| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85920.9941 | 87778.4887 | -1857.4946 | 49989.517 | 48627.2474 | 1362.2695 |
| Total P&L (%) | 85.921 | 87.7785 | -1.8575 | 49.9895 | 48.6272 | 1.3623 |
| Avg Daily Profit (%) | 0.1489 | 0.1521 | -0.0032 | 0.0703 | 0.0687 | 0.0023 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -43316 | -48068 | -24951 | -85793 | -85793 | -44512 |
| Profit Factor | 1.4102 | 1.6816 | 0.977 | 1.1548 | 1.2228 | 1.013 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Losing Trades | 19 | 7 | 12 | 19 | 7 | 12 |
| Profitability (%) | 68.8525 | 76.6667 | 61.2903 | 68.8525 | 76.6667 | 61.2903 |
| Ratio Avg Win / Avg Loss | 0.6379 | 0.5118 | 0.617 | 0.5224 | 0.3721 | 0.6398 |
| Largest Winning Trade | 32804 | 32804 | 14527 | 52287 | 52287 | 20122 |
| Largest Losing Trade | -38065 | -38065 | -30135 | -85793 | -85793 | -30135 |
| Avg Bars in Trades | 196 | 348 | 48 | 196 | 348 | 48 |
| Avg Bars in Winners | 94 | 145 | 33 | 94 | 145 | 33 |
| Avg Bars in Losers | 419 | 1015 | 72 | 419 | 1015 | 72 |
| Bars Traded | 11966 | 10460 | 1506 | 11966 | 10460 | 1506 |
| Profit Streak | 503.978 | 503.978 | 576.8113 | 503.978 | 503.978 | 576.8113 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157807 | 404030 | -578394 | -314962 | -101123 | -560945 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669615200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759570099849,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 207,
"offset": 0,
"std": 2.79698
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 247,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
85920.994075874,
87778.4887102265,
-1857.4946343525,
49989.5169536746,
48627.2474146259,
1362.2695390486
],
[
85.920994,
87.778489,
-1.857495,
49.989517,
48.627247,
1.36227
],
[
0.148889,
0.152108,
-0.003219,
0.070274,
0.068692,
0.002345
],
[
10,
10,
10,
10,
10,
10
],
[
-43316,
-48068,
-24951,
-85793,
-85793,
-44512
],
[
1.410168,
1.68164,
0.976983,
1.154803,
1.222757,
1.01302
],
[
61,
30,
31,
61,
30,
31
],
[
42,
23,
19,
42,
23,
19
],
[
19,
7,
12,
19,
7,
12
],
[
68.852459,
76.666667,
61.290323,
68.852459,
76.666667,
61.290323
],
[
0.637933,
0.511803,
0.617042,
0.522411,
0.372144,
0.639802
],
[
32804,
32804,
14527,
52287,
52287,
20122
],
[
-38065,
-38065,
-30135,
-85793,
-85793,
-30135
],
[
196,
348,
48,
196,
348,
48
],
[
94,
145,
33,
94,
145,
33
],
[
419,
1015,
72,
419,
1015,
72
],
[
11966,
10460,
1506,
11966,
10460,
1506
],
[
503.978007,
503.978007,
576.811341,
503.978007,
503.978008,
576.811341
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157807,
404030,
-578394,
-314962,
-101123,
-560945
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669615200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759570099849,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 207,
"offset": 0,
"std": 2.79698
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 247,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|