| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454247.9054 | 478924.4923 | -24676.5869 | -13001.4918 | 412685.2656 | -425686.7575 |
| Total P&L (%) | 454.2479 | 478.9245 | -24.6766 | -13.0015 | 412.6853 | -425.6868 |
| Avg Daily Profit (%) | 0.2298 | 0.2423 | -0.0125 | -0.007 | 0.0827 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133409 | -82898 | -305521 | -520139 | -81610 | -742845 |
| Profit Factor | 1.643 | 2.6788 | 0.9414 | 0.9893 | 2.1961 | 0.5105 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Profitability (%) | 57.5 | 60 | 55 | 57.5 | 60 | 55 |
| Ratio Avg Win / Avg Loss | 1.2144 | 1.7859 | 0.7703 | 0.7312 | 1.4641 | 0.4177 |
| Largest Winning Trade | 137599 | 137599 | 77503 | 215115 | 215115 | 142237 |
| Largest Losing Trade | -77589 | -56357 | -77589 | -246745 | -69659 | -246745 |
| Avg Bars in Trades | 92 | 62 | 122 | 92 | 62 | 122 |
| Avg Bars in Winners | 110 | 68 | 156 | 110 | 68 | 156 |
| Avg Bars in Losers | 67 | 53 | 80 | 67 | 53 | 80 |
| Bars Traded | 7393 | 2496 | 4897 | 7393 | 2496 | 4897 |
| Profit Streak | 0 | 0 | 567.6959 | 0 | 0 | 567.6959 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -12651 | 519017 | -579518 | -603305 | -78120 | -579518 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552824000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758861721965,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 51,
"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": [
[
454247.9054090242,
478924.4923317477,
-24676.5869227235,
-13001.491829513,
412685.265642088,
-425686.757471601
],
[
454.247905,
478.924492,
-24.676587,
-13.001492,
412.685266,
-425.686757
],
[
0.229795,
0.242279,
-0.012483,
-0.007046,
0.08272,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-133409,
-82898,
-305521,
-520139,
-81610,
-742845
],
[
1.642957,
2.678819,
0.941417,
0.989296,
2.19613,
0.510466
],
[
80,
40,
40,
80,
40,
40
],
[
46,
24,
22,
46,
24,
22
],
[
34,
16,
18,
34,
16,
18
],
[
57.5,
60,
55,
57.5,
60,
55
],
[
1.21436,
1.785879,
0.77025,
0.731218,
1.464087,
0.417654
],
[
137599,
137599,
77503,
215115,
215115,
142237
],
[
-77589,
-56357,
-77589,
-246745,
-69659,
-246745
],
[
92,
62,
122,
92,
62,
122
],
[
110,
68,
156,
110,
68,
156
],
[
67,
53,
80,
67,
53,
80
],
[
7393,
2496,
4897,
7393,
2496,
4897
],
[
0,
0,
567.695856,
0,
0,
567.695856
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12651,
519017,
-579518,
-603305,
-78120,
-579518
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552824000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758861721965,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 51,
"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) |
|---|