| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421791.2814 | 410542.7371 | 11248.5443 | -90107.3663 | 24185.7753 | -114293.1416 |
| Total P&L (%) | 421.7913 | 410.5427 | 11.2485 | -90.1074 | 24.1858 | -114.2931 |
| Avg Daily Profit (%) | 0.2607 | 0.2537 | 0.007 | -0.1429 | 0.0134 | 0 |
| Buy And Hold Return (%) | 19.6885 | 19.6885 | 19.6885 | 19.6885 | 19.6885 | 19.6885 |
| Max Trade Drawdown | -153692 | -96641 | -195226 | -80497 | -12354 | -92122 |
| Profit Factor | 1.4797 | 2.2185 | 1.0207 | 0.5811 | 1.4041 | 0.2639 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
| Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Profitability (%) | 65.1613 | 67.5325 | 62.8205 | 65.1613 | 67.5325 | 62.8205 |
| Ratio Avg Win / Avg Loss | 0.7911 | 1.0666 | 0.6041 | 0.3107 | 0.675 | 0.1562 |
| Largest Winning Trade | 152675 | 152675 | 55705 | 13787 | 13787 | 4555 |
| Largest Losing Trade | -97214 | -63469 | -97214 | -62830 | -29803 | -62830 |
| Avg Bars in Trades | 122 | 120 | 124 | 122 | 120 | 124 |
| Avg Bars in Winners | 104 | 103 | 105 | 104 | 103 | 105 |
| Avg Bars in Losers | 156 | 157 | 156 | 156 | 157 | 156 |
| Bars Traded | 18984 | 9298 | 9686 | 18984 | 9298 | 9686 |
| Profit Streak | 481.4373 | 0 | 541.854 | 481.4373 | 0 | 541.854 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396613 | -28216 | -579863 | -577415 | -310024 | -611666 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580601600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759516186126,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 184,
"offset": 77
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 155,
"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": [
[
421791.2813626828,
410542.7370695604,
11248.5442931224,
-90107.3662862462,
24185.7752890425,
-114293.1415752888
],
[
421.791281,
410.542737,
11.248544,
-90.107366,
24.185775,
-114.293142
],
[
0.260687,
0.253735,
0.006952,
-0.142876,
0.013388,
0
],
[
19.688543,
19.688543,
19.688543,
19.688543,
19.688543,
19.688543
],
[
-153692,
-96641,
-195226,
-80497,
-12354,
-92122
],
[
1.479677,
2.21853,
1.020738,
0.581122,
1.40408,
0.26387
],
[
155,
77,
78,
155,
77,
78
],
[
101,
52,
49,
101,
52,
49
],
[
54,
25,
29,
54,
25,
29
],
[
65.16129,
67.532468,
62.820513,
65.16129,
67.532468,
62.820513
],
[
0.791114,
1.066601,
0.60411,
0.310699,
0.675038,
0.156168
],
[
152675,
152675,
55705,
13787,
13787,
4555
],
[
-97214,
-63469,
-97214,
-62830,
-29803,
-62830
],
[
122,
120,
124,
122,
120,
124
],
[
104,
103,
105,
104,
103,
105
],
[
156,
157,
156,
156,
157,
156
],
[
18984,
9298,
9686,
18984,
9298,
9686
],
[
481.437339,
0,
541.854006,
481.437339,
0,
541.854006
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396613,
-28216,
-579863,
-577415,
-310024,
-611666
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580601600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759516186126,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 184,
"offset": 77
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 155,
"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) |
|---|