| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 175650.8717 | 233530.1914 | -57879.3197 | -319086.4464 | 2279136.0624 | -2598222.5088 |
| Total P&L (%) | 175.6509 | 233.5302 | -57.8793 | -319.0864 | 2279.1361 | -2598.2225 |
| Avg Daily Profit (%) | 0.0888 | 0.1181 | -0.0293 | 0 | 0.1604 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -365287 | -41154 | -397035 | -4733554 | -398092 | -4688293 |
| Profit Factor | 1.2385 | 2.5385 | 0.901 | 0.9503 | 3.9677 | 0.54 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 42 | 20 | 22 | 40 | 20 | 20 |
| Losing Trades | 27 | 14 | 13 | 29 | 14 | 15 |
| Profitability (%) | 60.8696 | 58.8235 | 62.8571 | 57.971 | 58.8235 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.7962 | 1.7769 | 0.5324 | 0.6889 | 2.7774 | 0.405 |
| Largest Winning Trade | 65373 | 48793 | 65373 | 768314 | 768314 | 522455 |
| Largest Losing Trade | -211043 | -34632 | -211043 | -2956807 | -158296 | -2956807 |
| Avg Bars in Trades | 82 | 42 | 121 | 82 | 42 | 121 |
| Avg Bars in Winners | 65 | 35 | 92 | 90 | 56 | 124 |
| Avg Bars in Losers | 109 | 52 | 171 | 71 | 21 | 117 |
| Bars Traded | 5704 | 1437 | 4267 | 5704 | 1437 | 4267 |
| Profit Streak | 525.6315 | 0 | 548.9649 | 0 | 659.9649 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -180309 | -29341 | -578537 | -685744 | 605576 | -579861 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1554076800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760310565141,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 198,
"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": [
[
175650.8716884054,
233530.1913796956,
-57879.3196912904,
-319086.4463997651,
2279136.06236936,
-2598222.5087691257
],
[
175.650872,
233.530191,
-57.87932,
-319.086446,
2279.136062,
-2598.222509
],
[
0.088847,
0.118124,
-0.029276,
0,
0.160438,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-365287,
-41154,
-397035,
-4733554,
-398092,
-4688293
],
[
1.238509,
2.538478,
0.901004,
0.950269,
3.967656,
0.539994
],
[
69,
34,
35,
69,
34,
35
],
[
42,
20,
22,
40,
20,
20
],
[
27,
14,
13,
29,
14,
15
],
[
60.869565,
58.823529,
62.857143,
57.971014,
58.823529,
57.142857
],
[
0.796184,
1.776934,
0.532411,
0.688945,
2.777359,
0.404995
],
[
65373,
48793,
65373,
768314,
768314,
522455
],
[
-211043,
-34632,
-211043,
-2956807,
-158296,
-2956807
],
[
82,
42,
121,
82,
42,
121
],
[
65,
35,
92,
90,
56,
124
],
[
109,
52,
171,
71,
21,
117
],
[
5704,
1437,
4267,
5704,
1437,
4267
],
[
525.631541,
0,
548.964874,
0,
659.964874,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-180309,
-29341,
-578537,
-685744,
605576,
-579861
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1554076800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760310565141,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 198,
"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) |
|---|