| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 712511.5113 | 592830.9405 | 119680.5709 | 3351879.1659 | 2177732.3514 | 1174146.8146 |
| Total P&L (%) | 712.5115 | 592.8309 | 119.6806 | 3351.8792 | 2177.7324 | 1174.1468 |
| Avg Daily Profit (%) | 0.4404 | 0.3664 | 0.074 | 0.2191 | 0.1934 | 0.1574 |
| Buy And Hold Return (%) | 20.2638 | 20.2638 | 20.2638 | 20.2638 | 20.2638 | 20.2638 |
| Max Trade Drawdown | -127580 | -62492 | -189709 | -2568360 | -1370188 | -2091982 |
| Profit Factor | 1.5132 | 1.8956 | 1.1648 | 1.221 | 1.2891 | 1.1538 |
| Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
| Winning Trades | 197 | 101 | 96 | 197 | 101 | 96 |
| Losing Trades | 227 | 111 | 116 | 227 | 111 | 116 |
| Profitability (%) | 46.4623 | 47.6415 | 45.283 | 46.4623 | 47.6415 | 45.283 |
| Ratio Avg Win / Avg Loss | 1.7437 | 2.0833 | 1.4074 | 1.4069 | 1.4168 | 1.3941 |
| Largest Winning Trade | 100730 | 100730 | 79777 | 1709171 | 1709171 | 774636 |
| Largest Losing Trade | -59047 | -20686 | -59047 | -1083492 | -465751 | -1083492 |
| Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
| Avg Bars in Winners | 57 | 46 | 68 | 57 | 46 | 68 |
| Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
| Bars Traded | 19136 | 8268 | 10868 | 19136 | 8268 | 10868 |
| Profit Streak | 0 | 0 | 487.1205 | 0 | 0 | 487.1205 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 483504 | 457044 | -134502 | 311132 | 274878 | -44031 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579291200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758905609610,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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": [
[
712511.5113157895,
592830.9404601674,
119680.5708556218,
3351879.165918039,
2177732.3513678084,
1174146.8145502307
],
[
712.511511,
592.83094,
119.680571,
3351.879166,
2177.732351,
1174.146815
],
[
0.440366,
0.366397,
0.073968,
0.219121,
0.193374,
0.157408
],
[
20.263776,
20.263776,
20.263776,
20.263776,
20.263776,
20.263776
],
[
-127580,
-62492,
-189709,
-2568360,
-1370188,
-2091982
],
[
1.513247,
1.89561,
1.164778,
1.220985,
1.289134,
1.153765
],
[
424,
212,
212,
424,
212,
212
],
[
197,
101,
96,
197,
101,
96
],
[
227,
111,
116,
227,
111,
116
],
[
46.462264,
47.641509,
45.283019,
46.462264,
47.641509,
45.283019
],
[
1.74369,
2.083294,
1.40744,
1.406922,
1.416771,
1.394132
],
[
100730,
100730,
79777,
1709171,
1709171,
774636
],
[
-59047,
-20686,
-59047,
-1083492,
-465751,
-1083492
],
[
45,
39,
51,
45,
39,
51
],
[
57,
46,
68,
57,
46,
68
],
[
34,
32,
36,
34,
32,
36
],
[
19136,
8268,
10868,
19136,
8268,
10868
],
[
0,
0,
487.120481,
0,
0,
487.120482
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
483504,
457044,
-134502,
311132,
274878,
-44031
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579291200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758905609610,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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) |
|---|