| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 527615.8073 | 474682.9297 | 52932.8776 | 573619.8801 | 487192.3755 | 86427.5047 |
| Total P&L (%) | 527.6158 | 474.6829 | 52.9329 | 573.6199 | 487.1924 | 86.4275 |
| Avg Daily Profit (%) | 0.3261 | 0.2934 | 0.0327 | 0.118 | 0.1095 | 0.0385 |
| Buy And Hold Return (%) | 23.3945 | 23.3945 | 23.3945 | 23.3945 | 23.3945 | 23.3945 |
| Max Trade Drawdown | -90998 | -136399 | -110476 | -825431 | -976015 | -820154 |
| Profit Factor | 1.5725 | 2.0323 | 1.1146 | 1.1047 | 1.1559 | 1.0367 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Profitability (%) | 54.9451 | 54.9451 | 54.9451 | 54.9451 | 54.9451 | 54.9451 |
| Ratio Avg Win / Avg Loss | 1.2895 | 1.6665 | 0.914 | 0.9058 | 0.9478 | 0.8501 |
| Largest Winning Trade | 160762 | 160762 | 68612 | 625318 | 625318 | 401557 |
| Largest Losing Trade | -45229 | -41995 | -45229 | -399165 | -373231 | -399165 |
| Avg Bars in Trades | 104 | 81 | 127 | 104 | 81 | 127 |
| Avg Bars in Winners | 110 | 88 | 132 | 110 | 88 | 132 |
| Avg Bars in Losers | 97 | 72 | 122 | 97 | 72 | 122 |
| Bars Traded | 19035 | 7403 | 11632 | 19035 | 7403 | 11632 |
| Profit Streak | 0 | 0 | 540.2643 | 0 | 0 | 540.2643 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 448518 | 454017 | -249122 | -140587 | -97217 | -324518 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580428800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758925234959,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 93,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
527615.8072929906,
474682.9297419701,
52932.8775510202,
573619.8801224038,
487192.3754713496,
86427.5046510541
],
[
527.615807,
474.68293,
52.932878,
573.61988,
487.192375,
86.427505
],
[
0.326091,
0.293376,
0.032715,
0.117962,
0.109465,
0.038504
],
[
23.394495,
23.394495,
23.394495,
23.394495,
23.394495,
23.394495
],
[
-90998,
-136399,
-110476,
-825431,
-976015,
-820154
],
[
1.572516,
2.032257,
1.114642,
1.104654,
1.155909,
1.03668
],
[
182,
91,
91,
182,
91,
91
],
[
100,
50,
50,
100,
50,
50
],
[
82,
41,
41,
82,
41,
41
],
[
54.945055,
54.945055,
54.945055,
54.945055,
54.945055,
54.945055
],
[
1.289463,
1.66645,
0.914006,
0.905817,
0.947846,
0.850078
],
[
160762,
160762,
68612,
625318,
625318,
401557
],
[
-45229,
-41995,
-45229,
-399165,
-373231,
-399165
],
[
104,
81,
127,
104,
81,
127
],
[
110,
88,
132,
110,
88,
132
],
[
97,
72,
122,
97,
72,
122
],
[
19035,
7403,
11632,
19035,
7403,
11632
],
[
0,
0,
540.264293,
0,
0,
540.264293
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448518,
454017,
-249122,
-140587,
-97217,
-324518
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580428800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758925234959,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 93,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|