| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 679363.9105 | 657005.0025 | 22358.908 | 23622.6287 | 1959578.4222 | -1935955.7936 |
| Total P&L (%) | 679.3639 | 657.005 | 22.3589 | 23.6226 | 1959.5784 | -1935.9558 |
| Avg Daily Profit (%) | 0.3435 | 0.3322 | 0.0113 | 0.0107 | 0.1531 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212824 | -133724 | -130331 | -4060841 | -1299389 | -2852492 |
| Profit Factor | 2.5563 | 4.5123 | 1.0896 | 1.0052 | 2.3748 | 0.3766 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Profitability (%) | 54.4118 | 58.8235 | 50 | 54.4118 | 58.8235 | 50 |
| Ratio Avg Win / Avg Loss | 2.1418 | 3.1586 | 1.0896 | 0.8422 | 1.6624 | 0.3766 |
| Largest Winning Trade | 618821 | 618821 | 83818 | 2515144 | 2515144 | 718074 |
| Largest Losing Trade | -86628 | -36336 | -86628 | -1418103 | -693811 | -1418103 |
| Avg Bars in Trades | 53 | 53 | 52 | 53 | 53 | 52 |
| Avg Bars in Winners | 68 | 61 | 76 | 68 | 61 | 76 |
| Avg Bars in Losers | 34 | 41 | 29 | 34 | 41 | 29 |
| Bars Traded | 3616 | 1815 | 1801 | 3616 | 1815 | 1801 |
| Profit Streak | 590.2706 | 782.2706 | 590.2706 | 590.2706 | 782.2706 | 590.2706 |
| Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97455 | 688454 | -304414 | -511034 | 528436 | -580211 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1558440000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759948178543,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
679363.9104715587,
657005.0024600183,
22358.9080115405,
23622.6286617994,
1959578.4222401583,
-1935955.7935783586
],
[
679.36391,
657.005002,
22.358908,
23.622629,
1959.578422,
-1935.955794
],
[
0.343547,
0.33224,
0.011307,
0.010724,
0.153092,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-212824,
-133724,
-130331,
-4060841,
-1299389,
-2852492
],
[
2.556323,
4.512251,
1.08963,
1.005214,
2.374804,
0.376557
],
[
68,
34,
34,
68,
34,
34
],
[
37,
20,
17,
37,
20,
17
],
[
31,
14,
17,
31,
14,
17
],
[
54.411765,
58.823529,
50,
54.411765,
58.823529,
50
],
[
2.141784,
3.158576,
1.08963,
0.842206,
1.662363,
0.376557
],
[
618821,
618821,
83818,
2515144,
2515144,
718074
],
[
-86628,
-36336,
-86628,
-1418103,
-693811,
-1418103
],
[
53,
53,
52,
53,
53,
52
],
[
68,
61,
76,
68,
61,
76
],
[
34,
41,
29,
34,
41,
29
],
[
3616,
1815,
1801,
3616,
1815,
1801
],
[
590.270585,
782.270585,
590.270585,
590.270585,
782.270585,
590.270585
],
[
3,
7,
1,
3,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97455,
688454,
-304414,
-511034,
528436,
-580211
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1558440000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759948178543,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|