| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 220007.5257 | 328760.48 | -108752.9544 | -47046.2327 | 122773.1091 | -169819.3418 |
| Total P&L (%) | 220.0075 | 328.7605 | -108.753 | -47.0462 | 122.7731 | -169.8193 |
| Avg Daily Profit (%) | 0.136 | 0.2032 | -0.0672 | -0.0393 | 0.0495 | 0 |
| Buy And Hold Return (%) | 22.9714 | 22.9714 | 22.9714 | 22.9714 | 22.9714 | 22.9714 |
| Max Trade Drawdown | -137293 | -67807 | -240978 | -116091 | -48996 | -207113 |
| Profit Factor | 1.1858 | 1.7231 | 0.851 | 0.9392 | 1.4189 | 0.6467 |
| Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
| Winning Trades | 132 | 69 | 63 | 132 | 69 | 63 |
| Losing Trades | 169 | 82 | 87 | 169 | 82 | 87 |
| Profitability (%) | 43.8538 | 45.6954 | 42 | 43.8538 | 45.6954 | 42 |
| Ratio Avg Win / Avg Loss | 1.5181 | 2.0478 | 1.1751 | 1.2025 | 1.6863 | 0.8931 |
| Largest Winning Trade | 80568 | 54316 | 80568 | 30778 | 27384 | 30778 |
| Largest Losing Trade | -63473 | -21692 | -63473 | -56808 | -14294 | -56808 |
| Avg Bars in Trades | 62 | 25 | 99 | 62 | 25 | 99 |
| Avg Bars in Winners | 87 | 27 | 152 | 87 | 27 | 152 |
| Avg Bars in Losers | 43 | 23 | 61 | 43 | 23 | 61 |
| Bars Traded | 18842 | 3873 | 14969 | 18842 | 3873 | 14969 |
| 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 | -27401 | 351134 | -581991 | -579927 | -127126 | -583658 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580198400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759251989155,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 190,
"offset": 0,
"std": 2.54424
}
}
} {
"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": [
[
220007.5256698257,
328760.4800403769,
-108752.9543705513,
-47046.2327113434,
122773.1090875721,
-169819.3417989155
],
[
220.007526,
328.76048,
-108.752954,
-47.046233,
122.773109,
-169.819342
],
[
0.135975,
0.203189,
-0.067214,
-0.039285,
0.049517,
0
],
[
22.971429,
22.971429,
22.971429,
22.971429,
22.971429,
22.971429
],
[
-137293,
-67807,
-240978,
-116091,
-48996,
-207113
],
[
1.185761,
1.723116,
0.850965,
0.939201,
1.418923,
0.646749
],
[
301,
151,
150,
301,
151,
150
],
[
132,
69,
63,
132,
69,
63
],
[
169,
82,
87,
169,
82,
87
],
[
43.853821,
45.695364,
42,
43.853821,
45.695364,
42
],
[
1.518134,
2.047761,
1.175142,
1.202462,
1.686256,
0.893129
],
[
80568,
54316,
80568,
30778,
27384,
30778
],
[
-63473,
-21692,
-63473,
-56808,
-14294,
-56808
],
[
62,
25,
99,
62,
25,
99
],
[
87,
27,
152,
87,
27,
152
],
[
43,
23,
61,
43,
23,
61
],
[
18842,
3873,
14969,
18842,
3873,
14969
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-27401,
351134,
-581991,
-579927,
-127126,
-583658
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580198400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759251989155,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 190,
"offset": 0,
"std": 2.54424
}
}
}
| # | 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) |
|---|