| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1662403.5314 | 1704070.9369 | -41667.4054 | -72882.203 | 97934.1244 | -170816.3274 |
| Total P&L (%) | 1662.4035 | 1704.0709 | -41.6674 | -72.8822 | 97.9341 | -170.8163 |
| Avg Daily Profit (%) | 0.841 | 0.8621 | -0.0211 | -0.066 | 0.0345 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -312929 | -226474 | -101446 | -3027293 | -2714411 | -439114 |
| Profit Factor | 3.7268 | 5.1889 | 0.7946 | 0.9844 | 1.0259 | 0.8095 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 53.4247 | 50 | 56.7568 | 53.4247 | 50 | 56.7568 |
| Ratio Avg Win / Avg Loss | 3.249 | 5.1889 | 0.6054 | 0.8582 | 1.0259 | 0.6167 |
| Largest Winning Trade | 1711229 | 1711229 | 16315 | 1574784 | 1574784 | 294930 |
| Largest Losing Trade | -82277 | -82277 | -77188 | -2364276 | -2364276 | -388582 |
| Avg Bars in Trades | 100 | 177 | 25 | 100 | 177 | 25 |
| Avg Bars in Winners | 104 | 202 | 20 | 104 | 202 | 20 |
| Avg Bars in Losers | 96 | 152 | 33 | 96 | 152 | 33 |
| Bars Traded | 7342 | 6389 | 953 | 7342 | 6389 | 953 |
| Profit Streak | 0 | 756.8979 | 0 | 0 | 756.8979 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -55493 | 809338 | -579618 | -656333 | -337414 | -579618 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552543200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759743179925,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 221,
"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": [
[
1662403.5314360494,
1704070.9368683465,
-41667.405432297,
-72882.203003922,
97934.1243578983,
-170816.3273618203
],
[
1662.403531,
1704.070937,
-41.667405,
-72.882203,
97.934124,
-170.816327
],
[
0.840978,
0.862057,
-0.021079,
-0.065995,
0.034546,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-312929,
-226474,
-101446,
-3027293,
-2714411,
-439114
],
[
3.726802,
5.188917,
0.794589,
0.984402,
1.025936,
0.80945
],
[
73,
36,
37,
73,
36,
37
],
[
39,
18,
21,
39,
18,
21
],
[
34,
18,
16,
34,
18,
16
],
[
53.424658,
50,
56.756757,
53.424658,
50,
56.756757
],
[
3.249007,
5.188917,
0.605401,
0.858196,
1.025936,
0.616723
],
[
1711229,
1711229,
16315,
1574784,
1574784,
294930
],
[
-82277,
-82277,
-77188,
-2364276,
-2364276,
-388582
],
[
100,
177,
25,
100,
177,
25
],
[
104,
202,
20,
104,
202,
20
],
[
96,
152,
33,
96,
152,
33
],
[
7342,
6389,
953,
7342,
6389,
953
],
[
0,
756.897916,
0,
0,
756.897916,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-55493,
809338,
-579618,
-656333,
-337414,
-579618
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552543200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759743179925,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 221,
"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) |
|---|