| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 469604.4359 | 432225.3663 | 37379.0695 | 99021.655 | -2318140.6302 | 2417162.2853 |
| Total P&L (%) | 469.6044 | 432.2254 | 37.3791 | 99.0217 | -2318.1406 | 2417.1623 |
| Avg Daily Profit (%) | 0.2902 | 0.2671 | 0.0231 | 0.0425 | 0 | 0.1996 |
| Buy And Hold Return (%) | 11.5835 | 11.5835 | 11.5835 | 11.5835 | 11.5835 | 11.5835 |
| Max Trade Drawdown | -259314 | -162792 | -111148 | -8594425 | -6734619 | -1883239 |
| Profit Factor | 1.8518 | 2.5529 | 1.1369 | 1.0083 | 0.7132 | 1.6352 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 48.7805 | 43.9024 | 53.6585 | 48.7805 | 43.9024 | 53.6585 |
| Ratio Avg Win / Avg Loss | 1.9444 | 3.262 | 0.9819 | 1.0587 | 0.9113 | 1.4122 |
| Largest Winning Trade | 169095 | 169095 | 64206 | 3414864 | 3130785 | 3414864 |
| Largest Losing Trade | -82652 | -46233 | -82652 | -4037737 | -4037737 | -947023 |
| Avg Bars in Trades | 227 | 236 | 218 | 227 | 236 | 218 |
| Avg Bars in Winners | 334 | 390 | 289 | 334 | 390 | 289 |
| Avg Bars in Losers | 125 | 116 | 135 | 125 | 116 | 135 |
| Bars Traded | 18647 | 9699 | 8948 | 18647 | 9699 | 8948 |
| 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 | 95571 | 386156 | -235965 | -356694 | -583113 | 379050 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580853600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758905612270,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 66,
"offset": 230
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 155,
"offset": 0,
"scalar": 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": [
[
469604.4358634116,
432225.3663258824,
37379.0695375295,
99021.65502709,
-2318140.630228717,
2417162.285255807
],
[
469.604436,
432.225366,
37.37907,
99.021655,
-2318.14063,
2417.162285
],
[
0.290238,
0.267136,
0.023102,
0.042546,
0,
0.199563
],
[
11.583532,
11.583532,
11.583532,
11.583532,
11.583532,
11.583532
],
[
-259314,
-162792,
-111148,
-8594425,
-6734619,
-1883239
],
[
1.851813,
2.552891,
1.136938,
1.00833,
0.713158,
1.635235
],
[
82,
41,
41,
82,
41,
41
],
[
40,
18,
22,
40,
18,
22
],
[
42,
23,
19,
42,
23,
19
],
[
48.780488,
43.902439,
53.658537,
48.780488,
43.902439,
53.658537
],
[
1.944404,
3.262027,
0.981901,
1.058747,
0.911258,
1.412248
],
[
169095,
169095,
64206,
3414864,
3130785,
3414864
],
[
-82652,
-46233,
-82652,
-4037737,
-4037737,
-947023
],
[
227,
236,
218,
227,
236,
218
],
[
334,
390,
289,
334,
390,
289
],
[
125,
116,
135,
125,
116,
135
],
[
18647,
9699,
8948,
18647,
9699,
8948
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
95571,
386156,
-235965,
-356694,
-583113,
379050
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580853600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758905612270,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 66,
"offset": 230
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 155,
"offset": 0,
"scalar": 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) |
|---|