| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 396275.1491 | 384054.1374 | 12221.0117 | 118901.8578 | 74161.4295 | 44740.4283 |
| Total P&L (%) | 396.2751 | 384.0541 | 12.221 | 118.9019 | 74.1614 | 44.7404 |
| Avg Daily Profit (%) | 0.2449 | 0.2374 | 0.0076 | 0.0484 | 0.0343 | 0.0229 |
| Buy And Hold Return (%) | 25.3349 | 25.3349 | 25.3349 | 25.3349 | 25.3349 | 25.3349 |
| Max Trade Drawdown | -172652 | -174728 | -25355 | -2109522 | -2199369 | -374269 |
| Profit Factor | 1.865 | 2.0335 | 1.1412 | 1.025 | 1.0183 | 1.0632 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 59.0361 | 56.0976 | 61.9048 |
| Ratio Avg Win / Avg Loss | 1.2941 | 1.5915 | 0.7023 | 0.7112 | 0.7969 | 0.6543 |
| Largest Winning Trade | 122200 | 122200 | 8036 | 888358 | 888358 | 115102 |
| Largest Losing Trade | -77294 | -77294 | -14130 | -1559868 | -1559868 | -250063 |
| Avg Bars in Trades | 225 | 447 | 7 | 225 | 447 | 7 |
| Avg Bars in Winners | 153 | 317 | 7 | 153 | 317 | 7 |
| Avg Bars in Losers | 328 | 613 | 8 | 328 | 613 | 8 |
| Bars Traded | 18684 | 18352 | 332 | 18684 | 18352 | 332 |
| Profit Streak | 505.3467 | 0 | 532.3467 | 505.3467 | 0 | 532.3467 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402815 | 454735 | -412160 | -323784 | -351480 | -320215 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579456800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759767558925,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 26,
"offset": 0,
"std": 4.95216
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 102,
"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": [
[
396275.1491496045,
384054.1374318145,
12221.0117177901,
118901.8577826548,
74161.4294694767,
44740.428313178
],
[
396.275149,
384.054137,
12.221012,
118.901858,
74.161429,
44.740428
],
[
0.244917,
0.237363,
0.007553,
0.048433,
0.034296,
0.022856
],
[
25.334886,
25.334886,
25.334886,
25.334886,
25.334886,
25.334886
],
[
-172652,
-174728,
-25355,
-2109522,
-2199369,
-374269
],
[
1.864996,
2.033549,
1.141225,
1.02499,
1.01831,
1.063236
],
[
83,
41,
42,
83,
41,
42
],
[
49,
23,
26,
49,
23,
26
],
[
34,
18,
16,
34,
18,
16
],
[
59.036145,
56.097561,
61.904762,
59.036145,
56.097561,
61.904762
],
[
1.294079,
1.591473,
0.702292,
0.711218,
0.796938,
0.654299
],
[
122200,
122200,
8036,
888358,
888358,
115102
],
[
-77294,
-77294,
-14130,
-1559868,
-1559868,
-250063
],
[
225,
447,
7,
225,
447,
7
],
[
153,
317,
7,
153,
317,
7
],
[
328,
613,
8,
328,
613,
8
],
[
18684,
18352,
332,
18684,
18352,
332
],
[
505.346747,
0,
532.346747,
505.346747,
0,
532.346747
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402815,
454735,
-412160,
-323784,
-351480,
-320215
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579456800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759767558925,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 26,
"offset": 0,
"std": 4.95216
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 102,
"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) |
|---|