| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 617527.4625 | 475409.3582 | 142118.1043 | 1613408.9989 | 483413.3728 | 1129995.6262 |
| Total P&L (%) | 617.5275 | 475.4094 | 142.1181 | 1613.409 | 483.4134 | 1129.9956 |
| Avg Daily Profit (%) | 0.3124 | 0.2405 | 0.0719 | 0.1438 | 0.0893 | 0.127 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94232 | -53656 | -116845 | -3526596 | -2004597 | -1663125 |
| Profit Factor | 1.8467 | 2.5349 | 1.3387 | 1.1442 | 1.0819 | 1.2137 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Profitability (%) | 46.9697 | 46.9697 | 46.9697 | 46.9697 | 46.9697 | 46.9697 |
| Ratio Avg Win / Avg Loss | 2.085 | 2.862 | 1.5115 | 1.2918 | 1.2215 | 1.3703 |
| Largest Winning Trade | 129718 | 129718 | 68744 | 1110799 | 1110799 | 1089703 |
| Largest Losing Trade | -50371 | -31530 | -50371 | -1297394 | -1297394 | -999785 |
| Avg Bars in Trades | 57 | 52 | 63 | 57 | 52 | 63 |
| Avg Bars in Winners | 85 | 83 | 88 | 85 | 83 | 88 |
| Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
| Bars Traded | 7653 | 3491 | 4162 | 7653 | 3491 | 4162 |
| Profit Streak | 0 | 0 | 591.3962 | 0 | 0 | 591.3962 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420271 | -112836 | -220192 | -63407 | -329877 | -148130 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551052800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760045431341,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 72,
"offset": 0,
"multiplier": 2.79622
}
}
} {
"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": [
[
617527.4625067052,
475409.3582238811,
142118.1042828242,
1613408.9989403512,
483413.3727830427,
1129995.6261573092
],
[
617.527463,
475.409358,
142.118104,
1613.408999,
483.413373,
1129.995626
],
[
0.312395,
0.2405,
0.071895,
0.143828,
0.089263,
0.127036
],
[
10,
10,
10,
10,
10,
10
],
[
-94232,
-53656,
-116845,
-3526596,
-2004597,
-1663125
],
[
1.846746,
2.534886,
1.338732,
1.144152,
1.081887,
1.21365
],
[
132,
66,
66,
132,
66,
66
],
[
62,
31,
31,
62,
31,
31
],
[
70,
35,
35,
70,
35,
35
],
[
46.969697,
46.969697,
46.969697,
46.969697,
46.969697,
46.969697
],
[
2.085036,
2.861968,
1.511472,
1.291784,
1.221485,
1.37025
],
[
129718,
129718,
68744,
1110799,
1110799,
1089703
],
[
-50371,
-31530,
-50371,
-1297394,
-1297394,
-999785
],
[
57,
52,
63,
57,
52,
63
],
[
85,
83,
88,
85,
83,
88
],
[
33,
26,
40,
33,
26,
40
],
[
7653,
3491,
4162,
7653,
3491,
4162
],
[
0,
0,
591.396196,
0,
0,
591.396196
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420271,
-112836,
-220192,
-63407,
-329877,
-148130
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551052800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760045431341,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 72,
"offset": 0,
"multiplier": 2.79622
}
}
}
| # | 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) |
|---|