| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 710268.5382 | 590730.6957 | 119537.8424 | 1058041.4323 | 388857.7414 | 669183.6909 |
| Total P&L (%) | 710.2685 | 590.7307 | 119.5378 | 1058.0414 | 388.8577 | 669.1837 |
| Avg Daily Profit (%) | 0.3593 | 0.2988 | 0.0605 | 0.124 | 0.0803 | 0.1033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112851 | -110598 | -133822 | -2716155 | -1493675 | -2001049 |
| Profit Factor | 1.5111 | 1.7629 | 1.1943 | 1.1044 | 1.0647 | 1.1624 |
| Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
| Winning Trades | 135 | 72 | 63 | 135 | 72 | 63 |
| Losing Trades | 142 | 67 | 75 | 142 | 67 | 75 |
| Profitability (%) | 48.7365 | 51.7986 | 45.6522 | 48.7365 | 51.7986 | 45.6522 |
| Ratio Avg Win / Avg Loss | 1.5895 | 1.6404 | 1.4218 | 1.1617 | 0.9908 | 1.3838 |
| Largest Winning Trade | 211315 | 211315 | 50694 | 911633 | 911633 | 469322 |
| Largest Losing Trade | -35521 | -34640 | -35521 | -1229845 | -626151 | -1229845 |
| Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
| Avg Bars in Winners | 32 | 36 | 27 | 32 | 36 | 27 |
| Avg Bars in Losers | 23 | 29 | 18 | 23 | 29 | 18 |
| Bars Traded | 7629 | 4566 | 3063 | 7629 | 4566 | 3063 |
| Profit Streak | 524.759 | 534.009 | 524.759 | 524.759 | 534.009 | 524.759 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 520387 | 476349 | -120002 | -130157 | -235755 | -97580 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1550685600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759083179696,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 134,
"offset": 0,
"multiplier": 2.56601
}
}
} {
"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": [
[
710268.538155474,
590730.6957115232,
119537.842443951,
1058041.4323253972,
388857.741427241,
669183.6908981557
],
[
710.268538,
590.730696,
119.537842,
1058.041432,
388.857741,
669.183691
],
[
0.359311,
0.298839,
0.060472,
0.123983,
0.080311,
0.103261
],
[
10,
10,
10,
10,
10,
10
],
[
-112851,
-110598,
-133822,
-2716155,
-1493675,
-2001049
],
[
1.511125,
1.762858,
1.19429,
1.104435,
1.064688,
1.16243
],
[
277,
139,
138,
277,
139,
138
],
[
135,
72,
63,
135,
72,
63
],
[
142,
67,
75,
142,
67,
75
],
[
48.736462,
51.798561,
45.652174,
48.736462,
51.798561,
45.652174
],
[
1.58948,
1.640438,
1.421774,
1.161701,
0.990751,
1.383846
],
[
211315,
211315,
50694,
911633,
911633,
469322
],
[
-35521,
-34640,
-35521,
-1229845,
-626151,
-1229845
],
[
27,
32,
22,
27,
32,
22
],
[
32,
36,
27,
32,
36,
27
],
[
23,
29,
18,
23,
29,
18
],
[
7629,
4566,
3063,
7629,
4566,
3063
],
[
524.759024,
534.009024,
524.759024,
524.759024,
534.009024,
524.759024
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
520387,
476349,
-120002,
-130157,
-235755,
-97580
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1550685600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759083179696,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 134,
"offset": 0,
"multiplier": 2.56601
}
}
}
| # | 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) |
|---|