| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 544653.9479 | 410327.9119 | 134326.036 | 3373873.5112 | 1576932.0034 | 1796941.5078 |
| Total P&L (%) | 544.6539 | 410.3279 | 134.326 | 3373.8735 | 1576.932 | 1796.9415 |
| Avg Daily Profit (%) | 0.2755 | 0.2076 | 0.068 | 0.1796 | 0.1427 | 0.149 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34089 | -46230 | -97469 | -723438 | -1029178 | -358933 |
| Profit Factor | 3.3427 | 5.3278 | 1.9757 | 2.5374 | 2.2487 | 2.9288 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
| Ratio Avg Win / Avg Loss | 3.3427 | 4.6618 | 2.2579 | 2.5374 | 1.9676 | 3.3472 |
| Largest Winning Trade | 108654 | 108654 | 74218 | 879431 | 760966 | 879431 |
| Largest Losing Trade | -27636 | -18427 | -27636 | -380404 | -380404 | -358933 |
| Avg Bars in Trades | 121 | 104 | 138 | 121 | 104 | 138 |
| Avg Bars in Winners | 184 | 156 | 215 | 184 | 156 | 215 |
| Avg Bars in Losers | 58 | 44 | 70 | 58 | 44 | 70 |
| Bars Traded | 7273 | 3122 | 4151 | 7273 | 3122 | 4151 |
| Profit Streak | 589.2823 | 627.0323 | 0 | 589.2823 | 627.0323 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157841 | 614294 | -99792 | -160215 | 127765 | 378116 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1553018400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759776394814,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 243,
"offset": 0
}
},
"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": [
[
544653.9478944759,
410327.9118531597,
134326.0360413163,
3373873.511180928,
1576932.003369374,
1796941.5078115547
],
[
544.653948,
410.327912,
134.326036,
3373.873511,
1576.932003,
1796.941508
],
[
0.27553,
0.207577,
0.067953,
0.17964,
0.142737,
0.148983
],
[
10,
10,
10,
10,
10,
10
],
[
-34089,
-46230,
-97469,
-723438,
-1029178,
-358933
],
[
3.342712,
5.327817,
1.975662,
2.537406,
2.248669,
2.928809
],
[
60,
30,
30,
60,
30,
30
],
[
30,
16,
14,
30,
16,
14
],
[
30,
14,
16,
30,
14,
16
],
[
50,
53.333333,
46.666667,
50,
53.333333,
46.666667
],
[
3.342712,
4.66184,
2.257899,
2.537406,
1.967586,
3.34721
],
[
108654,
108654,
74218,
879431,
760966,
879431
],
[
-27636,
-18427,
-27636,
-380404,
-380404,
-358933
],
[
121,
104,
138,
121,
104,
138
],
[
184,
156,
215,
184,
156,
215
],
[
58,
44,
70,
58,
44,
70
],
[
7273,
3122,
4151,
7273,
3122,
4151
],
[
589.282347,
627.032347,
0,
589.282347,
627.032347,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157841,
614294,
-99792,
-160215,
127765,
378116
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1553018400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759776394814,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 243,
"offset": 0
}
},
"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) |
|---|