| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376754.3291 | 395356.5535 | -18602.2244 | -251910.8074 | 275046.0597 | -526956.8671 |
| Total P&L (%) | 376.7543 | 395.3566 | -18.6022 | -251.9108 | 275.0461 | -526.9569 |
| Avg Daily Profit (%) | 0.1906 | 0.2 | -0.0094 | 0 | 0.0669 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148483 | -56047 | -221346 | -677718 | -187951 | -731939 |
| Profit Factor | 1.6465 | 2.7071 | 0.947 | 0.8214 | 1.5276 | 0.4073 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 38 | 22 | 16 | 23 | 14 | 9 |
| Losing Trades | 24 | 9 | 15 | 39 | 17 | 22 |
| Profitability (%) | 61.2903 | 70.9677 | 51.6129 | 37.0968 | 45.1613 | 29.0323 |
| Ratio Avg Win / Avg Loss | 1.0399 | 1.1075 | 0.8878 | 1.3928 | 1.8549 | 0.9957 |
| Largest Winning Trade | 78326 | 78326 | 78095 | 150686 | 150686 | 139894 |
| Largest Losing Trade | -118846 | -56047 | -118846 | -268166 | -86184 | -268166 |
| Avg Bars in Trades | 88 | 56 | 121 | 88 | 56 | 121 |
| Avg Bars in Winners | 76 | 53 | 106 | 130 | 56 | 245 |
| Avg Bars in Losers | 109 | 61 | 138 | 64 | 55 | 71 |
| Bars Traded | 5516 | 1739 | 3777 | 5516 | 1739 | 3777 |
| Profit Streak | 0 | 0 | 575.2967 | 565.2967 | 573.9633 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147488 | 516698 | -580025 | -742323 | -102378 | -592860 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1554048000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759878432713,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 65,
"offset": 0,
"std": 4.64361
}
}
} {
"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": [
[
376754.3290575446,
395356.5534834979,
-18602.2244259533,
-251910.8074152645,
275046.0596876977,
-526956.8671029621
],
[
376.754329,
395.356553,
-18.602224,
-251.910807,
275.04606,
-526.956867
],
[
0.190569,
0.199978,
-0.009409,
0,
0.066885,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-148483,
-56047,
-221346,
-677718,
-187951,
-731939
],
[
1.646516,
2.707135,
0.947026,
0.821398,
1.527555,
0.407315
],
[
62,
31,
31,
62,
31,
31
],
[
38,
22,
16,
23,
14,
9
],
[
24,
9,
15,
39,
17,
22
],
[
61.290323,
70.967742,
51.612903,
37.096774,
45.16129,
29.032258
],
[
1.039905,
1.107464,
0.887837,
1.392806,
1.854889,
0.995658
],
[
78326,
78326,
78095,
150686,
150686,
139894
],
[
-118846,
-56047,
-118846,
-268166,
-86184,
-268166
],
[
88,
56,
121,
88,
56,
121
],
[
76,
53,
106,
130,
56,
245
],
[
109,
61,
138,
64,
55,
71
],
[
5516,
1739,
3777,
5516,
1739,
3777
],
[
0,
0,
575.296675,
565.296675,
573.963342,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147488,
516698,
-580025,
-742323,
-102378,
-592860
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1554048000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759878432713,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 65,
"offset": 0,
"std": 4.64361
}
}
}
| # | 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) |
|---|