| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 545102.5882 | 485561.6985 | 59540.8898 | 838840.1926 | 469366.8952 | 369473.2975 |
| Total P&L (%) | 545.1026 | 485.5617 | 59.5409 | 838.8402 | 469.3669 | 369.4733 |
| Avg Daily Profit (%) | 0.2759 | 0.2457 | 0.0301 | 0.1134 | 0.0881 | 0.0783 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108364 | -57218 | -130575 | -1627104 | -732755 | -1117232 |
| Profit Factor | 2.2869 | 3.4125 | 1.2678 | 1.3762 | 1.5034 | 1.2848 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 19 | 11 | 8 | 19 | 11 | 8 |
| Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Profitability (%) | 30.1587 | 34.375 | 25.8065 | 30.1587 | 34.375 | 25.8065 |
| Ratio Avg Win / Avg Loss | 5.296 | 6.5147 | 3.645 | 3.187 | 2.8702 | 3.6938 |
| Largest Winning Trade | 167520 | 167520 | 76756 | 722486 | 336491 | 722486 |
| Largest Losing Trade | -50924 | -30415 | -50924 | -1040448 | -304960 | -1040448 |
| Avg Bars in Trades | 178 | 157 | 201 | 178 | 157 | 201 |
| Avg Bars in Winners | 426 | 333 | 554 | 426 | 333 | 554 |
| Avg Bars in Losers | 71 | 64 | 78 | 71 | 64 | 78 |
| Bars Traded | 11265 | 5025 | 6240 | 11265 | 5025 | 6240 |
| Profit Streak | 620.2504 | 620.2504 | 623.9171 | 620.2504 | 620.2504 | 623.9171 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144995 | 324446 | -178046 | -197567 | -78476 | -113032 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549972800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759068038297,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 68,
"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": [
[
545102.5882307633,
485561.6984707674,
59540.889759996,
838840.1926161451,
469366.8951526,
369473.2974635452
],
[
545.102588,
485.561698,
59.54089,
838.840193,
469.366895,
369.473297
],
[
0.275862,
0.24573,
0.030132,
0.113398,
0.088063,
0.078292
],
[
10,
10,
10,
10,
10,
10
],
[
-108364,
-57218,
-130575,
-1627104,
-732755,
-1117232
],
[
2.286918,
3.41248,
1.267839,
1.376223,
1.503426,
1.284804
],
[
63,
32,
31,
63,
32,
31
],
[
19,
11,
8,
19,
11,
8
],
[
44,
21,
23,
44,
21,
23
],
[
30.15873,
34.375,
25.806452,
30.15873,
34.375,
25.806452
],
[
5.296021,
6.514735,
3.645036,
3.187044,
2.870177,
3.693812
],
[
167520,
167520,
76756,
722486,
336491,
722486
],
[
-50924,
-30415,
-50924,
-1040448,
-304960,
-1040448
],
[
178,
157,
201,
178,
157,
201
],
[
426,
333,
554,
426,
333,
554
],
[
71,
64,
78,
71,
64,
78
],
[
11265,
5025,
6240,
11265,
5025,
6240
],
[
620.250443,
620.250443,
623.91711,
620.250443,
620.250443,
623.91711
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144995,
324446,
-178046,
-197567,
-78476,
-113032
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549972800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759068038297,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 68,
"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) |
|---|