| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 398893.2722 | 347000.758 | 51892.5142 | 148869.6547 | -462651.4469 | 611521.1015 |
| Total P&L (%) | 398.8933 | 347.0008 | 51.8925 | 148.8697 | -462.6514 | 611.5211 |
| Avg Daily Profit (%) | 0.2018 | 0.1755 | 0.0262 | 0.0461 | 0 | 0.0993 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156185 | -189444 | -49968 | -2023091 | -2708586 | -244169 |
| Profit Factor | 1.5854 | 1.6902 | 1.2905 | 1.0293 | 0.8903 | 1.7033 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Profitability (%) | 48.1203 | 43.9394 | 52.2388 | 48.1203 | 43.9394 | 52.2388 |
| Ratio Avg Win / Avg Loss | 1.7093 | 2.1565 | 1.1798 | 1.1097 | 1.1359 | 1.5573 |
| Largest Winning Trade | 175821 | 175821 | 39596 | 817802 | 817802 | 263022 |
| Largest Losing Trade | -43009 | -43009 | -20559 | -804959 | -804959 | -232079 |
| Avg Bars in Trades | 43 | 78 | 8 | 43 | 78 | 8 |
| Avg Bars in Winners | 44 | 87 | 9 | 44 | 87 | 9 |
| Avg Bars in Losers | 42 | 72 | 7 | 42 | 72 | 7 |
| Bars Traded | 5775 | 5194 | 581 | 5775 | 5194 | 581 |
| 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 | 367083 | -116200 | -275102 | -320016 | -705926 | -172871 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548230400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759744300419,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 16,
"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": [
[
398893.2721947969,
347000.7579565896,
51892.5142382073,
148869.6546602359,
-462651.4468749121,
611521.1015351473
],
[
398.893272,
347.000758,
51.892514,
148.869655,
-462.651447,
611.521102
],
[
0.201767,
0.175519,
0.026248,
0.046129,
0,
0.099302
],
[
10,
10,
10,
10,
10,
10
],
[
-156185,
-189444,
-49968,
-2023091,
-2708586,
-244169
],
[
1.585422,
1.690249,
1.290456,
1.029264,
0.890304,
1.703265
],
[
133,
66,
67,
133,
66,
67
],
[
64,
29,
35,
64,
29,
35
],
[
69,
37,
32,
69,
37,
32
],
[
48.120301,
43.939394,
52.238806,
48.120301,
43.939394,
52.238806
],
[
1.709283,
2.156525,
1.179845,
1.109675,
1.135904,
1.557271
],
[
175821,
175821,
39596,
817802,
817802,
263022
],
[
-43009,
-43009,
-20559,
-804959,
-804959,
-232079
],
[
43,
78,
8,
43,
78,
8
],
[
44,
87,
9,
44,
87,
9
],
[
42,
72,
7,
42,
72,
7
],
[
5775,
5194,
581,
5775,
5194,
581
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367083,
-116200,
-275102,
-320016,
-705926,
-172871
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548230400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759744300419,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 16,
"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) |
|---|