| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 675988.4296 | 608240.1804 | 67748.2493 | 1102203.8693 | 861689.2485 | 240514.6208 |
| Total P&L (%) | 675.9884 | 608.2402 | 67.7482 | 1102.2039 | 861.6892 | 240.5146 |
| Avg Daily Profit (%) | 0.4178 | 0.3759 | 0.0419 | 0.1538 | 0.14 | 0.0758 |
| Buy And Hold Return (%) | 22.5094 | 22.5094 | 22.5094 | 22.5094 | 22.5094 | 22.5094 |
| Max Trade Drawdown | -78797 | -97834 | -93357 | -567512 | -626175 | -516600 |
| Profit Factor | 2.0949 | 2.8958 | 1.2284 | 1.3428 | 1.5236 | 1.1533 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Profitability (%) | 41.9048 | 41.5094 | 42.3077 | 41.9048 | 41.5094 | 42.3077 |
| Ratio Avg Win / Avg Loss | 2.9042 | 4.0804 | 1.6751 | 1.8617 | 2.1469 | 1.5727 |
| Largest Winning Trade | 211247 | 211247 | 70335 | 423881 | 423881 | 365258 |
| Largest Losing Trade | -67442 | -24921 | -67442 | -462136 | -179584 | -462136 |
| Avg Bars in Trades | 180 | 173 | 187 | 180 | 173 | 187 |
| Avg Bars in Winners | 329 | 326 | 333 | 329 | 326 | 333 |
| Avg Bars in Losers | 73 | 65 | 81 | 73 | 65 | 81 |
| Bars Traded | 18969 | 9197 | 9772 | 18969 | 9197 | 9772 |
| Profit Streak | 0 | 0 | 556.8902 | 0 | 0 | 556.8902 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396493 | -168287 | -321409 | 224312 | -186526 | -324696 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580176800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759332114367,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 202,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 83,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
675988.4296477502,
608240.1803765172,
67748.2492712329,
1102203.8693103408,
861689.2485481533,
240514.6207621873
],
[
675.98843,
608.24018,
67.748249,
1102.203869,
861.689249,
240.514621
],
[
0.417793,
0.375921,
0.041872,
0.15381,
0.139994,
0.075757
],
[
22.509393,
22.509393,
22.509393,
22.509393,
22.509393,
22.509393
],
[
-78797,
-97834,
-93357,
-567512,
-626175,
-516600
],
[
2.094857,
2.895761,
1.228432,
1.34284,
1.52358,
1.153277
],
[
105,
53,
52,
105,
53,
52
],
[
44,
22,
22,
44,
22,
22
],
[
61,
31,
30,
61,
31,
30
],
[
41.904762,
41.509434,
42.307692,
41.904762,
41.509434,
42.307692
],
[
2.904234,
4.080391,
1.675135,
1.861665,
2.146863,
1.57265
],
[
211247,
211247,
70335,
423881,
423881,
365258
],
[
-67442,
-24921,
-67442,
-462136,
-179584,
-462136
],
[
180,
173,
187,
180,
173,
187
],
[
329,
326,
333,
329,
326,
333
],
[
73,
65,
81,
73,
65,
81
],
[
18969,
9197,
9772,
18969,
9197,
9772
],
[
0,
0,
556.890212,
0,
0,
556.890213
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396493,
-168287,
-321409,
224312,
-186526,
-324696
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580176800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759332114367,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 202,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 83,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|