| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109376.8844 | 302624.4519 | -193247.5675 | -92441.6393 | 58272.7887 | -150714.428 |
| Total P&L (%) | 109.3769 | 302.6245 | -193.2476 | -92.4416 | 58.2728 | -150.7144 |
| Avg Daily Profit (%) | 0.0676 | 0.187 | -0.1194 | -0.1595 | 0.0284 | 0 |
| Buy And Hold Return (%) | 23.1826 | 23.1826 | 23.1826 | 23.1826 | 23.1826 | 23.1826 |
| Max Trade Drawdown | -183965 | -104245 | -274583 | -136792 | -53615 | -166641 |
| Profit Factor | 1.0545 | 1.309 | 0.8118 | 0.8973 | 1.1333 | 0.6745 |
| Total Trades | 771 | 386 | 385 | 771 | 386 | 385 |
| Winning Trades | 363 | 188 | 175 | 363 | 188 | 175 |
| Losing Trades | 408 | 198 | 210 | 408 | 198 | 210 |
| Profitability (%) | 47.0817 | 48.7047 | 45.4545 | 47.0817 | 48.7047 | 45.4545 |
| Ratio Avg Win / Avg Loss | 1.1852 | 1.3786 | 0.9742 | 1.0086 | 1.1935 | 0.8094 |
| Largest Winning Trade | 199969 | 199969 | 55352 | 44278 | 44278 | 23115 |
| Largest Losing Trade | -36042 | -24931 | -36042 | -26061 | -17310 | -26061 |
| Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
| Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
| Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
| Bars Traded | 19123 | 9287 | 9836 | 19123 | 9287 | 9836 |
| Profit Streak | 0 | 0 | 485.6728 | 0 | 0 | 485.6728 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -261646 | 319874 | -580226 | -575941 | -231211 | -580226 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579579200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758960531434,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 119,
"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": [
[
109376.8844107751,
302624.4519133055,
-193247.5675025304,
-92441.6392815592,
58272.7887374677,
-150714.4280190268
],
[
109.376884,
302.624452,
-193.247568,
-92.441639,
58.272789,
-150.714428
],
[
0.0676,
0.187036,
-0.119436,
-0.159484,
0.028382,
0
],
[
23.182599,
23.182599,
23.182599,
23.182599,
23.182599,
23.182599
],
[
-183965,
-104245,
-274583,
-136792,
-53615,
-166641
],
[
1.054516,
1.308993,
0.811819,
0.897324,
1.13326,
0.674509
],
[
771,
386,
385,
771,
386,
385
],
[
363,
188,
175,
363,
188,
175
],
[
408,
198,
210,
408,
198,
210
],
[
47.081712,
48.704663,
45.454545,
47.081712,
48.704663,
45.454545
],
[
1.185242,
1.37862,
0.974183,
1.008563,
1.19354,
0.809411
],
[
199969,
199969,
55352,
44278,
44278,
23115
],
[
-36042,
-24931,
-36042,
-26061,
-17310,
-26061
],
[
24,
24,
25,
24,
24,
25
],
[
29,
27,
31,
29,
27,
31
],
[
20,
20,
20,
20,
20,
20
],
[
19123,
9287,
9836,
19123,
9287,
9836
],
[
0,
0,
485.672817,
0,
0,
485.672817
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-261646,
319874,
-580226,
-575941,
-231211,
-580226
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579579200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758960531434,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 119,
"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) |
|---|