| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 283996.3247 | 335508.0226 | -51511.6979 | -88940.1828 | 1071973.4409 | -1160913.6237 |
| Total P&L (%) | 283.9963 | 335.508 | -51.5117 | -88.9402 | 1071.9734 | -1160.9136 |
| Avg Daily Profit (%) | 0.1436 | 0.1697 | -0.026 | -0.1113 | 0.1245 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -293030 | -131571 | -271388 | -1899516 | -500046 | -1417872 |
| Profit Factor | 1.2091 | 1.484 | 0.9225 | 0.9773 | 1.8845 | 0.5699 |
| Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
| Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
| Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
| Profitability (%) | 56.3319 | 53.913 | 58.7719 | 56.3319 | 53.913 | 58.7719 |
| Ratio Avg Win / Avg Loss | 0.9373 | 1.2686 | 0.6471 | 0.7576 | 1.6109 | 0.3998 |
| Largest Winning Trade | 89899 | 89899 | 58867 | 418892 | 304577 | 418892 |
| Largest Losing Trade | -81088 | -51759 | -81088 | -593480 | -241157 | -593480 |
| Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
| Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
| Bars Traded | 3737 | 1903 | 1833 | 3737 | 1903 | 1833 |
| Profit Streak | 0 | 0 | 494.9019 | 0 | 0 | 494.9019 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -1162 | 327835 | -579029 | -578480 | -22221 | -579029 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1555502400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758836321333,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
283996.3247088841,
335508.0226436635,
-51511.6979347794,
-88940.1827846698,
1071973.4409031612,
-1160913.6236878308
],
[
283.996325,
335.508023,
-51.511698,
-88.940183,
1071.973441,
-1160.913624
],
[
0.143614,
0.169663,
-0.026049,
-0.111283,
0.124541,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-293030,
-131571,
-271388,
-1899516,
-500046,
-1417872
],
[
1.209131,
1.483979,
0.92251,
0.97726,
1.88445,
0.5699
],
[
229,
115,
114,
229,
115,
114
],
[
129,
62,
67,
129,
62,
67
],
[
100,
53,
47,
100,
53,
47
],
[
56.331878,
53.913043,
58.77193,
56.331878,
53.913043,
58.77193
],
[
0.937311,
1.268563,
0.647134,
0.757566,
1.610901,
0.399781
],
[
89899,
89899,
58867,
418892,
304577,
418892
],
[
-81088,
-51759,
-81088,
-593480,
-241157,
-593480
],
[
16,
16,
16,
16,
16,
16
],
[
15,
15,
14,
15,
15,
14
],
[
17,
17,
18,
17,
17,
18
],
[
3737,
1903,
1833,
3737,
1903,
1833
],
[
0,
0,
494.901867,
0,
0,
494.901867
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1162,
327835,
-579029,
-578480,
-22221,
-579029
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1555502400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758836321333,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|