| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492362.3863 | 454844.7027 | 37517.6835 | 4312.7253 | 575933.4058 | -571620.6806 |
| Total P&L (%) | 492.3624 | 454.8447 | 37.5177 | 4.3127 | 575.9334 | -571.6207 |
| Avg Daily Profit (%) | 0.2491 | 0.2301 | 0.019 | 0.0021 | 0.0967 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -198388 | -180486 | -174566 | -1024119 | -573426 | -798796 |
| Profit Factor | 1.3485 | 1.659 | 1.0519 | 1.0011 | 1.3613 | 0.7481 |
| Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
| Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
| Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
| Profitability (%) | 45.515 | 42 | 49.0066 | 45.515 | 42 | 49.0066 |
| Ratio Avg Win / Avg Loss | 1.6143 | 2.291 | 1.0946 | 1.1984 | 1.8799 | 0.7784 |
| Largest Winning Trade | 135430 | 135430 | 51710 | 355203 | 355203 | 258963 |
| Largest Losing Trade | -58681 | -46147 | -58681 | -291175 | -141366 | -291175 |
| Avg Bars in Trades | 25 | 26 | 25 | 25 | 26 | 25 |
| Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 7812 | 4000 | 3812 | 7812 | 4000 | 3812 |
| Profit Streak | 481.3206 | 0 | 497.8206 | 481.3206 | 0 | 497.8206 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368067 | 303037 | -332274 | -574343 | -64466 | -579690 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549260000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758894098241,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 58,
"offset": 0,
"std": 2.86448
}
}
}
{
"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": [
[
492362.3862704876,
454844.7027264645,
37517.6835440236,
4312.7252527828,
575933.4058137308,
-571620.6805609479
],
[
492.362386,
454.844703,
37.517684,
4.312725,
575.933406,
-571.620681
],
[
0.249077,
0.230097,
0.018979,
0.002136,
0.096717,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-198388,
-180486,
-174566,
-1024119,
-573426,
-798796
],
[
1.348493,
1.659012,
1.051917,
1.001116,
1.361313,
0.748063
],
[
301,
150,
151,
301,
150,
151
],
[
137,
63,
74,
137,
63,
74
],
[
164,
87,
77,
164,
87,
77
],
[
45.51495,
42,
49.006623,
45.51495,
42,
49.006623
],
[
1.614254,
2.291017,
1.094563,
1.198417,
1.879908,
0.77839
],
[
135430,
135430,
51710,
355203,
355203,
258963
],
[
-58681,
-46147,
-58681,
-291175,
-141366,
-291175
],
[
25,
26,
25,
25,
26,
25
],
[
33,
35,
31,
33,
35,
31
],
[
19,
20,
19,
19,
20,
19
],
[
7812,
4000,
3812,
7812,
4000,
3812
],
[
481.320581,
0,
497.820581,
481.320581,
0,
497.820581
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368067,
303037,
-332274,
-574343,
-64466,
-579690
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549260000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758894098241,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 58,
"offset": 0,
"std": 2.86448
}
}
}
| # | 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) |
|---|