| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512018.3136 | 496835.6151 | 15182.6985 | 736095.9573 | 414928.8083 | 321167.1491 |
| Total P&L (%) | 512.0183 | 496.8356 | 15.1827 | 736.096 | 414.9288 | 321.1671 |
| Avg Daily Profit (%) | 0.3165 | 0.3071 | 0.0094 | 0.1313 | 0.1013 | 0.0889 |
| Buy And Hold Return (%) | 23.2955 | 23.2955 | 23.2955 | 23.2955 | 23.2955 | 23.2955 |
| Max Trade Drawdown | -102764 | -54838 | -134950 | -379313 | -310550 | -126657 |
| Profit Factor | 2.1541 | 3.5354 | 1.0613 | 1.7816 | 1.8345 | 1.7225 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 21 | 13 | 8 | 21 | 13 | 8 |
| Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Profitability (%) | 28.3784 | 35.1351 | 21.6216 | 28.3784 | 35.1351 | 21.6216 |
| Ratio Avg Win / Avg Loss | 5.4367 | 6.527 | 3.8472 | 4.4965 | 3.3868 | 6.244 |
| Largest Winning Trade | 172975 | 172975 | 76862 | 287937 | 228438 | 287937 |
| Largest Losing Trade | -29071 | -29071 | -27955 | -113905 | -106775 | -113905 |
| Avg Bars in Trades | 242 | 234 | 250 | 242 | 234 | 250 |
| Avg Bars in Winners | 593 | 500 | 745 | 593 | 500 | 745 |
| Avg Bars in Losers | 103 | 90 | 114 | 103 | 90 | 114 |
| Bars Traded | 17955 | 8671 | 9284 | 17955 | 8671 | 9284 |
| Profit Streak | 617.3916 | 617.3916 | 619.3916 | 617.3916 | 617.3916 | 619.3916 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -69613 | 362340 | -542174 | -96644 | -59397 | -115116 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580464800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758849833420,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 61,
"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": [
[
512018.3135853508,
496835.6151163332,
15182.6984690175,
736095.9573222357,
414928.8082561493,
321167.1490660863
],
[
512.018314,
496.835615,
15.182698,
736.095957,
414.928808,
321.167149
],
[
0.316451,
0.307068,
0.009384,
0.131333,
0.10134,
0.088906
],
[
23.29552,
23.29552,
23.29552,
23.29552,
23.29552,
23.29552
],
[
-102764,
-54838,
-134950,
-379313,
-310550,
-126657
],
[
2.154146,
3.535432,
1.0613,
1.78163,
1.834518,
1.722475
],
[
74,
37,
37,
74,
37,
37
],
[
21,
13,
8,
21,
13,
8
],
[
53,
24,
29,
53,
24,
29
],
[
28.378378,
35.135135,
21.621622,
28.378378,
35.135135,
21.621622
],
[
5.436653,
6.526951,
3.847214,
4.496494,
3.386802,
6.243973
],
[
172975,
172975,
76862,
287937,
228438,
287937
],
[
-29071,
-29071,
-27955,
-113905,
-106775,
-113905
],
[
242,
234,
250,
242,
234,
250
],
[
593,
500,
745,
593,
500,
745
],
[
103,
90,
114,
103,
90,
114
],
[
17955,
8671,
9284,
17955,
8671,
9284
],
[
617.39159,
617.39159,
619.39159,
617.39159,
617.39159,
619.39159
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-69613,
362340,
-542174,
-96644,
-59397,
-115116
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580464800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758849833420,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 61,
"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) |
|---|