| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364453.8656 | 328521.672 | 35932.1936 | 186231.2349 | 182619.8768 | 3611.3581 |
| Total P&L (%) | 364.4539 | 328.5217 | 35.9322 | 186.2312 | 182.6199 | 3.6114 |
| Avg Daily Profit (%) | 0.1843 | 0.1662 | 0.0182 | 0.0532 | 0.0526 | 0.0018 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114124 | -133419 | -85598 | -858163 | -1177738 | -490802 |
| Profit Factor | 1.9343 | 2.4976 | 1.2105 | 1.0787 | 1.1249 | 1.004 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 46.3768 | 45.7143 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.2365 | 2.9659 | 1.3618 | 1.2472 | 1.3358 | 1.1295 |
| Largest Winning Trade | 196911 | 196911 | 63689 | 530777 | 530777 | 336294 |
| Largest Losing Trade | -58017 | -58017 | -21179 | -651909 | -651909 | -189540 |
| Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
| Avg Bars in Winners | 117 | 116 | 118 | 117 | 116 | 118 |
| Avg Bars in Losers | 46 | 57 | 34 | 46 | 57 | 34 |
| Bars Traded | 5469 | 2947 | 2522 | 5469 | 2947 | 2522 |
| Profit Streak | 0 | 0 | 574.2839 | 0 | 0 | 574.2839 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -96525 | 374979 | -171822 | -363536 | -207581 | -572529 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1556236800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759762129341,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 122,
"offset": 172
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
364453.8655521467,
328521.6719556391,
35932.1935965077,
186231.2349210239,
182619.8767727635,
3611.3581482604
],
[
364.453866,
328.521672,
35.932194,
186.231235,
182.619877,
3.611358
],
[
0.184347,
0.166172,
0.018175,
0.053207,
0.052565,
0.001794
],
[
10,
10,
10,
10,
10,
10
],
[
-114124,
-133419,
-85598,
-858163,
-1177738,
-490802
],
[
1.934301,
2.497594,
1.21048,
1.078674,
1.124856,
1.003993
],
[
69,
35,
34,
69,
35,
34
],
[
32,
16,
16,
32,
16,
16
],
[
37,
19,
18,
37,
19,
18
],
[
46.376812,
45.714286,
47.058824,
46.376812,
45.714286,
47.058824
],
[
2.236536,
2.965893,
1.36179,
1.247217,
1.335767,
1.129492
],
[
196911,
196911,
63689,
530777,
530777,
336294
],
[
-58017,
-58017,
-21179,
-651909,
-651909,
-189540
],
[
79,
84,
74,
79,
84,
74
],
[
117,
116,
118,
117,
116,
118
],
[
46,
57,
34,
46,
57,
34
],
[
5469,
2947,
2522,
5469,
2947,
2522
],
[
0,
0,
574.283904,
0,
0,
574.283904
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96525,
374979,
-171822,
-363536,
-207581,
-572529
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1556236800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759762129341,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 122,
"offset": 172
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|