| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 578330.3602 | 440241.156 | 138089.2042 | 2333412.4779 | 663230.9357 | 1670181.5422 |
| Total P&L (%) | 578.3304 | 440.2412 | 138.0892 | 2333.4125 | 663.2309 | 1670.1815 |
| Avg Daily Profit (%) | 0.2926 | 0.2227 | 0.0699 | 0.1616 | 0.1029 | 0.1455 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85938 | -38863 | -145067 | -1039733 | -1039733 | -565633 |
| Profit Factor | 2.4517 | 3.6044 | 1.6021 | 1.6609 | 1.3266 | 2.1138 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 55.1282 | 56.4103 | 53.8462 | 55.1282 | 56.4103 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.9956 | 2.7852 | 1.3733 | 1.3519 | 1.0251 | 1.8118 |
| Largest Winning Trade | 128728 | 128728 | 74736 | 712545 | 671057 | 712545 |
| Largest Losing Trade | -37270 | -37270 | -35658 | -1039733 | -1039733 | -565633 |
| Avg Bars in Trades | 98 | 84 | 113 | 98 | 84 | 113 |
| Avg Bars in Winners | 144 | 126 | 163 | 144 | 126 | 163 |
| Avg Bars in Losers | 42 | 29 | 54 | 42 | 29 | 54 |
| Bars Traded | 7691 | 3280 | 4411 | 7691 | 3280 | 4411 |
| Profit Streak | 0 | 0 | 712.2698 | 0 | 0 | 712.2698 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24611 | 555777 | -95892 | -28368 | -54134 | 268290 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551182400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759732109408,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
578330.3602138482,
440241.1560208438,
138089.2041930048,
2333412.477882254,
663230.9357297994,
1670181.5421524544
],
[
578.33036,
440.241156,
138.089204,
2333.412478,
663.230936,
1670.181542
],
[
0.292566,
0.22271,
0.069857,
0.161602,
0.102868,
0.145479
],
[
10,
10,
10,
10,
10,
10
],
[
-85938,
-38863,
-145067,
-1039733,
-1039733,
-565633
],
[
2.45174,
3.6044,
1.602134,
1.66093,
1.326565,
2.113777
],
[
78,
39,
39,
78,
39,
39
],
[
43,
22,
21,
43,
22,
21
],
[
35,
17,
18,
35,
17,
18
],
[
55.128205,
56.410256,
53.846154,
55.128205,
56.410256,
53.846154
],
[
1.995602,
2.785218,
1.373258,
1.35192,
1.025073,
1.811809
],
[
128728,
128728,
74736,
712545,
671057,
712545
],
[
-37270,
-37270,
-35658,
-1039733,
-1039733,
-565633
],
[
98,
84,
113,
98,
84,
113
],
[
144,
126,
163,
144,
126,
163
],
[
42,
29,
54,
42,
29,
54
],
[
7691,
3280,
4411,
7691,
3280,
4411
],
[
0,
0,
712.269785,
0,
0,
712.269785
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24611,
555777,
-95892,
-28368,
-54134,
268290
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551182400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759732109408,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|