| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224049.7047 | 359917.2864 | -135867.5817 | -80346.296 | 84923.6536 | -165269.9496 |
| Total P&L (%) | 224.0497 | 359.9173 | -135.8676 | -80.3463 | 84.9237 | -165.27 |
| Avg Daily Profit (%) | 0.1385 | 0.2224 | -0.084 | -0.1005 | 0.038 | 0 |
| Buy And Hold Return (%) | 21.0076 | 21.0076 | 21.0076 | 21.0076 | 21.0076 | 21.0076 |
| Max Trade Drawdown | -196271 | -104457 | -289739 | -180841 | -81117 | -200359 |
| Profit Factor | 1.1275 | 1.4847 | 0.8661 | 0.9211 | 1.2093 | 0.7305 |
| Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
| Winning Trades | 291 | 142 | 149 | 291 | 142 | 149 |
| Losing Trades | 357 | 182 | 175 | 357 | 182 | 175 |
| Profitability (%) | 44.9074 | 43.8272 | 45.9877 | 44.9074 | 43.8272 | 45.9877 |
| Ratio Avg Win / Avg Loss | 1.3832 | 1.9029 | 1.0173 | 1.1301 | 1.55 | 0.858 |
| Largest Winning Trade | 129280 | 129280 | 54961 | 59909 | 57604 | 59909 |
| Largest Losing Trade | -58483 | -22191 | -58483 | -91397 | -27299 | -91397 |
| Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
| Avg Bars in Winners | 39 | 36 | 42 | 39 | 36 | 42 |
| Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
| Bars Traded | 19097 | 8132 | 10965 | 19097 | 8132 | 10965 |
| 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 | -86790 | 329486 | -579533 | -577428 | -144663 | -581199 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579226400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758817959625,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 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": [
[
224049.7046837009,
359917.2863830847,
-135867.5816993833,
-80346.2960300754,
84923.6535975728,
-165269.9496276482
],
[
224.049705,
359.917286,
-135.867582,
-80.346296,
84.923654,
-165.26995
],
[
0.138473,
0.222446,
-0.083973,
-0.1005,
0.038003,
0
],
[
21.007647,
21.007647,
21.007647,
21.007647,
21.007647,
21.007647
],
[
-196271,
-104457,
-289739,
-180841,
-81117,
-200359
],
[
1.127482,
1.48468,
0.866128,
0.921147,
1.209325,
0.730496
],
[
648,
324,
324,
648,
324,
324
],
[
291,
142,
149,
291,
142,
149
],
[
357,
182,
175,
357,
182,
175
],
[
44.907407,
43.82716,
45.987654,
44.907407,
43.82716,
45.987654
],
[
1.3832,
1.902899,
1.017265,
1.130067,
1.54998,
0.857965
],
[
129280,
129280,
54961,
59909,
57604,
59909
],
[
-58483,
-22191,
-58483,
-91397,
-27299,
-91397
],
[
29,
25,
33,
29,
25,
33
],
[
39,
36,
42,
39,
36,
42
],
[
21,
16,
26,
21,
16,
26
],
[
19097,
8132,
10965,
19097,
8132,
10965
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-86790,
329486,
-579533,
-577428,
-144663,
-581199
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579226400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758817959625,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 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) |
|---|