| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523774.8173 | 516061.6564 | 7713.1609 | 53502.0887 | 2139051.2744 | -2085549.1857 |
| Total P&L (%) | 523.7748 | 516.0617 | 7.7132 | 53.5021 | 2139.0513 | -2085.5492 |
| Avg Daily Profit (%) | 0.3237 | 0.319 | 0.0048 | 0.0265 | 0.1923 | 0 |
| Buy And Hold Return (%) | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 |
| Max Trade Drawdown | -184926 | -92405 | -177550 | -3232842 | -1432890 | -2940148 |
| Profit Factor | 1.4388 | 1.9989 | 1.0114 | 1.0062 | 1.6835 | 0.6182 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Profitability (%) | 45.6731 | 45.1923 | 46.1538 | 45.6731 | 45.1923 | 46.1538 |
| Ratio Avg Win / Avg Loss | 1.7114 | 2.4242 | 1.18 | 1.1969 | 2.0417 | 0.7212 |
| Largest Winning Trade | 148918 | 148918 | 52443 | 991567 | 991567 | 643212 |
| Largest Losing Trade | -65728 | -32086 | -65728 | -1094708 | -229076 | -1094708 |
| Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
| Avg Bars in Winners | 121 | 127 | 114 | 121 | 127 | 114 |
| Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
| Bars Traded | 19127 | 9929 | 9198 | 19127 | 9929 | 9198 |
| Profit Streak | 480.5137 | 0 | 498.347 | 480.5137 | 0 | 498.347 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400634 | 385405 | -561037 | -375311 | 324528 | -581590 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580148000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758896383323,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 96,
"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": [
[
523774.8173332625,
516061.6563930192,
7713.1609402434,
53502.0886673896,
2139051.2743742005,
-2085549.185706811
],
[
523.774817,
516.061656,
7.713161,
53.502089,
2139.051274,
-2085.549186
],
[
0.323717,
0.31895,
0.004767,
0.02649,
0.192313,
0
],
[
22.175542,
22.175542,
22.175542,
22.175542,
22.175542,
22.175542
],
[
-184926,
-92405,
-177550,
-3232842,
-1432890,
-2940148
],
[
1.43877,
1.998896,
1.011391,
1.006227,
1.683508,
0.618161
],
[
208,
104,
104,
208,
104,
104
],
[
95,
47,
48,
95,
47,
48
],
[
113,
57,
56,
113,
57,
56
],
[
45.673077,
45.192308,
46.153846,
45.673077,
45.192308,
46.153846
],
[
1.711379,
2.424193,
1.179957,
1.196881,
2.041701,
0.721188
],
[
148918,
148918,
52443,
991567,
991567,
643212
],
[
-65728,
-32086,
-65728,
-1094708,
-229076,
-1094708
],
[
91,
95,
88,
91,
95,
88
],
[
121,
127,
114,
121,
127,
114
],
[
67,
68,
65,
67,
68,
65
],
[
19127,
9929,
9198,
19127,
9929,
9198
],
[
480.513696,
0,
498.347029,
480.513696,
0,
498.347029
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400634,
385405,
-561037,
-375311,
324528,
-581590
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580148000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758896383323,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 96,
"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) |
|---|