| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 531126.1298 | 520391.8276 | 10734.3022 | 352644.8053 | 734146.4892 | -381501.6839 |
| Total P&L (%) | 531.1261 | 520.3918 | 10.7343 | 352.6448 | 734.1465 | -381.5017 |
| Avg Daily Profit (%) | 0.3283 | 0.3216 | 0.0066 | 0.0934 | 0.1312 | 0 |
| Buy And Hold Return (%) | 23.6924 | 23.6924 | 23.6924 | 23.6924 | 23.6924 | 23.6924 |
| Max Trade Drawdown | -203044 | -82583 | -168527 | -944722 | -487806 | -947715 |
| Profit Factor | 1.6767 | 2.3743 | 1.0264 | 1.1249 | 1.5631 | 0.7491 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 65 | 37 | 28 | 65 | 37 | 28 |
| Losing Trades | 129 | 60 | 69 | 129 | 60 | 69 |
| Profitability (%) | 33.5052 | 38.1443 | 28.866 | 33.5052 | 38.1443 | 28.866 |
| Ratio Avg Win / Avg Loss | 3.3276 | 3.8502 | 2.5294 | 2.2324 | 2.5347 | 1.8459 |
| Largest Winning Trade | 184353 | 184353 | 67854 | 528289 | 528289 | 218853 |
| Largest Losing Trade | -54457 | -54457 | -38205 | -294822 | -294822 | -199699 |
| Avg Bars in Trades | 97 | 99 | 96 | 97 | 99 | 96 |
| Avg Bars in Winners | 210 | 191 | 235 | 210 | 191 | 235 |
| Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
| Bars Traded | 18979 | 9625 | 9354 | 18979 | 9625 | 9354 |
| 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 | 248809 | 312980 | -553159 | -155778 | -19574 | -591071 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580335200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760042043480,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 47,
"offset": 177
}
},
"second_band": {
"type": "vwap",
"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": [
[
531126.1298490209,
520391.8276196331,
10734.3022293876,
352644.8052645617,
734146.4891836197,
-381501.6839190581
],
[
531.12613,
520.391828,
10.734302,
352.644805,
734.146489,
-381.501684
],
[
0.328261,
0.321627,
0.006634,
0.093365,
0.131189,
0
],
[
23.692378,
23.692378,
23.692378,
23.692378,
23.692378,
23.692378
],
[
-203044,
-82583,
-168527,
-944722,
-487806,
-947715
],
[
1.676684,
2.374295,
1.026424,
1.124869,
1.563054,
0.749053
],
[
194,
97,
97,
194,
97,
97
],
[
65,
37,
28,
65,
37,
28
],
[
129,
60,
69,
129,
60,
69
],
[
33.505155,
38.14433,
28.865979,
33.505155,
38.14433,
28.865979
],
[
3.327573,
3.850209,
2.529402,
2.232433,
2.534682,
1.845882
],
[
184353,
184353,
67854,
528289,
528289,
218853
],
[
-54457,
-54457,
-38205,
-294822,
-294822,
-199699
],
[
97,
99,
96,
97,
99,
96
],
[
210,
191,
235,
210,
191,
235
],
[
41,
42,
40,
41,
42,
40
],
[
18979,
9625,
9354,
18979,
9625,
9354
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
248809,
312980,
-553159,
-155778,
-19574,
-591071
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580335200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760042043480,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 47,
"offset": 177
}
},
"second_band": {
"type": "vwap",
"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) |
|---|