212
],
[
192860,
192860,
59459,
819214,
819214,
470381
],
[
-35677,
-34672,
-35677,
-414079,
-406954,
-414079
],
[
99,
99,
99,
99,
99,
99
],
[
165,
175,
157,
165,
175,
157
],
[
54,
51,
58,
54,
51,
58
],
[
18927,
9514,
9413,
18927,
9514,
9413
],
[
497.78124,
518.03124,
0,
497.78124,
518.03124,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390743,
361936,
-131846,
222810,
183555,
-131651
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579759200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758883499148,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 167,
"offset": 0,
"std": 1.61951
}
}
}
| # | 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) |
|---|