| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1014296.496 | 719293.4443 | 295003.0517 | 34771818.8979 | 8116540.8042 | 26655278.0937 |
| Total P&L (%) | 1014.2965 | 719.2934 | 295.0031 | 34771.8189 | 8116.5408 | 26655.2781 |
| Avg Daily Profit (%) | 0.5133 | 0.364 | 0.1493 | 0.2967 | 0.2234 | 0.2833 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72753 | -94323 | -50120 | -16095647 | -19559289 | -9348046 |
| Profit Factor | 2.7267 | 3.3893 | 2.0301 | 1.3982 | 1.1645 | 1.7015 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
| Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
| Profitability (%) | 43.6975 | 35 | 52.5424 | 43.6975 | 35 | 52.5424 |
| Ratio Avg Win / Avg Loss | 3.5132 | 6.2944 | 1.8336 | 1.8015 | 2.1627 | 1.5369 |
| Largest Winning Trade | 206323 | 206323 | 67645 | 11488888 | 11428010 | 11488888 |
| Largest Losing Trade | -44591 | -18274 | -44591 | -7577932 | -7577932 | -7118011 |
| Avg Bars in Trades | 97 | 74 | 120 | 97 | 74 | 120 |
| Avg Bars in Winners | 172 | 152 | 186 | 172 | 152 | 186 |
| Avg Bars in Losers | 38 | 33 | 47 | 38 | 33 | 47 |
| Bars Traded | 11577 | 4485 | 7092 | 11577 | 4485 | 7092 |
| Profit Streak | 0 | 0 | 562.2447 | 0 | 0 | 562.2447 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 496188 | -159370 | -165282 | 306862 | -205508 | -163418 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549728000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760133139340,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 21,
"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": [
[
1014296.4959788139,
719293.4442505148,
295003.0517282993,
34771818.89793716,
8116540.804222814,
26655278.09371434
],
[
1014.296496,
719.293444,
295.003052,
34771.818898,
8116.540804,
26655.278094
],
[
0.513308,
0.364015,
0.149293,
0.296708,
0.223363,
0.283261
],
[
10,
10,
10,
10,
10,
10
],
[
-72753,
-94323,
-50120,
-16095647,
-19559289,
-9348046
],
[
2.726659,
3.3893,
2.030092,
1.398152,
1.164511,
1.701537
],
[
119,
60,
59,
119,
60,
59
],
[
52,
21,
31,
52,
21,
31
],
[
67,
39,
28,
67,
39,
28
],
[
43.697479,
35,
52.542373,
43.697479,
35,
52.542373
],
[
3.513195,
6.294414,
1.833631,
1.801465,
2.162663,
1.536872
],
[
206323,
206323,
67645,
11488888,
11428010,
11488888
],
[
-44591,
-18274,
-44591,
-7577932,
-7577932,
-7118011
],
[
97,
74,
120,
97,
74,
120
],
[
172,
152,
186,
172,
152,
186
],
[
38,
33,
47,
38,
33,
47
],
[
11577,
4485,
7092,
11577,
4485,
7092
],
[
0,
0,
562.244668,
0,
0,
562.244668
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
496188,
-159370,
-165282,
306862,
-205508,
-163418
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549728000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760133139340,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 21,
"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) |
|---|