| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 556385.2231 | 560488.0848 | -4102.8617 | 29130.9598 | 395899.5061 | -366768.5463 |
| Total P&L (%) | 556.3852 | 560.4881 | -4.1029 | 29.131 | 395.8995 | -366.7685 |
| Avg Daily Profit (%) | 0.3439 | 0.3464 | -0.0025 | 0.0158 | 0.099 | 0 |
| Buy And Hold Return (%) | 24.855 | 24.855 | 24.855 | 24.855 | 24.855 | 24.855 |
| Max Trade Drawdown | -201734 | -228865 | -66882 | -1373444 | -1053400 | -575104 |
| Profit Factor | 1.5184 | 1.7195 | 0.9861 | 1.0068 | 1.1308 | 0.7031 |
| Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
| Winning Trades | 125 | 54 | 71 | 125 | 54 | 71 |
| Losing Trades | 155 | 86 | 69 | 155 | 86 | 69 |
| Profitability (%) | 44.6429 | 38.5714 | 50.7143 | 44.6429 | 38.5714 | 50.7143 |
| Ratio Avg Win / Avg Loss | 1.8828 | 2.7384 | 0.9583 | 1.2485 | 1.8009 | 0.6833 |
| Largest Winning Trade | 282715 | 282715 | 16372 | 625831 | 625831 | 115153 |
| Largest Losing Trade | -50324 | -50324 | -23593 | -300843 | -300843 | -242600 |
| Avg Bars in Trades | 66 | 121 | 12 | 66 | 121 | 12 |
| Avg Bars in Winners | 88 | 189 | 12 | 88 | 189 | 12 |
| Avg Bars in Losers | 48 | 78 | 11 | 48 | 78 | 11 |
| Bars Traded | 18686 | 16983 | 1703 | 18686 | 16983 | 1703 |
| 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 | 402419 | 285129 | -580590 | -497620 | -140976 | -580590 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579824000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759749841093,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 153,
"offset": 0,
"scalar": 5
}
},
"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": [
[
556385.2231138858,
560488.0847989391,
-4102.8616850541,
29130.9597901719,
395899.5060823258,
-366768.546292154
],
[
556.385223,
560.488085,
-4.102862,
29.13096,
395.899506,
-366.768546
],
[
0.343872,
0.346408,
-0.002536,
0.015802,
0.099011,
0
],
[
24.854955,
24.854955,
24.854955,
24.854955,
24.854955,
24.854955
],
[
-201734,
-228865,
-66882,
-1373444,
-1053400,
-575104
],
[
1.518401,
1.719462,
0.986056,
1.006834,
1.130781,
0.703081
],
[
280,
140,
140,
280,
140,
140
],
[
125,
54,
71,
125,
54,
71
],
[
155,
86,
69,
155,
86,
69
],
[
44.642857,
38.571429,
50.714286,
44.642857,
38.571429,
50.714286
],
[
1.882817,
2.738403,
0.95828,
1.248475,
1.800873,
0.683276
],
[
282715,
282715,
16372,
625831,
625831,
115153
],
[
-50324,
-50324,
-23593,
-300843,
-300843,
-242600
],
[
66,
121,
12,
66,
121,
12
],
[
88,
189,
12,
88,
189,
12
],
[
48,
78,
11,
48,
78,
11
],
[
18686,
16983,
1703,
18686,
16983,
1703
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402419,
285129,
-580590,
-497620,
-140976,
-580590
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579824000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759749841093,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 153,
"offset": 0,
"scalar": 5
}
},
"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) |
|---|