| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 719538.2495 | 612767.9452 | 106770.3042 | 1261861.0376 | 673851.0719 | 588009.9658 |
| Total P&L (%) | 719.5382 | 612.7679 | 106.7703 | 1261.861 | 673.8511 | 588.01 |
| Avg Daily Profit (%) | 0.364 | 0.3099 | 0.054 | 0.1322 | 0.1036 | 0.0976 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121649 | -100384 | -152886 | -1800971 | -990822 | -1149395 |
| Profit Factor | 1.5782 | 2.016 | 1.1665 | 1.1609 | 1.1596 | 1.1626 |
| Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
| Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
| Losing Trades | 195 | 103 | 92 | 195 | 103 | 92 |
| Profitability (%) | 35.8553 | 32.2368 | 39.4737 | 35.8553 | 32.2368 | 39.4737 |
| Ratio Avg Win / Avg Loss | 2.8234 | 4.2378 | 1.7886 | 2.0769 | 2.4374 | 1.7826 |
| Largest Winning Trade | 218473 | 218473 | 63903 | 855041 | 855041 | 350951 |
| Largest Losing Trade | -36090 | -20663 | -36090 | -254349 | -254349 | -250461 |
| Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
| Avg Bars in Winners | 34 | 38 | 31 | 34 | 38 | 31 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 5844 | 2970 | 2874 | 5844 | 2970 | 2874 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313245 | 231103 | -160645 | -62163 | -104606 | -106431 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548403200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759472656034,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 15,
"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": [
[
719538.249474932,
612767.9452462591,
106770.3042286733,
1261861.0376212068,
673851.0718691046,
588009.9657521015
],
[
719.538249,
612.767945,
106.770304,
1261.861038,
673.851072,
588.009966
],
[
0.363955,
0.309948,
0.054006,
0.132178,
0.103554,
0.097601
],
[
10,
10,
10,
10,
10,
10
],
[
-121649,
-100384,
-152886,
-1800971,
-990822,
-1149395
],
[
1.57823,
2.01604,
1.166494,
1.160944,
1.15956,
1.162559
],
[
304,
152,
152,
304,
152,
152
],
[
109,
49,
60,
109,
49,
60
],
[
195,
103,
92,
195,
103,
92
],
[
35.855263,
32.236842,
39.473684,
35.855263,
32.236842,
39.473684
],
[
2.823439,
4.237798,
1.788624,
2.076917,
2.437442,
1.782591
],
[
218473,
218473,
63903,
855041,
855041,
350951
],
[
-36090,
-20663,
-36090,
-254349,
-254349,
-250461
],
[
19,
19,
18,
19,
19,
18
],
[
34,
38,
31,
34,
38,
31
],
[
10,
10,
10,
10,
10,
10
],
[
5844,
2970,
2874,
5844,
2970,
2874
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313245,
231103,
-160645,
-62163,
-104606,
-106431
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548403200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759472656034,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 15,
"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) |
|---|