| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 216629.5561 | 131604.8136 | 85024.7425 | 297544.3192 | 123928.9391 | 173615.3801 |
| Total P&L (%) | 216.6296 | 131.6048 | 85.0247 | 297.5443 | 123.9289 | 173.6154 |
| Avg Daily Profit (%) | 0.3754 | 0.2281 | 0.1473 | 0.2394 | 0.1398 | 0.1746 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51834 | -51674 | -27868 | -191790 | -260923 | -115595 |
| Profit Factor | 1.7686 | 1.7831 | 1.7471 | 1.3414 | 1.2308 | 1.5188 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
| Profitability (%) | 46.9388 | 40.8163 | 53.0612 | 46.9388 | 40.8163 | 53.0612 |
| Ratio Avg Win / Avg Loss | 1.9993 | 2.5855 | 1.5455 | 1.5164 | 1.7847 | 1.3436 |
| Largest Winning Trade | 81600 | 81600 | 22009 | 208988 | 208988 | 85808 |
| Largest Losing Trade | -24536 | -24536 | -13345 | -129257 | -129257 | -56083 |
| Avg Bars in Trades | 133 | 138 | 128 | 133 | 138 | 128 |
| Avg Bars in Winners | 167 | 192 | 148 | 167 | 192 | 148 |
| Avg Bars in Losers | 102 | 101 | 104 | 102 | 101 | 104 |
| Bars Traded | 13067 | 6788 | 6278 | 13067 | 6788 | 6278 |
| Profit Streak | 0 | 0 | 500.9045 | 0 | 0 | 500.9045 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401547 | 265576 | 288611 | 291116 | -9507 | 355959 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669485600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759066950473,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 104,
"offset": 0,
"scalar": 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": [
[
216629.5560689088,
131604.8135634719,
85024.7425054369,
297544.3192490007,
123928.9391157141,
173615.3801332866
],
[
216.629556,
131.604814,
85.024743,
297.544319,
123.928939,
173.61538
],
[
0.375389,
0.228053,
0.147336,
0.239445,
0.139794,
0.174574
],
[
10,
10,
10,
10,
10,
10
],
[
-51834,
-51674,
-27868,
-191790,
-260923,
-115595
],
[
1.768577,
1.783103,
1.747127,
1.341404,
1.230831,
1.518799
],
[
98,
49,
49,
98,
49,
49
],
[
46,
20,
26,
46,
20,
26
],
[
52,
29,
23,
52,
29,
23
],
[
46.938776,
40.816327,
53.061224,
46.938776,
40.816327,
53.061224
],
[
1.999261,
2.5855,
1.545535,
1.51637,
1.784705,
1.343553
],
[
81600,
81600,
22009,
208988,
208988,
85808
],
[
-24536,
-24536,
-13345,
-129257,
-129257,
-56083
],
[
133,
138,
128,
133,
138,
128
],
[
167,
192,
148,
167,
192,
148
],
[
102,
101,
104,
102,
101,
104
],
[
13067,
6788,
6278,
13067,
6788,
6278
],
[
0,
0,
500.904519,
0,
0,
500.904519
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401547,
265576,
288611,
291116,
-9507,
355959
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669485600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759066950473,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 104,
"offset": 0,
"scalar": 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) |
|---|