| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 123833.3178 | 45835.7399 | 77997.5779 | 106005.6816 | 12177.4943 | 93828.1872 |
| Total P&L (%) | 123.8333 | 45.8357 | 77.9976 | 106.0057 | 12.1775 | 93.8282 |
| Avg Daily Profit (%) | 0.2146 | 0.0794 | 0.1352 | 0.1253 | 0.0199 | 0.1147 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60370 | -70539 | -56766 | -123658 | -148291 | -104297 |
| Profit Factor | 1.2972 | 1.209 | 1.3952 | 1.1439 | 1.0302 | 1.2812 |
| Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Profitability (%) | 49.4681 | 50 | 48.9362 | 49.4681 | 50 | 48.9362 |
| Ratio Avg Win / Avg Loss | 1.3251 | 1.209 | 1.4559 | 1.1685 | 1.0302 | 1.3369 |
| Largest Winning Trade | 27432 | 22755 | 27432 | 45864 | 45864 | 38145 |
| Largest Losing Trade | -21298 | -21298 | -15832 | -37630 | -37630 | -27482 |
| Avg Bars in Trades | 72 | 58 | 86 | 72 | 58 | 86 |
| Avg Bars in Winners | 65 | 54 | 77 | 65 | 54 | 77 |
| Avg Bars in Losers | 78 | 61 | 94 | 78 | 61 | 94 |
| Bars Traded | 13572 | 5471 | 8102 | 13572 | 5471 | 8102 |
| Profit Streak | 481.5523 | 481.5523 | 488.9273 | 481.5523 | 481.5523 | 488.9273 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343312 | -89188 | -11699 | -86226 | -451685 | -39611 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669392000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759212922599,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 174,
"offset": 181,
"std": 1.29109
}
}
} {
"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": [
[
123833.3177524412,
45835.7398520359,
77997.5779004052,
106005.6815625721,
12177.4943306024,
93828.1872319697
],
[
123.833318,
45.83574,
77.997578,
106.005682,
12.177494,
93.828187
],
[
0.214586,
0.079427,
0.135159,
0.125318,
0.019915,
0.114747
],
[
10,
10,
10,
10,
10,
10
],
[
-60370,
-70539,
-56766,
-123658,
-148291,
-104297
],
[
1.297175,
1.20897,
1.395203,
1.143902,
1.030216,
1.281234
],
[
188,
94,
94,
188,
94,
94
],
[
93,
47,
46,
93,
47,
46
],
[
95,
47,
48,
95,
47,
48
],
[
49.468085,
50,
48.93617,
49.468085,
50,
48.93617
],
[
1.325071,
1.20897,
1.455864,
1.168502,
1.030216,
1.33694
],
[
27432,
22755,
27432,
45864,
45864,
38145
],
[
-21298,
-21298,
-15832,
-37630,
-37630,
-27482
],
[
72,
58,
86,
72,
58,
86
],
[
65,
54,
77,
65,
54,
77
],
[
78,
61,
94,
78,
61,
94
],
[
13572,
5471,
8102,
13572,
5471,
8102
],
[
481.552345,
481.552345,
488.927345,
481.552345,
481.552345,
488.927345
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343312,
-89188,
-11699,
-86226,
-451685,
-39611
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669392000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759212922599,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 174,
"offset": 181,
"std": 1.29109
}
}
}
| # | 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) |
|---|