| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 403158.038 | 452087.342 | -48929.304 | 32319.7978 | 103921.9278 | -71602.13 |
| Total P&L (%) | 403.158 | 452.0873 | -48.9293 | 32.3198 | 103.9219 | -71.6021 |
| Avg Daily Profit (%) | 0.2492 | 0.2794 | -0.0302 | 0.0173 | 0.0441 | -0.0778 |
| Buy And Hold Return (%) | 24.826 | 24.826 | 24.826 | 24.826 | 24.826 | 24.826 |
| Max Trade Drawdown | -149529 | -107554 | -190070 | -229302 | -278789 | -248512 |
| Profit Factor | 1.2814 | 1.6714 | 0.9356 | 1.0146 | 1.097 | 0.9373 |
| Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
| Winning Trades | 201 | 91 | 110 | 201 | 91 | 110 |
| Losing Trades | 283 | 151 | 132 | 283 | 151 | 132 |
| Profitability (%) | 41.5289 | 37.6033 | 45.4545 | 41.5289 | 37.6033 | 45.4545 |
| Ratio Avg Win / Avg Loss | 1.8042 | 2.7733 | 1.1227 | 1.4285 | 1.8203 | 1.1248 |
| Largest Winning Trade | 176617 | 176617 | 51606 | 98680 | 98680 | 60786 |
| Largest Losing Trade | -39329 | -21320 | -39329 | -51113 | -51113 | -49012 |
| Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
| Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
| Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
| Bars Traded | 19041 | 8657 | 10384 | 19041 | 8657 | 10384 |
| Profit Streak | 0 | 0 | 492.534 | 0 | 0 | 492.534 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300874 | 264800 | -579583 | -446828 | -252950 | -579583 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759265336552,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 134,
"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": [
[
403158.0380422358,
452087.3419931196,
-48929.3039508839,
32319.7977835219,
103921.9277910292,
-71602.1300075074
],
[
403.158038,
452.087342,
-48.929304,
32.319798,
103.921928,
-71.60213
],
[
0.249171,
0.279411,
-0.030241,
0.01731,
0.04405,
-0.077773
],
[
24.825986,
24.825986,
24.825986,
24.825986,
24.825986,
24.825986
],
[
-149529,
-107554,
-190070,
-229302,
-278789,
-248512
],
[
1.281394,
1.671352,
0.935562,
1.014598,
1.097005,
0.93734
],
[
484,
242,
242,
484,
242,
242
],
[
201,
91,
110,
201,
91,
110
],
[
283,
151,
132,
283,
151,
132
],
[
41.528926,
37.603306,
45.454545,
41.528926,
37.603306,
45.454545
],
[
1.804151,
2.773343,
1.122674,
1.428513,
1.820304,
1.124808
],
[
176617,
176617,
51606,
98680,
98680,
60786
],
[
-39329,
-21320,
-39329,
-51113,
-51113,
-49012
],
[
39,
35,
42,
39,
35,
42
],
[
57,
58,
57,
57,
58,
57
],
[
26,
22,
30,
26,
22,
30
],
[
19041,
8657,
10384,
19041,
8657,
10384
],
[
0,
0,
492.533988,
0,
0,
492.533988
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300874,
264800,
-579583,
-446828,
-252950,
-579583
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759265336552,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 134,
"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) |
|---|