| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353028.3162 | 309958.5461 | 43069.7701 | 348988.414 | -78612.6982 | 427601.1121 |
| Total P&L (%) | 353.0283 | 309.9585 | 43.0698 | 348.9884 | -78.6127 | 427.6011 |
| Avg Daily Profit (%) | 0.1785 | 0.1567 | 0.0218 | 0.076 | -0.078 | 0.0841 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110153 | -71419 | -105033 | -1129291 | -756422 | -567685 |
| Profit Factor | 1.8915 | 3.103 | 1.1733 | 1.1719 | 0.9219 | 1.4179 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Profitability (%) | 52.9412 | 58.8235 | 47.0588 | 52.9412 | 58.8235 | 47.0588 |
| Ratio Avg Win / Avg Loss | 1.6814 | 2.1721 | 1.3199 | 1.0417 | 0.6453 | 1.5951 |
| Largest Winning Trade | 96493 | 96493 | 69870 | 520947 | 178472 | 520947 |
| Largest Losing Trade | -44163 | -26862 | -44163 | -320806 | -320806 | -245655 |
| Avg Bars in Trades | 53 | 50 | 56 | 53 | 50 | 56 |
| Avg Bars in Winners | 65 | 52 | 80 | 65 | 52 | 80 |
| Avg Bars in Losers | 40 | 47 | 34 | 40 | 47 | 34 |
| Bars Traded | 3641 | 1725 | 1916 | 3641 | 1725 | 1916 |
| 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 | -102090 | 515042 | -196816 | -236054 | -579651 | -79865 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1555804800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759011215162,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
353028.316200855,
309958.5460681587,
43069.7701326961,
348988.4139547883,
-78612.698188514,
427601.1121433026
],
[
353.028316,
309.958546,
43.06977,
348.988414,
-78.612698,
427.601112
],
[
0.178523,
0.156743,
0.02178,
0.075975,
-0.077966,
0.08414
],
[
10,
10,
10,
10,
10,
10
],
[
-110153,
-71419,
-105033,
-1129291,
-756422,
-567685
],
[
1.891546,
3.102994,
1.173261,
1.171907,
0.921918,
1.417865
],
[
68,
34,
34,
68,
34,
34
],
[
36,
20,
16,
36,
20,
16
],
[
32,
14,
18,
32,
14,
18
],
[
52.941176,
58.823529,
47.058824,
52.941176,
58.823529,
47.058824
],
[
1.681375,
2.172096,
1.319918,
1.041695,
0.645343,
1.595098
],
[
96493,
96493,
69870,
520947,
178472,
520947
],
[
-44163,
-26862,
-44163,
-320806,
-320806,
-245655
],
[
53,
50,
56,
53,
50,
56
],
[
65,
52,
80,
65,
52,
80
],
[
40,
47,
34,
40,
47,
34
],
[
3641,
1725,
1916,
3641,
1725,
1916
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102090,
515042,
-196816,
-236054,
-579651,
-79865
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1555804800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759011215162,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|