| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 636850.0224 | 528458.7259 | 108391.2966 | 912471.5942 | -858161.4504 | 1770633.0446 |
| Total P&L (%) | 636.85 | 528.4587 | 108.3913 | 912.4716 | -858.1615 | 1770.633 |
| Avg Daily Profit (%) | 0.3222 | 0.2673 | 0.0548 | 0.1172 | 0 | 0.1483 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -202246 | -147640 | -87052 | -9072622 | -6823679 | -2379496 |
| Profit Factor | 1.8024 | 2.3308 | 1.2733 | 1.0492 | 0.9186 | 1.2212 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
| Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Profitability (%) | 51.462 | 50 | 52.9412 | 51.462 | 50 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.7 | 2.3308 | 1.1318 | 0.9896 | 0.9186 | 1.0855 |
| Largest Winning Trade | 177582 | 177582 | 67517 | 3880205 | 3192516 | 3880205 |
| Largest Losing Trade | -53171 | -42282 | -53171 | -4070638 | -4070638 | -1186291 |
| Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
| Avg Bars in Winners | 61 | 51 | 70 | 61 | 51 | 70 |
| Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
| Bars Traded | 7734 | 3289 | 4445 | 7734 | 3289 | 4445 |
| Profit Streak | 0 | 0 | 548.5483 | 0 | 0 | 548.5483 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489096 | 458202 | -118385 | -203153 | -581102 | 226865 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758848974046,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 88,
"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": [
[
636850.022420388,
528458.7258517182,
108391.29656867,
912471.5941907394,
-858161.4503630244,
1770633.0445537637
],
[
636.850022,
528.458726,
108.391297,
912.471594,
-858.16145,
1770.633045
],
[
0.32217,
0.267337,
0.054833,
0.117179,
0,
0.148275
],
[
10,
10,
10,
10,
10,
10
],
[
-202246,
-147640,
-87052,
-9072622,
-6823679,
-2379496
],
[
1.802384,
2.330841,
1.273293,
1.049187,
0.91863,
1.221196
],
[
171,
86,
85,
171,
86,
85
],
[
88,
43,
45,
88,
43,
45
],
[
83,
43,
40,
83,
43,
40
],
[
51.461988,
50,
52.941176,
51.461988,
50,
52.941176
],
[
1.699975,
2.330841,
1.131816,
0.989574,
0.91863,
1.085508
],
[
177582,
177582,
67517,
3880205,
3192516,
3880205
],
[
-53171,
-42282,
-53171,
-4070638,
-4070638,
-1186291
],
[
45,
38,
52,
45,
38,
52
],
[
61,
51,
70,
61,
51,
70
],
[
28,
25,
31,
28,
25,
31
],
[
7734,
3289,
4445,
7734,
3289,
4445
],
[
0,
0,
548.548311,
0,
0,
548.548311
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489096,
458202,
-118385,
-203153,
-581102,
226865
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758848974046,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 88,
"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) |
|---|