| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 651542.0841 | 538792.3334 | 112749.7507 | 2806894.8738 | 1031546.0448 | 1775348.829 |
| Total P&L (%) | 651.5421 | 538.7923 | 112.7498 | 2806.8949 | 1031.546 | 1775.3488 |
| Avg Daily Profit (%) | 0.4027 | 0.333 | 0.0697 | 0.2085 | 0.1501 | 0.1813 |
| Buy And Hold Return (%) | 20.4253 | 20.4253 | 20.4253 | 20.4253 | 20.4253 | 20.4253 |
| Max Trade Drawdown | -127979 | -129022 | -76439 | -3939125 | -3579192 | -897524 |
| Profit Factor | 2.051 | 2.704 | 1.3712 | 1.2604 | 1.1653 | 1.3911 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
| Profitability (%) | 46.6102 | 49.1525 | 44.0678 | 46.6102 | 49.1525 | 44.0678 |
| Ratio Avg Win / Avg Loss | 2.3493 | 2.7973 | 1.7404 | 1.4437 | 1.2055 | 1.7656 |
| Largest Winning Trade | 137322 | 137322 | 68078 | 2021598 | 1718245 | 2021598 |
| Largest Losing Trade | -38383 | -38383 | -37261 | -1915747 | -1915747 | -743156 |
| Avg Bars in Trades | 157 | 154 | 161 | 157 | 154 | 161 |
| Avg Bars in Winners | 231 | 217 | 246 | 231 | 217 | 246 |
| Avg Bars in Losers | 93 | 92 | 94 | 93 | 92 | 94 |
| Bars Traded | 18618 | 9092 | 9526 | 18618 | 9092 | 9526 |
| 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 | 455892 | -162676 | -278236 | 250093 | -208054 | -169357 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580515200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759265337046,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 75,
"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": [
[
651542.0841377901,
538792.3334357286,
112749.7507020614,
2806894.8738170387,
1031546.0447925162,
1775348.8290245216
],
[
651.542084,
538.792333,
112.749751,
2806.894874,
1031.546045,
1775.348829
],
[
0.402684,
0.332999,
0.069685,
0.208478,
0.150061,
0.181337
],
[
20.425294,
20.425294,
20.425294,
20.425294,
20.425294,
20.425294
],
[
-127979,
-129022,
-76439,
-3939125,
-3579192,
-897524
],
[
2.050985,
2.704023,
1.371197,
1.260405,
1.165338,
1.39105
],
[
118,
59,
59,
118,
59,
59
],
[
55,
29,
26,
55,
29,
26
],
[
63,
30,
33,
63,
30,
33
],
[
46.610169,
49.152542,
44.067797,
46.610169,
49.152542,
44.067797
],
[
2.34931,
2.797265,
1.740366,
1.443737,
1.205522,
1.765563
],
[
137322,
137322,
68078,
2021598,
1718245,
2021598
],
[
-38383,
-38383,
-37261,
-1915747,
-1915747,
-743156
],
[
157,
154,
161,
157,
154,
161
],
[
231,
217,
246,
231,
217,
246
],
[
93,
92,
94,
93,
92,
94
],
[
18618,
9092,
9526,
18618,
9092,
9526
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
455892,
-162676,
-278236,
250093,
-208054,
-169357
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580515200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759265337046,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 75,
"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) |
|---|