| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 541843.5562 | 504031.4194 | 37812.1367 | 335955.5144 | 1459308.5085 | -1123352.9941 |
| Total P&L (%) | 541.8436 | 504.0314 | 37.8121 | 335.9555 | 1459.3085 | -1123.353 |
| Avg Daily Profit (%) | 0.3349 | 0.3115 | 0.0234 | 0.091 | 0.1699 | 0 |
| Buy And Hold Return (%) | 22.1062 | 22.1062 | 22.1062 | 22.1062 | 22.1062 | 22.1062 |
| Max Trade Drawdown | -122357 | -154373 | -118743 | -2071875 | -1414743 | -1608607 |
| Profit Factor | 1.5054 | 1.9626 | 1.0689 | 1.0344 | 1.3056 | 0.7744 |
| Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
| Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
| Profitability (%) | 51.5695 | 50.8929 | 52.2523 | 51.5695 | 50.8929 | 52.2523 |
| Ratio Avg Win / Avg Loss | 1.4138 | 1.8937 | 0.9768 | 0.9715 | 1.2598 | 0.7076 |
| Largest Winning Trade | 145780 | 145780 | 66875 | 993361 | 993361 | 481303 |
| Largest Losing Trade | -58053 | -45875 | -58053 | -677094 | -610004 | -677094 |
| Avg Bars in Trades | 85 | 73 | 97 | 85 | 73 | 97 |
| Avg Bars in Winners | 99 | 82 | 114 | 99 | 82 | 114 |
| Avg Bars in Losers | 70 | 64 | 77 | 70 | 64 | 77 |
| Bars Traded | 19051 | 8258 | 10793 | 19051 | 8258 | 10793 |
| Profit Streak | 0 | 0 | 499.1316 | 0 | 0 | 499.1316 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428414 | 452821 | -315824 | -254353 | 279298 | -579784 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580284800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759014569938,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 217,
"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": [
[
541843.5561770479,
504031.4194344103,
37812.1367426384,
335955.5143692042,
1459308.5085179436,
-1123352.9941487387
],
[
541.843556,
504.031419,
37.812137,
335.955514,
1459.308509,
-1123.352994
],
[
0.334885,
0.311515,
0.02337,
0.091041,
0.169911,
0
],
[
22.106219,
22.106219,
22.106219,
22.106219,
22.106219,
22.106219
],
[
-122357,
-154373,
-118743,
-2071875,
-1414743,
-1608607
],
[
1.505429,
1.962579,
1.068947,
1.034444,
1.305629,
0.774373
],
[
223,
112,
111,
223,
112,
111
],
[
115,
57,
58,
115,
57,
58
],
[
108,
55,
53,
108,
55,
53
],
[
51.569507,
50.892857,
52.252252,
51.569507,
50.892857,
52.252252
],
[
1.413794,
1.893717,
0.976797,
0.971478,
1.259817,
0.707616
],
[
145780,
145780,
66875,
993361,
993361,
481303
],
[
-58053,
-45875,
-58053,
-677094,
-610004,
-677094
],
[
85,
73,
97,
85,
73,
97
],
[
99,
82,
114,
99,
82,
114
],
[
70,
64,
77,
70,
64,
77
],
[
19051,
8258,
10793,
19051,
8258,
10793
],
[
0,
0,
499.131596,
0,
0,
499.131596
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428414,
452821,
-315824,
-254353,
279298,
-579784
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580284800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759014569938,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 217,
"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) |
|---|