| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 412810.4617 | 390462.2263 | 22348.2353 | -746.498 | 16378.7963 | -17125.2943 |
| Total P&L (%) | 412.8105 | 390.4622 | 22.3482 | -0.7465 | 16.3788 | -17.1253 |
| Avg Daily Profit (%) | 0.2088 | 0.1975 | 0.0113 | -0.0004 | 0.0077 | -0.0095 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119085 | -131186 | -150730 | -380131 | -351792 | -280665 |
| Profit Factor | 1.5535 | 1.9399 | 1.0676 | 0.9995 | 1.0201 | 0.9708 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
| Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
| Profitability (%) | 44.7917 | 35.4167 | 54.1667 | 44.7917 | 35.4167 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.9148 | 3.5375 | 0.9034 | 1.2319 | 1.8603 | 0.8215 |
| Largest Winning Trade | 254466 | 254466 | 58015 | 248895 | 248895 | 159922 |
| Largest Losing Trade | -51857 | -39668 | -51857 | -117678 | -117678 | -113940 |
| Avg Bars in Trades | 59 | 64 | 55 | 59 | 64 | 55 |
| Avg Bars in Winners | 85 | 109 | 69 | 85 | 109 | 69 |
| Avg Bars in Losers | 39 | 38 | 39 | 39 | 38 | 39 |
| Bars Traded | 5758 | 3075 | 2683 | 5758 | 3075 | 2683 |
| 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 | 312154 | 205251 | -330212 | -580880 | -394722 | -580149 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551542400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759215579543,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 52,
"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": [
[
412810.4616895793,
390462.2263447982,
22348.2353447811,
-746.4980094756,
16378.7962846404,
-17125.2942941158
],
[
412.810462,
390.462226,
22.348235,
-0.746498,
16.378796,
-17.125294
],
[
0.208807,
0.197502,
0.011304,
-0.000379,
0.007673,
-0.009501
],
[
10,
10,
10,
10,
10,
10
],
[
-119085,
-131186,
-150730,
-380131,
-351792,
-280665
],
[
1.55352,
1.939925,
1.067646,
0.999467,
1.020141,
0.970829
],
[
96,
48,
48,
96,
48,
48
],
[
43,
17,
26,
43,
17,
26
],
[
53,
31,
22,
53,
31,
22
],
[
44.791667,
35.416667,
54.166667,
44.791667,
35.416667,
54.166667
],
[
1.914804,
3.53751,
0.903392,
1.231901,
1.860257,
0.821471
],
[
254466,
254466,
58015,
248895,
248895,
159922
],
[
-51857,
-39668,
-51857,
-117678,
-117678,
-113940
],
[
59,
64,
55,
59,
64,
55
],
[
85,
109,
69,
85,
109,
69
],
[
39,
38,
39,
39,
38,
39
],
[
5758,
3075,
2683,
5758,
3075,
2683
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312154,
205251,
-330212,
-580880,
-394722,
-580149
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551542400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759215579543,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 52,
"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) |
|---|