| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 446667.3001 | 397922.3536 | 48744.9465 | 257435.8099 | 225442.7248 | 31993.0851 |
| Total P&L (%) | 446.6673 | 397.9224 | 48.7449 | 257.4358 | 225.4427 | 31.9931 |
| Avg Daily Profit (%) | 0.226 | 0.2013 | 0.0247 | 0.0645 | 0.0597 | 0.014 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158767 | -128662 | -112795 | -1981786 | -1521966 | -694898 |
| Profit Factor | 1.6538 | 2.3529 | 1.1253 | 1.0492 | 1.0876 | 1.012 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Profitability (%) | 47.7477 | 46.4286 | 49.0909 | 47.7477 | 46.4286 | 49.0909 |
| Ratio Avg Win / Avg Loss | 1.8098 | 2.7149 | 1.167 | 1.1482 | 1.2549 | 1.0495 |
| Largest Winning Trade | 155161 | 155161 | 69989 | 913483 | 750924 | 913483 |
| Largest Losing Trade | -43591 | -43591 | -41072 | -967138 | -967138 | -411027 |
| Avg Bars in Trades | 69 | 57 | 81 | 69 | 57 | 81 |
| Avg Bars in Winners | 99 | 80 | 116 | 99 | 80 | 116 |
| Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
| Bars Traded | 7702 | 3204 | 4498 | 7702 | 3204 | 4498 |
| Profit Streak | 0 | 0 | 588.3196 | 0 | 0 | 588.3196 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 374190 | -169330 | -423906 | -273820 | -418824 | -564116 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1550404800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758894017023,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 122,
"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": [
[
446667.3000775807,
397922.3535800073,
48744.9464975736,
257435.8099271692,
225442.7248497835,
31993.0850773863
],
[
446.6673,
397.922354,
48.744946,
257.43581,
225.442725,
31.993085
],
[
0.22596,
0.201301,
0.024659,
0.064459,
0.059713,
0.014043
],
[
10,
10,
10,
10,
10,
10
],
[
-158767,
-128662,
-112795,
-1981786,
-1521966,
-694898
],
[
1.653811,
2.352927,
1.12529,
1.049226,
1.087578,
1.012048
],
[
111,
56,
55,
111,
56,
55
],
[
53,
26,
27,
53,
26,
27
],
[
58,
30,
28,
58,
30,
28
],
[
47.747748,
46.428571,
49.090909,
47.747748,
46.428571,
49.090909
],
[
1.809831,
2.714916,
1.166968,
1.148209,
1.254898,
1.049531
],
[
155161,
155161,
69989,
913483,
750924,
913483
],
[
-43591,
-43591,
-41072,
-967138,
-967138,
-411027
],
[
69,
57,
81,
69,
57,
81
],
[
99,
80,
116,
99,
80,
116
],
[
42,
36,
48,
42,
36,
48
],
[
7702,
3204,
4498,
7702,
3204,
4498
],
[
0,
0,
588.319641,
0,
0,
588.319641
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
374190,
-169330,
-423906,
-273820,
-418824,
-564116
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1550404800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758894017023,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 122,
"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) |
|---|