| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 676567.3081 | 550282.6744 | 126284.6336 | 1526550.8044 | 38102.657 | 1488448.1474 |
| Total P&L (%) | 676.5673 | 550.2827 | 126.2846 | 1526.5508 | 38.1027 | 1488.4481 |
| Avg Daily Profit (%) | 0.3421 | 0.2783 | 0.0639 | 0.1411 | 0.0163 | 0.1399 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99366 | -70004 | -130557 | -987490 | -1027778 | -564425 |
| Profit Factor | 2.3274 | 2.9142 | 1.5683 | 1.375 | 1.0128 | 2.3609 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
| Ratio Avg Win / Avg Loss | 2.0453 | 2.3999 | 1.4703 | 1.2083 | 0.8341 | 2.2133 |
| Largest Winning Trade | 183947 | 183947 | 82853 | 747901 | 747901 | 668123 |
| Largest Losing Trade | -40636 | -40636 | -38686 | -987490 | -987490 | -278836 |
| Avg Bars in Trades | 60 | 67 | 53 | 60 | 67 | 53 |
| Avg Bars in Winners | 84 | 88 | 80 | 84 | 88 | 80 |
| Avg Bars in Losers | 33 | 42 | 24 | 33 | 42 | 24 |
| Bars Traded | 3762 | 2101 | 1661 | 3762 | 2101 | 1661 |
| Profit Streak | 0 | 0 | 660.1607 | 0 | 0 | 660.1607 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144396 | 534906 | -104808 | -161744 | -380960 | -182 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1554681600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760284287337,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 14,
"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": [
[
676567.3080593552,
550282.6744395298,
126284.6336198255,
1526550.8044351824,
38102.6570287339,
1488448.1474064486
],
[
676.567308,
550.282674,
126.284634,
1526.550804,
38.102657,
1488.448147
],
[
0.342133,
0.278272,
0.063861,
0.141139,
0.016326,
0.139938
],
[
10,
10,
10,
10,
10,
10
],
[
-99366,
-70004,
-130557,
-987490,
-1027778,
-564425
],
[
2.327438,
2.914204,
1.568323,
1.374952,
1.012796,
2.360897
],
[
62,
31,
31,
62,
31,
31
],
[
33,
17,
16,
33,
17,
16
],
[
29,
14,
15,
29,
14,
15
],
[
53.225806,
54.83871,
51.612903,
53.225806,
54.83871,
51.612903
],
[
2.045324,
2.399932,
1.470303,
1.208291,
0.834068,
2.213341
],
[
183947,
183947,
82853,
747901,
747901,
668123
],
[
-40636,
-40636,
-38686,
-987490,
-987490,
-278836
],
[
60,
67,
53,
60,
67,
53
],
[
84,
88,
80,
84,
88,
80
],
[
33,
42,
24,
33,
42,
24
],
[
3762,
2101,
1661,
3762,
2101,
1661
],
[
0,
0,
660.160733,
0,
0,
660.160733
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144396,
534906,
-104808,
-161744,
-380960,
-182
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1554681600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760284287337,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 14,
"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) |
|---|