| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568500.7046 | 490022.1985 | 78478.5061 | 455945.3601 | 319515.5237 | 136429.8364 |
| Total P&L (%) | 568.5007 | 490.0222 | 78.4785 | 455.9454 | 319.5155 | 136.4298 |
| Avg Daily Profit (%) | 0.2876 | 0.2479 | 0.0397 | 0.0868 | 0.0726 | 0.0435 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157154 | -134536 | -145622 | -751776 | -641372 | -331098 |
| Profit Factor | 1.5995 | 1.9959 | 1.172 | 1.1494 | 1.1922 | 1.0982 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Profitability (%) | 39.1566 | 38.5542 | 39.759 | 39.1566 | 38.5542 | 39.759 |
| Ratio Avg Win / Avg Loss | 2.4854 | 3.1809 | 1.7758 | 1.786 | 1.9001 | 1.6639 |
| Largest Winning Trade | 146838 | 146838 | 56618 | 340089 | 340089 | 323684 |
| Largest Losing Trade | -49944 | -45795 | -49944 | -304605 | -304605 | -185853 |
| Avg Bars in Trades | 46 | 44 | 49 | 46 | 44 | 49 |
| Avg Bars in Winners | 79 | 77 | 80 | 79 | 77 | 80 |
| Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
| Bars Traded | 7746 | 3678 | 4068 | 7746 | 3678 | 4068 |
| 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 | 304721 | 253425 | -174385 | -135495 | -108828 | -250516 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549389600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758789567049,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 68,
"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": [
[
568500.7045663369,
490022.1984736762,
78478.5060926608,
455945.3601074219,
319515.5237403198,
136429.8363671023
],
[
568.500705,
490.022198,
78.478506,
455.94536,
319.515524,
136.429836
],
[
0.287594,
0.247893,
0.039701,
0.086822,
0.072566,
0.04354
],
[
10,
10,
10,
10,
10,
10
],
[
-157154,
-134536,
-145622,
-751776,
-641372,
-331098
],
[
1.599507,
1.995878,
1.172015,
1.149374,
1.192202,
1.098152
],
[
166,
83,
83,
166,
83,
83
],
[
65,
32,
33,
65,
32,
33
],
[
101,
51,
50,
101,
51,
50
],
[
39.156627,
38.554217,
39.759036,
39.156627,
38.554217,
39.759036
],
[
2.485387,
3.180931,
1.77578,
1.78595,
1.900072,
1.663867
],
[
146838,
146838,
56618,
340089,
340089,
323684
],
[
-49944,
-45795,
-49944,
-304605,
-304605,
-185853
],
[
46,
44,
49,
46,
44,
49
],
[
79,
77,
80,
79,
77,
80
],
[
25,
23,
28,
25,
23,
28
],
[
7746,
3678,
4068,
7746,
3678,
4068
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304721,
253425,
-174385,
-135495,
-108828,
-250516
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1549389600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758789567049,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 68,
"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) |
|---|