| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 522049.3822 | 423865.7128 | 98183.6694 | 584083.1965 | 673873.3688 | -89790.1723 |
| Total P&L (%) | 522.0494 | 423.8657 | 98.1837 | 584.0832 | 673.8734 | -89.7902 |
| Avg Daily Profit (%) | 0.2641 | 0.2144 | 0.0497 | 0.0973 | 0.1036 | -0.1154 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90301 | -75345 | -129528 | -822813 | -359534 | -719821 |
| Profit Factor | 1.7899 | 2.7205 | 1.2369 | 1.195 | 1.6896 | 0.9555 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
| Profitability (%) | 55.5556 | 54.5455 | 56.5789 | 55.5556 | 54.5455 | 56.5789 |
| Ratio Avg Win / Avg Loss | 1.4319 | 2.2671 | 0.9492 | 0.956 | 1.408 | 0.7333 |
| Largest Winning Trade | 124674 | 124674 | 69989 | 376313 | 199416 | 376313 |
| Largest Losing Trade | -80027 | -26105 | -80027 | -719821 | -155240 | -719821 |
| Avg Bars in Trades | 50 | 40 | 60 | 50 | 40 | 60 |
| Avg Bars in Winners | 68 | 59 | 77 | 68 | 59 | 77 |
| Avg Bars in Losers | 27 | 16 | 38 | 27 | 16 | 38 |
| Bars Traded | 7692 | 3092 | 4600 | 7692 | 3092 | 4600 |
| Profit Streak | 0 | 0 | 619.6784 | 0 | 0 | 619.6784 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446082 | -28433 | -175527 | -68791 | -93576 | -627756 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1550340000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758795411803,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 119,
"offset": 0,
"scalar": 1
}
},
"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": [
[
522049.3821652117,
423865.7127825978,
98183.6693826136,
584083.1964963968,
673873.3688396795,
-89790.1723432827
],
[
522.049382,
423.865713,
98.183669,
584.083196,
673.873369,
-89.790172
],
[
0.264095,
0.214426,
0.049669,
0.097324,
0.103569,
-0.115366
],
[
10,
10,
10,
10,
10,
10
],
[
-90301,
-75345,
-129528,
-822813,
-359534,
-719821
],
[
1.789912,
2.720512,
1.236852,
1.195004,
1.689598,
0.955506
],
[
153,
77,
76,
153,
77,
76
],
[
85,
42,
43,
85,
42,
43
],
[
68,
35,
33,
68,
35,
33
],
[
55.555556,
54.545455,
56.578947,
55.555556,
54.545455,
56.578947
],
[
1.431929,
2.267094,
0.949212,
0.956003,
1.407998,
0.733296
],
[
124674,
124674,
69989,
376313,
199416,
376313
],
[
-80027,
-26105,
-80027,
-719821,
-155240,
-719821
],
[
50,
40,
60,
50,
40,
60
],
[
68,
59,
77,
68,
59,
77
],
[
27,
16,
38,
27,
16,
38
],
[
7692,
3092,
4600,
7692,
3092,
4600
],
[
0,
0,
619.678377,
0,
0,
619.678377
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446082,
-28433,
-175527,
-68791,
-93576,
-627756
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1550340000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758795411803,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 119,
"offset": 0,
"scalar": 1
}
},
"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) |
|---|