| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 492235.3083 | 409197.7388 | 83037.5696 | 793332.4725 | 521566.4036 | 271766.0689 |
| Total P&L (%) | 492.2353 | 409.1977 | 83.0376 | 793.3325 | 521.5664 | 271.7661 |
| Avg Daily Profit (%) | 0.249 | 0.207 | 0.042 | 0.1108 | 0.0925 | 0.0664 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118830 | -68328 | -97083 | -4250471 | -1894029 | -3485911 |
| Profit Factor | 2.0502 | 2.8621 | 1.3335 | 1.099 | 1.1565 | 1.0581 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 46.1538 | 45.4545 | 46.875 | 46.1538 | 45.4545 | 46.875 |
| Ratio Avg Win / Avg Loss | 2.3919 | 3.4345 | 1.5113 | 1.2822 | 1.3878 | 1.1992 |
| Largest Winning Trade | 122502 | 122502 | 79039 | 1766333 | 890907 | 1766333 |
| Largest Losing Trade | -56458 | -31279 | -56458 | -2811545 | -1068785 | -2811545 |
| Avg Bars in Trades | 84 | 70 | 99 | 84 | 70 | 99 |
| Avg Bars in Winners | 130 | 114 | 146 | 130 | 114 | 146 |
| Avg Bars in Losers | 45 | 33 | 58 | 45 | 33 | 58 |
| Bars Traded | 5512 | 2319 | 3193 | 5512 | 2319 | 3193 |
| 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 | -125836 | 408678 | -136651 | -293974 | -119259 | -262082 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1554019200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758825660792,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 200,
"offset": 0,
"multiplier": 2.62943
}
}
}
{
"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": [
[
492235.3083253739,
409197.7387502562,
83037.5695751176,
793332.4725439387,
521566.4036466773,
271766.068897262
],
[
492.235308,
409.197739,
83.03757,
793.332473,
521.566404,
271.766069
],
[
0.248981,
0.206979,
0.042002,
0.110825,
0.092459,
0.066441
],
[
10,
10,
10,
10,
10,
10
],
[
-118830,
-68328,
-97083,
-4250471,
-1894029,
-3485911
],
[
2.050172,
2.862097,
1.333527,
1.099045,
1.156519,
1.058101
],
[
65,
33,
32,
65,
33,
32
],
[
30,
15,
15,
30,
15,
15
],
[
35,
18,
17,
35,
18,
17
],
[
46.153846,
45.454545,
46.875,
46.153846,
45.454545,
46.875
],
[
2.391867,
3.434517,
1.511331,
1.28222,
1.387822,
1.199181
],
[
122502,
122502,
79039,
1766333,
890907,
1766333
],
[
-56458,
-31279,
-56458,
-2811545,
-1068785,
-2811545
],
[
84,
70,
99,
84,
70,
99
],
[
130,
114,
146,
130,
114,
146
],
[
45,
33,
58,
45,
33,
58
],
[
5512,
2319,
3193,
5512,
2319,
3193
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-125836,
408678,
-136651,
-293974,
-119259,
-262082
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1554019200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758825660792,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 200,
"offset": 0,
"multiplier": 2.62943
}
}
}
| # | 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) |
|---|