| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 502785.8326 | 428031.5224 | 74754.3102 | 354454.4341 | 2065592.1494 | -1711137.7153 |
| Total P&L (%) | 502.7858 | 428.0315 | 74.7543 | 354.4544 | 2065.5921 | -1711.1377 |
| Avg Daily Profit (%) | 0.2543 | 0.2165 | 0.0378 | 0.0766 | 0.1557 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108479 | -114043 | -134083 | -1784385 | -574307 | -2246156 |
| Profit Factor | 1.9013 | 2.821 | 1.2316 | 1.0686 | 2.2581 | 0.5144 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 48.3871 | 48.9362 | 47.8261 | 48.3871 | 48.9362 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.0281 | 2.9436 | 1.3436 | 1.1399 | 2.3562 | 0.5612 |
| Largest Winning Trade | 169139 | 169139 | 66240 | 1241916 | 1241916 | 609674 |
| Largest Losing Trade | -77792 | -32372 | -77792 | -1122572 | -297529 | -1122572 |
| Avg Bars in Trades | 62 | 54 | 70 | 62 | 54 | 70 |
| Avg Bars in Winners | 98 | 85 | 112 | 98 | 85 | 112 |
| Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
| Bars Traded | 5790 | 2552 | 3238 | 5790 | 2552 | 3238 |
| Profit Streak | 703.0171 | 721.0171 | 703.0171 | 703.0171 | 721.0171 | 703.0171 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 471439 | 509224 | -142539 | -234730 | 466399 | -580592 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549584000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758932680476,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 63,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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": [
[
502785.8326050146,
428031.5224074977,
74754.3101975166,
354454.4341146677,
2065592.1494411174,
-1711137.7153264503
],
[
502.785833,
428.031522,
74.75431,
354.454434,
2065.592149,
-1711.137715
],
[
0.254318,
0.216506,
0.037812,
0.076606,
0.155674,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-108479,
-114043,
-134083,
-1784385,
-574307,
-2246156
],
[
1.901306,
2.820987,
1.23159,
1.068616,
2.258056,
0.514418
],
[
93,
47,
46,
93,
47,
46
],
[
45,
23,
22,
45,
23,
22
],
[
48,
24,
24,
48,
24,
24
],
[
48.387097,
48.93617,
47.826087,
48.387097,
48.93617,
47.826087
],
[
2.028059,
2.943638,
1.343553,
1.139857,
2.356232,
0.561183
],
[
169139,
169139,
66240,
1241916,
1241916,
609674
],
[
-77792,
-32372,
-77792,
-1122572,
-297529,
-1122572
],
[
62,
54,
70,
62,
54,
70
],
[
98,
85,
112,
98,
85,
112
],
[
28,
24,
32,
28,
24,
32
],
[
5790,
2552,
3238,
5790,
2552,
3238
],
[
703.017135,
721.017135,
703.017135,
703.017135,
721.017135,
703.017135
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471439,
509224,
-142539,
-234730,
466399,
-580592
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549584000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758932680476,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 63,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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) |
|---|