| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 164179.7375 | 319446.3314 | -155266.5938 | -103084.0251 | 143042.985 | -246127.0101 |
| Total P&L (%) | 164.1797 | 319.4463 | -155.2666 | -103.084 | 143.043 | -246.127 |
| Avg Daily Profit (%) | 0.0831 | 0.1617 | -0.0786 | 0 | 0.045 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -242036 | -145745 | -236804 | -288539 | -38924 | -314272 |
| Profit Factor | 1.2668 | 2.6682 | 0.6337 | 0.7833 | 3.4922 | 0.4115 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 64 | 32 | 32 | 42 | 23 | 19 |
| Losing Trades | 33 | 16 | 17 | 55 | 25 | 30 |
| Profitability (%) | 65.9794 | 66.6667 | 65.3061 | 43.299 | 47.9167 | 38.7755 |
| Ratio Avg Win / Avg Loss | 0.6532 | 1.3341 | 0.3366 | 1.0257 | 3.7959 | 0.6497 |
| Largest Winning Trade | 76584 | 76584 | 24546 | 58697 | 58697 | 28039 |
| Largest Losing Trade | -106136 | -91142 | -106136 | -198769 | -23337 | -198769 |
| Avg Bars in Trades | 96 | 164 | 29 | 96 | 164 | 29 |
| Avg Bars in Winners | 55 | 89 | 20 | 169 | 279 | 35 |
| Avg Bars in Losers | 175 | 313 | 46 | 40 | 58 | 25 |
| Bars Traded | 9325 | 7886 | 1439 | 9325 | 7886 | 1439 |
| Profit Streak | 560.6392 | 560.6392 | 563.1392 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -79833 | 521290 | -577068 | -581458 | -126910 | -584769 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549843200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758943227928,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 143,
"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": [
[
164179.737535155,
319446.3313551215,
-155266.5938199665,
-103084.0251302547,
143042.9850057638,
-246127.0101360185
],
[
164.179738,
319.446331,
-155.266594,
-103.084025,
143.042985,
-246.12701
],
[
0.083087,
0.161663,
-0.078576,
0,
0.044953,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-242036,
-145745,
-236804,
-288539,
-38924,
-314272
],
[
1.266814,
2.668222,
0.633671,
0.783254,
3.492215,
0.411464
],
[
97,
48,
49,
97,
48,
49
],
[
64,
32,
32,
42,
23,
19
],
[
33,
16,
17,
55,
25,
30
],
[
65.979381,
66.666667,
65.306122,
43.298969,
47.916667,
38.77551
],
[
0.653201,
1.334111,
0.336638,
1.02569,
3.795886,
0.649681
],
[
76584,
76584,
24546,
58697,
58697,
28039
],
[
-106136,
-91142,
-106136,
-198769,
-23337,
-198769
],
[
96,
164,
29,
96,
164,
29
],
[
55,
89,
20,
169,
279,
35
],
[
175,
313,
46,
40,
58,
25
],
[
9325,
7886,
1439,
9325,
7886,
1439
],
[
560.639212,
560.639212,
563.139212,
0,
0,
0
],
[
5,
2,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-79833,
521290,
-577068,
-581458,
-126910,
-584769
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549843200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758943227928,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 143,
"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) |
|---|