| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 123524.923 | 320287.5812 | -196762.6582 | -93345.7983 | 180699.4771 | -274045.2754 |
| Total P&L (%) | 123.5249 | 320.2876 | -196.7627 | -93.3458 | 180.6995 | -274.0453 |
| Avg Daily Profit (%) | 0.0763 | 0.198 | -0.1216 | -0.1673 | 0.0638 | 0 |
| Buy And Hold Return (%) | 25.6863 | 25.6863 | 25.6863 | 25.6863 | 25.6863 | 25.6863 |
| Max Trade Drawdown | -219396 | -104968 | -250119 | -262223 | -117101 | -287391 |
| Profit Factor | 1.0588 | 1.3158 | 0.8192 | 0.9387 | 1.2498 | 0.6568 |
| Total Trades | 784 | 392 | 392 | 784 | 392 | 392 |
| Winning Trades | 361 | 186 | 175 | 361 | 186 | 175 |
| Losing Trades | 423 | 206 | 217 | 423 | 206 | 217 |
| Profitability (%) | 46.0459 | 47.449 | 44.6429 | 46.0459 | 47.449 | 44.6429 |
| Ratio Avg Win / Avg Loss | 1.2406 | 1.4573 | 1.0158 | 1.0999 | 1.3842 | 0.8144 |
| Largest Winning Trade | 199969 | 199969 | 53298 | 94792 | 94792 | 31914 |
| Largest Losing Trade | -36042 | -22640 | -36042 | -52342 | -52342 | -43049 |
| Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Winners | 29 | 28 | 29 | 29 | 28 | 29 |
| Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
| Bars Traded | 19064 | 9492 | 9572 | 19064 | 9492 | 9572 |
| 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 | -245583 | 308279 | -579423 | -576276 | -107169 | -581089 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579838400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759545712258,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 155,
"offset": 0
}
},
"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": [
[
123524.9230139228,
320287.5811707002,
-196762.6581567774,
-93345.7983102718,
180699.4771333923,
-274045.275443664
],
[
123.524923,
320.287581,
-196.762658,
-93.345798,
180.699477,
-274.045275
],
[
0.076344,
0.197953,
-0.121609,
-0.167346,
0.06381,
0
],
[
25.686252,
25.686252,
25.686252,
25.686252,
25.686252,
25.686252
],
[
-219396,
-104968,
-250119,
-262223,
-117101,
-287391
],
[
1.058751,
1.315801,
0.819201,
0.938661,
1.249814,
0.656789
],
[
784,
392,
392,
784,
392,
392
],
[
361,
186,
175,
361,
186,
175
],
[
423,
206,
217,
423,
206,
217
],
[
46.045918,
47.44898,
44.642857,
46.045918,
47.44898,
44.642857
],
[
1.240587,
1.457285,
1.015809,
1.099872,
1.384202,
0.814419
],
[
199969,
199969,
53298,
94792,
94792,
31914
],
[
-36042,
-22640,
-36042,
-52342,
-52342,
-43049
],
[
24,
24,
24,
24,
24,
24
],
[
29,
28,
29,
29,
28,
29
],
[
20,
20,
19,
20,
20,
19
],
[
19064,
9492,
9572,
19064,
9492,
9572
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-245583,
308279,
-579423,
-576276,
-107169,
-581089
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579838400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759545712258,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 155,
"offset": 0
}
},
"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) |
|---|