| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1850963.2292 | 1885177.2592 | -34214.03 | -59960.0036 | 120623.0421 | -180583.0457 |
| Total P&L (%) | 1850.9632 | 1885.1773 | -34.214 | -59.96 | 120.623 | -180.583 |
| Avg Daily Profit (%) | 0.9364 | 0.9537 | -0.0173 | -0.0463 | 0.04 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -267320 | -182595 | -84724 | -1450884 | -887247 | -701392 |
| Profit Factor | 4.3098 | 5.9213 | 0.8058 | 0.9747 | 1.0907 | 0.8257 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
| Ratio Avg Win / Avg Loss | 5.4591 | 6.6614 | 1.1511 | 1.2346 | 1.227 | 1.1796 |
| Largest Winning Trade | 2096449 | 2096449 | 52327 | 824948 | 824948 | 512163 |
| Largest Losing Trade | -54024 | -54024 | -52809 | -663003 | -331694 | -663003 |
| Avg Bars in Trades | 105 | 194 | 15 | 105 | 194 | 15 |
| Avg Bars in Winners | 165 | 294 | 17 | 165 | 294 | 17 |
| Avg Bars in Losers | 57 | 105 | 14 | 57 | 105 | 14 |
| Bars Traded | 7151 | 6613 | 538 | 7151 | 6613 | 538 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -95492 | 741920 | -582282 | -695176 | -261391 | -582282 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758848856899,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"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": [
[
1850963.2292110575,
1885177.2591772422,
-34214.0299661851,
-59960.0036050187,
120623.0420534983,
-180583.045658517
],
[
1850.963229,
1885.177259,
-34.21403,
-59.960004,
120.623042,
-180.583046
],
[
0.936367,
0.953675,
-0.017308,
-0.046292,
0.040038,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-267320,
-182595,
-84724,
-1450884,
-887247,
-701392
],
[
4.309847,
5.921281,
0.805782,
0.974665,
1.090654,
0.825703
],
[
68,
34,
34,
68,
34,
34
],
[
30,
16,
14,
30,
16,
14
],
[
38,
18,
20,
38,
18,
20
],
[
44.117647,
47.058824,
41.176471,
44.117647,
47.058824,
41.176471
],
[
5.45914,
6.661441,
1.151117,
1.234575,
1.226986,
1.179576
],
[
2096449,
2096449,
52327,
824948,
824948,
512163
],
[
-54024,
-54024,
-52809,
-663003,
-331694,
-663003
],
[
105,
194,
15,
105,
194,
15
],
[
165,
294,
17,
165,
294,
17
],
[
57,
105,
14,
57,
105,
14
],
[
7151,
6613,
538,
7151,
6613,
538
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-95492,
741920,
-582282,
-695176,
-261391,
-582282
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758848856899,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"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) |
|---|