| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 308285.3733 | 364804.2515 | -56518.8782 | -98998.0784 | 1615216.9336 | -1714215.012 |
| Total P&L (%) | 308.2854 | 364.8043 | -56.5189 | -98.9981 | 1615.2169 | -1714.215 |
| Avg Daily Profit (%) | 0.156 | 0.1846 | -0.0286 | -0.2327 | 0.1439 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -358351 | -227942 | -232726 | -3107725 | -1636523 | -2739035 |
| Profit Factor | 1.1723 | 1.4265 | 0.9395 | 0.988 | 1.5053 | 0.6587 |
| Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
| Winning Trades | 205 | 94 | 111 | 205 | 94 | 111 |
| Losing Trades | 206 | 111 | 95 | 206 | 111 | 95 |
| Profitability (%) | 49.8783 | 45.8537 | 53.8835 | 49.8783 | 45.8537 | 53.8835 |
| Ratio Avg Win / Avg Loss | 1.1781 | 1.6845 | 0.804 | 0.9928 | 1.7776 | 0.5638 |
| Largest Winning Trade | 101402 | 101402 | 56204 | 656892 | 656892 | 534002 |
| Largest Losing Trade | -98402 | -43518 | -98402 | -784107 | -327113 | -784107 |
| Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
| Avg Bars in Winners | 32 | 36 | 28 | 32 | 36 | 28 |
| Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
| Bars Traded | 11750 | 6352 | 5398 | 11750 | 6352 | 5398 |
| Profit Streak | 484.3642 | 0 | 502.8642 | 484.3642 | 0 | 502.8642 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20738 | 301067 | -578137 | -577814 | 31677 | -578137 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759279467505,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 48,
"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": [
[
308285.3732734509,
364804.2514605671,
-56518.8781871165,
-98998.0784171963,
1615216.9335952362,
-1714215.0120124333
],
[
308.285373,
364.804251,
-56.518878,
-98.998078,
1615.216934,
-1714.215012
],
[
0.156015,
0.184618,
-0.028603,
-0.232687,
0.143936,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-358351,
-227942,
-232726,
-3107725,
-1636523,
-2739035
],
[
1.172346,
1.426538,
0.939454,
0.987956,
1.505325,
0.658735
],
[
411,
205,
206,
411,
205,
206
],
[
205,
94,
111,
205,
94,
111
],
[
206,
111,
95,
206,
111,
95
],
[
49.878345,
45.853659,
53.883495,
49.878345,
45.853659,
53.883495
],
[
1.178065,
1.684529,
0.804037,
0.992775,
1.777564,
0.563782
],
[
101402,
101402,
56204,
656892,
656892,
534002
],
[
-98402,
-43518,
-98402,
-784107,
-327113,
-784107
],
[
28,
30,
26,
28,
30,
26
],
[
32,
36,
28,
32,
36,
28
],
[
25,
26,
23,
25,
26,
23
],
[
11750,
6352,
5398,
11750,
6352,
5398
],
[
484.364207,
0,
502.864207,
484.364207,
0,
502.864207
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20738,
301067,
-578137,
-577814,
31677,
-578137
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759279467505,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 48,
"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) |
|---|