| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 549499.7178 | 484622.568 | 64877.1498 | 278356.7962 | -1041777.6574 | 1320134.4536 |
| Total P&L (%) | 549.4997 | 484.6226 | 64.8772 | 278.3568 | -1041.7777 | 1320.1345 |
| Avg Daily Profit (%) | 0.278 | 0.2452 | 0.0328 | 0.0673 | 0 | 0.1343 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167448 | -137791 | -70820 | -4311577 | -3384296 | -1086988 |
| Profit Factor | 1.5597 | 1.741 | 1.198 | 1.0275 | 0.8519 | 1.4258 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
| Profitability (%) | 37.931 | 35.6436 | 40.1961 | 37.931 | 35.6436 | 40.1961 |
| Ratio Avg Win / Avg Loss | 2.5523 | 3.1435 | 1.7824 | 1.6813 | 1.5381 | 2.1213 |
| Largest Winning Trade | 184959 | 184959 | 78114 | 2044102 | 1698486 | 2044102 |
| Largest Losing Trade | -39542 | -39542 | -21787 | -825378 | -825378 | -356702 |
| Avg Bars in Trades | 37 | 56 | 19 | 37 | 56 | 19 |
| Avg Bars in Winners | 55 | 86 | 27 | 55 | 86 | 27 |
| Avg Bars in Losers | 27 | 39 | 14 | 27 | 39 | 14 |
| Bars Traded | 7700 | 5702 | 1998 | 7700 | 5702 | 1998 |
| Profit Streak | 480.6865 | 0 | 502.6865 | 480.6865 | 0 | 502.6865 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303848 | 195819 | -154260 | -295267 | -583868 | -14569 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551225600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759163314258,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 12,
"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": [
[
549499.7178499264,
484622.5680303696,
64877.1498195564,
278356.7962141449,
-1041777.6573702315,
1320134.453584376
],
[
549.499718,
484.622568,
64.87715,
278.356796,
-1041.777657,
1320.134454
],
[
0.277981,
0.245161,
0.03282,
0.067339,
0,
0.134317
],
[
10,
10,
10,
10,
10,
10
],
[
-167448,
-137791,
-70820,
-4311577,
-3384296,
-1086988
],
[
1.55974,
1.741003,
1.197979,
1.027469,
0.851869,
1.425768
],
[
203,
101,
102,
203,
101,
102
],
[
77,
36,
41,
77,
36,
41
],
[
126,
65,
61,
126,
65,
61
],
[
37.931034,
35.643564,
40.196078,
37.931034,
35.643564,
40.196078
],
[
2.552301,
3.143477,
1.782359,
1.681313,
1.538097,
2.121264
],
[
184959,
184959,
78114,
2044102,
1698486,
2044102
],
[
-39542,
-39542,
-21787,
-825378,
-825378,
-356702
],
[
37,
56,
19,
37,
56,
19
],
[
55,
86,
27,
55,
86,
27
],
[
27,
39,
14,
27,
39,
14
],
[
7700,
5702,
1998,
7700,
5702,
1998
],
[
480.686508,
0,
502.686508,
480.686508,
0,
502.686508
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303848,
195819,
-154260,
-295267,
-583868,
-14569
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551225600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759163314258,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 12,
"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) |
|---|