| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 532723.2988 | 443773.9261 | 88949.3727 | 942424.3841 | -706460.962 | 1648885.3461 |
| Total P&L (%) | 532.7233 | 443.7739 | 88.9494 | 942.4244 | -706.461 | 1648.8853 |
| Avg Daily Profit (%) | 0.3292 | 0.2743 | 0.055 | 0.145 | 0 | 0.177 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138073 | -96198 | -76069 | -4002130 | -3414754 | -1716142 |
| Profit Factor | 2.205 | 3.0855 | 1.3879 | 1.0966 | 0.8797 | 1.4251 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
| Ratio Avg Win / Avg Loss | 2.499 | 3.9671 | 1.3879 | 1.2429 | 1.1311 | 1.4251 |
| Largest Winning Trade | 155249 | 155249 | 62807 | 1623684 | 1615220 | 1623684 |
| Largest Losing Trade | -64417 | -27841 | -64417 | -1421985 | -927646 | -1421985 |
| Avg Bars in Trades | 290 | 302 | 278 | 290 | 302 | 278 |
| Avg Bars in Winners | 438 | 479 | 402 | 438 | 479 | 402 |
| Avg Bars in Losers | 160 | 165 | 154 | 160 | 165 | 154 |
| Bars Traded | 18595 | 9687 | 8908 | 18595 | 9687 | 8908 |
| Profit Streak | 0 | 0 | 668.3081 | 0 | 0 | 668.3081 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -131376 | 420768 | -117960 | -258018 | -581574 | 346117 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581422400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759807419429,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 127,
"offset": 248
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 126,
"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": [
[
532723.2988026441,
443773.9261026055,
88949.3727000386,
942424.3841050364,
-706460.9619900053,
1648885.346095041
],
[
532.723299,
443.773926,
88.949373,
942.424384,
-706.460962,
1648.885346
],
[
0.329248,
0.274273,
0.054975,
0.144984,
0,
0.177015
],
[
10,
10,
10,
10,
10,
10
],
[
-138073,
-96198,
-76069,
-4002130,
-3414754,
-1716142
],
[
2.204976,
3.085493,
1.387897,
1.096638,
0.879707,
1.425055
],
[
64,
32,
32,
64,
32,
32
],
[
30,
14,
16,
30,
14,
16
],
[
34,
18,
16,
34,
18,
16
],
[
46.875,
43.75,
50,
46.875,
43.75,
50
],
[
2.498973,
3.967063,
1.387897,
1.242857,
1.131052,
1.425055
],
[
155249,
155249,
62807,
1623684,
1615220,
1623684
],
[
-64417,
-27841,
-64417,
-1421985,
-927646,
-1421985
],
[
290,
302,
278,
290,
302,
278
],
[
438,
479,
402,
438,
479,
402
],
[
160,
165,
154,
160,
165,
154
],
[
18595,
9687,
8908,
18595,
9687,
8908
],
[
0,
0,
668.308095,
0,
0,
668.308095
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-131376,
420768,
-117960,
-258018,
-581574,
346117
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581422400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759807419429,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 127,
"offset": 248
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 126,
"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) |
|---|