| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 173749.6093 | 119170.1267 | 54579.4825 | 216104.7346 | 184040.6077 | 32064.1268 |
| Total P&L (%) | 173.7496 | 119.1701 | 54.5795 | 216.1047 | 184.0406 | 32.0641 |
| Avg Daily Profit (%) | 0.3011 | 0.2065 | 0.0946 | 0.1996 | 0.1811 | 0.0482 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54826 | -37247 | -22548 | -262980 | -192553 | -120116 |
| Profit Factor | 1.7809 | 1.8583 | 1.6524 | 1.3255 | 1.4707 | 1.1175 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 48.0519 | 43.5897 | 52.6316 | 48.0519 | 43.5897 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.9253 | 2.4049 | 1.4872 | 1.433 | 1.9032 | 1.0057 |
| Largest Winning Trade | 67687 | 67687 | 22324 | 158795 | 158795 | 93358 |
| Largest Losing Trade | -26377 | -26377 | -16665 | -152750 | -152750 | -95588 |
| Avg Bars in Trades | 169 | 171 | 167 | 169 | 171 | 167 |
| Avg Bars in Winners | 228 | 253 | 207 | 228 | 253 | 207 |
| Avg Bars in Losers | 115 | 108 | 123 | 115 | 108 | 123 |
| Bars Traded | 13053 | 6694 | 6359 | 13053 | 6694 | 6359 |
| 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 | -35562 | 300274 | -65746 | -39567 | 246049 | -222801 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669410000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760196770422,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
173749.6092594746,
119170.1267111754,
54579.4825482991,
216104.7345642739,
184040.6077313703,
32064.1268329037
],
[
173.749609,
119.170127,
54.579483,
216.104735,
184.040608,
32.064127
],
[
0.301084,
0.206505,
0.094579,
0.199635,
0.181065,
0.048206
],
[
10,
10,
10,
10,
10,
10
],
[
-54826,
-37247,
-22548,
-262980,
-192553,
-120116
],
[
1.7809,
1.85831,
1.652423,
1.32548,
1.470679,
1.117474
],
[
77,
39,
38,
77,
39,
38
],
[
37,
17,
20,
37,
17,
20
],
[
40,
22,
18,
40,
22,
18
],
[
48.051948,
43.589744,
52.631579,
48.051948,
43.589744,
52.631579
],
[
1.925297,
2.404872,
1.487181,
1.432952,
1.903232,
1.005727
],
[
67687,
67687,
22324,
158795,
158795,
93358
],
[
-26377,
-26377,
-16665,
-152750,
-152750,
-95588
],
[
169,
171,
167,
169,
171,
167
],
[
228,
253,
207,
228,
253,
207
],
[
115,
108,
123,
115,
108,
123
],
[
13053,
6694,
6359,
13053,
6694,
6359
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35562,
300274,
-65746,
-39567,
246049,
-222801
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669410000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760196770422,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|