| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204277.8021 | 106191.7128 | 98086.0893 | 255546.6153 | 42067.091 | 213479.5242 |
| Total P&L (%) | 204.2778 | 106.1917 | 98.0861 | 255.5466 | 42.0671 | 213.4795 |
| Avg Daily Profit (%) | 0.354 | 0.184 | 0.17 | 0.2201 | 0.0609 | 0.1982 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79332 | -54393 | -58948 | -259331 | -253534 | -87379 |
| Profit Factor | 1.3067 | 1.3057 | 1.3078 | 1.2286 | 1.0651 | 1.4524 |
| Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
| Winning Trades | 190 | 97 | 93 | 190 | 97 | 93 |
| Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
| Profitability (%) | 52.0548 | 53.0055 | 51.0989 | 52.0548 | 53.0055 | 51.0989 |
| Ratio Avg Win / Avg Loss | 1.2035 | 1.1576 | 1.2515 | 1.1316 | 0.9443 | 1.3899 |
| Largest Winning Trade | 25848 | 23899 | 25848 | 64830 | 53953 | 64830 |
| Largest Losing Trade | -34483 | -34483 | -26103 | -162984 | -162984 | -29035 |
| Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
| Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
| Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
| Bars Traded | 13670 | 6473 | 7198 | 13670 | 6473 | 7198 |
| Profit Streak | 0 | 0 | 485.5029 | 0 | 0 | 485.5029 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390469 | 288193 | 309820 | 332076 | -263854 | 350321 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669093200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759860251594,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 69,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
204277.8021060215,
106191.7128193656,
98086.089286656,
255546.615275629,
42067.0910324538,
213479.5242431751
],
[
204.277802,
106.191713,
98.086089,
255.546615,
42.067091,
213.479524
],
[
0.353985,
0.184016,
0.16997,
0.220053,
0.060864,
0.198187
],
[
10,
10,
10,
10,
10,
10
],
[
-79332,
-54393,
-58948,
-259331,
-253534,
-87379
],
[
1.306699,
1.30571,
1.307777,
1.228597,
1.065118,
1.452407
],
[
365,
183,
182,
365,
183,
182
],
[
190,
97,
93,
190,
97,
93
],
[
175,
86,
89,
175,
86,
89
],
[
52.054795,
53.005464,
51.098901,
52.054795,
53.005464,
51.098901
],
[
1.203538,
1.15764,
1.251528,
1.131602,
0.944331,
1.389938
],
[
25848,
23899,
25848,
64830,
53953,
64830
],
[
-34483,
-34483,
-26103,
-162984,
-162984,
-29035
],
[
37,
35,
39,
37,
35,
39
],
[
37,
35,
38,
37,
35,
38
],
[
37,
34,
40,
37,
34,
40
],
[
13670,
6473,
7198,
13670,
6473,
7198
],
[
0,
0,
485.502912,
0,
0,
485.502912
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390469,
288193,
309820,
332076,
-263854,
350321
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669093200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759860251594,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 69,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|