| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 527338.1905 | 522980.7937 | 4357.3968 | 245667.3083 | 361949.5456 | -116282.2374 |
| Total P&L (%) | 527.3382 | 522.9808 | 4.3574 | 245.6673 | 361.9495 | -116.2822 |
| Avg Daily Profit (%) | 0.3259 | 0.3232 | 0.0027 | 0.0767 | 0.0946 | 0 |
| Buy And Hold Return (%) | 23.1403 | 23.1403 | 23.1403 | 23.1403 | 23.1403 | 23.1403 |
| Max Trade Drawdown | -164120 | -139306 | -112185 | -716497 | -577777 | -510408 |
| Profit Factor | 1.6162 | 2.2444 | 1.01 | 1.0837 | 1.2469 | 0.9208 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Profitability (%) | 46.7949 | 46.1538 | 47.4359 | 46.7949 | 46.1538 | 47.4359 |
| Ratio Avg Win / Avg Loss | 1.8376 | 2.6185 | 1.1192 | 1.2322 | 1.4547 | 1.0203 |
| Largest Winning Trade | 205460 | 205460 | 63561 | 320920 | 272369 | 320920 |
| Largest Losing Trade | -51241 | -51241 | -44006 | -423157 | -423157 | -254035 |
| Avg Bars in Trades | 121 | 125 | 118 | 121 | 125 | 118 |
| Avg Bars in Winners | 184 | 194 | 175 | 184 | 194 | 175 |
| Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
| Bars Traded | 19000 | 9757 | 9243 | 19000 | 9757 | 9243 |
| 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 | 422800 | -22590 | -599972 | -219401 | -102835 | -614566 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759041627315,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 46,
"offset": 0,
"multiplier": 3.39157
}
}
} {
"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": [
[
527338.1905380553,
522980.79373114,
4357.3968069157,
245667.3082793222,
361949.5456345018,
-116282.2373551799
],
[
527.338191,
522.980794,
4.357397,
245.667308,
361.949546,
-116.282237
],
[
0.32592,
0.323227,
0.002693,
0.076686,
0.094624,
0
],
[
23.140307,
23.140307,
23.140307,
23.140307,
23.140307,
23.140307
],
[
-164120,
-139306,
-112185,
-716497,
-577777,
-510408
],
[
1.616159,
2.244442,
1.010003,
1.083739,
1.246874,
0.920766
],
[
156,
78,
78,
156,
78,
78
],
[
73,
36,
37,
73,
36,
37
],
[
83,
42,
41,
83,
42,
41
],
[
46.794872,
46.153846,
47.435897,
46.794872,
46.153846,
47.435897
],
[
1.837551,
2.618516,
1.119193,
1.232197,
1.454686,
1.020309
],
[
205460,
205460,
63561,
320920,
272369,
320920
],
[
-51241,
-51241,
-44006,
-423157,
-423157,
-254035
],
[
121,
125,
118,
121,
125,
118
],
[
184,
194,
175,
184,
194,
175
],
[
66,
65,
67,
66,
65,
67
],
[
19000,
9757,
9243,
19000,
9757,
9243
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422800,
-22590,
-599972,
-219401,
-102835,
-614566
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759041627315,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 46,
"offset": 0,
"multiplier": 3.39157
}
}
}
| # | 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) |
|---|