| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457662.8186 | 451731.8629 | 5930.9557 | 371388.5874 | 342423.8795 | 28964.7079 |
| Total P&L (%) | 457.6628 | 451.7319 | 5.931 | 371.3886 | 342.4239 | 28.9647 |
| Avg Daily Profit (%) | 0.2315 | 0.2285 | 0.003 | 0.0785 | 0.0752 | 0.0129 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107462 | -46672 | -213495 | -290427 | -201132 | -250377 |
| Profit Factor | 1.7481 | 2.7518 | 1.0168 | 1.2516 | 1.4692 | 1.0388 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Profitability (%) | 34.0659 | 39.1304 | 28.8889 | 34.0659 | 39.1304 | 28.8889 |
| Ratio Avg Win / Avg Loss | 3.3835 | 4.2806 | 2.5028 | 2.4224 | 2.2854 | 2.5571 |
| Largest Winning Trade | 143701 | 143701 | 79789 | 208358 | 181867 | 208358 |
| Largest Losing Trade | -36445 | -26297 | -36445 | -170456 | -121442 | -170456 |
| Avg Bars in Trades | 61 | 44 | 77 | 61 | 44 | 77 |
| Avg Bars in Winners | 134 | 84 | 204 | 134 | 84 | 204 |
| Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
| Bars Traded | 5552 | 2053 | 3499 | 5552 | 2053 | 3499 |
| 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 | 189023 | 322638 | -568172 | -93250 | -94400 | -368188 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551715200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758883477822,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
457662.8185526347,
451731.8628846083,
5930.9556680266,
371388.5873718039,
342423.8795100054,
28964.7078617983
],
[
457.662819,
451.731863,
5.930956,
371.388587,
342.42388,
28.964708
],
[
0.231494,
0.228494,
0.003,
0.078458,
0.075248,
0.012867
],
[
10,
10,
10,
10,
10,
10
],
[
-107462,
-46672,
-213495,
-290427,
-201132,
-250377
],
[
1.748141,
2.751789,
1.016761,
1.25159,
1.469185,
1.038809
],
[
91,
46,
45,
91,
46,
45
],
[
31,
18,
13,
31,
18,
13
],
[
60,
28,
32,
60,
28,
32
],
[
34.065934,
39.130435,
28.888889,
34.065934,
39.130435,
28.888889
],
[
3.383499,
4.280561,
2.502795,
2.422431,
2.285399,
2.557068
],
[
143701,
143701,
79789,
208358,
181867,
208358
],
[
-36445,
-26297,
-36445,
-170456,
-121442,
-170456
],
[
61,
44,
77,
61,
44,
77
],
[
134,
84,
204,
134,
84,
204
],
[
22,
18,
26,
22,
18,
26
],
[
5552,
2053,
3499,
5552,
2053,
3499
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
189023,
322638,
-568172,
-93250,
-94400,
-368188
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551715200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758883477822,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|