| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 817008.1107 | 654417.0511 | 162591.0596 | 4579070.0981 | 2075117.9257 | 2503952.1723 |
| Total P&L (%) | 817.0081 | 654.4171 | 162.5911 | 4579.0701 | 2075.1179 | 2503.9522 |
| Avg Daily Profit (%) | 0.4132 | 0.3309 | 0.0822 | 0.1947 | 0.1559 | 0.165 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99739 | -66833 | -137075 | -3342568 | -2462307 | -2543222 |
| Profit Factor | 1.9997 | 2.5966 | 1.3991 | 1.2866 | 1.2514 | 1.3242 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
| Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
| Profitability (%) | 33.3333 | 28.4314 | 38.2353 | 33.3333 | 28.4314 | 38.2353 |
| Ratio Avg Win / Avg Loss | 3.9994 | 6.5363 | 2.2601 | 2.5732 | 3.15 | 2.1391 |
| Largest Winning Trade | 211315 | 211315 | 77978 | 2181890 | 2181890 | 1936997 |
| Largest Losing Trade | -31428 | -27218 | -31428 | -894171 | -562079 | -894171 |
| Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
| Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
| Bars Traded | 3878 | 1615 | 2263 | 3878 | 1615 | 2263 |
| 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 | 306842 | -587 | -85957 | 142896 | -6137 | 162057 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1549238400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760009089015,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
817008.1107460173,
654417.0511301938,
162591.0596158241,
4579070.098055334,
2075117.9257251653,
2503952.172330167
],
[
817.008111,
654.417051,
162.59106,
4579.070098,
2075.117926,
2503.952172
],
[
0.413152,
0.330932,
0.082221,
0.194661,
0.155857,
0.164971
],
[
10,
10,
10,
10,
10,
10
],
[
-99739,
-66833,
-137075,
-3342568,
-2462307,
-2543222
],
[
1.999681,
2.596619,
1.399102,
1.286585,
1.25137,
1.324228
],
[
204,
102,
102,
204,
102,
102
],
[
68,
29,
39,
68,
29,
39
],
[
136,
73,
63,
136,
73,
63
],
[
33.333333,
28.431373,
38.235294,
33.333333,
28.431373,
38.235294
],
[
3.999362,
6.536316,
2.260088,
2.573171,
3.150002,
2.139138
],
[
211315,
211315,
77978,
2181890,
2181890,
1936997
],
[
-31428,
-27218,
-31428,
-894171,
-562079,
-894171
],
[
19,
15,
22,
19,
15,
22
],
[
42,
39,
45,
42,
39,
45
],
[
7,
6,
7,
7,
6,
7
],
[
3878,
1615,
2263,
3878,
1615,
2263
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306842,
-587,
-85957,
142896,
-6137,
162057
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1549238400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760009089015,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|