| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546125.3016 | 485463.8252 | 60661.4764 | 345693.5059 | -531439.589 | 877133.0949 |
| Total P&L (%) | 546.1253 | 485.4638 | 60.6615 | 345.6935 | -531.4396 | 877.1331 |
| Avg Daily Profit (%) | 0.2763 | 0.2456 | 0.0307 | 0.0756 | 0 | 0.1154 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212148 | -146667 | -89829 | -6672807 | -5035873 | -1666928 |
| Profit Factor | 1.854 | 2.5059 | 1.1913 | 1.0278 | 0.9306 | 1.184 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 40.4762 | 40.4762 | 40.4762 | 40.4762 | 40.4762 | 40.4762 |
| Ratio Avg Win / Avg Loss | 2.7264 | 3.6852 | 1.7519 | 1.5115 | 1.3686 | 1.7411 |
| Largest Winning Trade | 174347 | 174347 | 66077 | 2744959 | 2744959 | 2678582 |
| Largest Losing Trade | -53234 | -53234 | -49113 | -3725311 | -3725311 | -775980 |
| Avg Bars in Trades | 91 | 82 | 100 | 91 | 82 | 100 |
| Avg Bars in Winners | 172 | 152 | 193 | 172 | 152 | 193 |
| Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
| Bars Traded | 7671 | 3467 | 4204 | 7671 | 3467 | 4204 |
| Profit Streak | 0 | 0 | 658.6107 | 0 | 0 | 658.6107 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314240 | 328567 | -164233 | -284264 | -582771 | -58310 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551636000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758789562987,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 26,
"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": [
[
546125.3016102755,
485463.825208863,
60661.4764014123,
345693.5059188553,
-531439.5890036472,
877133.0949225016
],
[
546.125302,
485.463825,
60.661476,
345.693506,
-531.439589,
877.133095
],
[
0.276274,
0.245587,
0.030687,
0.075631,
0,
0.11538
],
[
10,
10,
10,
10,
10,
10
],
[
-212148,
-146667,
-89829,
-6672807,
-5035873,
-1666928
],
[
1.853964,
2.505926,
1.191271,
1.027814,
0.930627,
1.183962
],
[
84,
42,
42,
84,
42,
42
],
[
34,
17,
17,
34,
17,
17
],
[
50,
25,
25,
50,
25,
25
],
[
40.47619,
40.47619,
40.47619,
40.47619,
40.47619,
40.47619
],
[
2.726418,
3.685186,
1.75187,
1.511492,
1.368569,
1.74112
],
[
174347,
174347,
66077,
2744959,
2744959,
2678582
],
[
-53234,
-53234,
-49113,
-3725311,
-3725311,
-775980
],
[
91,
82,
100,
91,
82,
100
],
[
172,
152,
193,
172,
152,
193
],
[
35,
35,
36,
35,
35,
36
],
[
7671,
3467,
4204,
7671,
3467,
4204
],
[
0,
0,
658.610683,
0,
0,
658.610683
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314240,
328567,
-164233,
-284264,
-582771,
-58310
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551636000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758789562987,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 26,
"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) |
|---|