| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 288455.1715 | 345259.0877 | -56803.9162 | -29015.6 | 161001.6567 | -190017.2567 |
| Total P&L (%) | 288.4552 | 345.2591 | -56.8039 | -29.0156 | 161.0017 | -190.0173 |
| Avg Daily Profit (%) | 0.1783 | 0.2134 | -0.0351 | -0.0212 | 0.0593 | 0 |
| Buy And Hold Return (%) | 22.5233 | 22.5233 | 22.5233 | 22.5233 | 22.5233 | 22.5233 |
| Max Trade Drawdown | -131841 | -111393 | -187674 | -275256 | -177956 | -293210 |
| Profit Factor | 1.1709 | 1.4097 | 0.9328 | 0.9883 | 1.126 | 0.8424 |
| Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
| Winning Trades | 260 | 132 | 128 | 260 | 132 | 128 |
| Losing Trades | 290 | 143 | 147 | 290 | 143 | 147 |
| Profitability (%) | 47.2727 | 48 | 46.5455 | 47.2727 | 48 | 46.5455 |
| Ratio Avg Win / Avg Loss | 1.306 | 1.5272 | 1.0712 | 1.1023 | 1.2199 | 0.9674 |
| Largest Winning Trade | 119350 | 119350 | 53607 | 105028 | 105028 | 51214 |
| Largest Losing Trade | -37430 | -30867 | -37430 | -67158 | -57502 | -67158 |
| Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
| Avg Bars in Winners | 43 | 33 | 54 | 43 | 33 | 54 |
| Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
| Bars Traded | 19043 | 7889 | 11154 | 19043 | 7889 | 11154 |
| Profit Streak | 0 | 0 | 491.1268 | 0 | 0 | 491.1268 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -23288 | 359413 | -578611 | -577298 | -195221 | -580278 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580227200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759100552832,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 209,
"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": [
[
288455.1715221597,
345259.0877060972,
-56803.9161839374,
-29015.5999609048,
161001.6567484555,
-190017.2567093605
],
[
288.455172,
345.259088,
-56.803916,
-29.0156,
161.001657,
-190.017257
],
[
0.178279,
0.213386,
-0.035107,
-0.021179,
0.05931,
0
],
[
22.523343,
22.523343,
22.523343,
22.523343,
22.523343,
22.523343
],
[
-131841,
-111393,
-187674,
-275256,
-177956,
-293210
],
[
1.1709,
1.409688,
0.932786,
0.988313,
1.126045,
0.842362
],
[
550,
275,
275,
550,
275,
275
],
[
260,
132,
128,
260,
132,
128
],
[
290,
143,
147,
290,
143,
147
],
[
47.272727,
48,
46.545455,
47.272727,
48,
46.545455
],
[
1.306004,
1.527161,
1.071246,
1.102349,
1.219882,
0.9674
],
[
119350,
119350,
53607,
105028,
105028,
51214
],
[
-37430,
-30867,
-37430,
-67158,
-57502,
-67158
],
[
34,
28,
40,
34,
28,
40
],
[
43,
33,
54,
43,
33,
54
],
[
26,
24,
28,
26,
24,
28
],
[
19043,
7889,
11154,
19043,
7889,
11154
],
[
0,
0,
491.126769,
0,
0,
491.126769
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-23288,
359413,
-578611,
-577298,
-195221,
-580278
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580227200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759100552832,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 209,
"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) |
|---|