| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 613383.6533 | 462328.7401 | 151054.9133 | 4889587.2642 | 2555698.3107 | 2333888.9534 |
| Total P&L (%) | 613.3837 | 462.3287 | 151.0549 | 4889.5873 | 2555.6983 | 2333.889 |
| Avg Daily Profit (%) | 0.3102 | 0.2338 | 0.0764 | 0.1979 | 0.166 | 0.1616 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74026 | -58843 | -73989 | -3781880 | -2742394 | -2655631 |
| Profit Factor | 3.3159 | 5.193 | 1.9771 | 1.7017 | 1.8453 | 1.5916 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 52.3077 | 54.5455 | 50 | 52.3077 | 54.5455 | 50 |
| Ratio Avg Win / Avg Loss | 3.0233 | 4.3275 | 1.9771 | 1.5516 | 1.5378 | 1.5916 |
| Largest Winning Trade | 128824 | 128824 | 73429 | 2110992 | 1215652 | 2110992 |
| Largest Losing Trade | -42201 | -23469 | -42201 | -2535629 | -1163721 | -2535629 |
| Avg Bars in Trades | 57 | 50 | 65 | 57 | 50 | 65 |
| Avg Bars in Winners | 91 | 68 | 117 | 91 | 68 | 117 |
| Avg Bars in Losers | 20 | 28 | 13 | 20 | 28 | 13 |
| Bars Traded | 3741 | 1659 | 2082 | 3741 | 1659 | 2082 |
| Profit Streak | 551.7857 | 789.2857 | 0 | 551.7857 | 789.2857 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -119797 | 638670 | -87233 | -123872 | 473148 | 383539 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1550188800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760122287148,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 57,
"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": [
[
613383.6533092896,
462328.7400537011,
151054.9132555886,
4889587.264163462,
2555698.3107136413,
2333888.953449821
],
[
613.383653,
462.32874,
151.054913,
4889.587264,
2555.698311,
2333.888953
],
[
0.310181,
0.233795,
0.076387,
0.197917,
0.165968,
0.16155
],
[
10,
10,
10,
10,
10,
10
],
[
-74026,
-58843,
-73989,
-3781880,
-2742394,
-2655631
],
[
3.31588,
5.193012,
1.977081,
1.701702,
1.845331,
1.591626
],
[
65,
33,
32,
65,
33,
32
],
[
34,
18,
16,
34,
18,
16
],
[
31,
15,
16,
31,
15,
16
],
[
52.307692,
54.545455,
50,
52.307692,
54.545455,
50
],
[
3.023302,
4.32751,
1.977081,
1.551552,
1.537776,
1.591626
],
[
128824,
128824,
73429,
2110992,
1215652,
2110992
],
[
-42201,
-23469,
-42201,
-2535629,
-1163721,
-2535629
],
[
57,
50,
65,
57,
50,
65
],
[
91,
68,
117,
91,
68,
117
],
[
20,
28,
13,
20,
28,
13
],
[
3741,
1659,
2082,
3741,
1659,
2082
],
[
551.785731,
789.285731,
0,
551.785731,
789.285731,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-119797,
638670,
-87233,
-123872,
473148,
383539
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1550188800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760122287148,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 57,
"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) |
|---|