| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 214633.9772 | 328014.4982 | -113380.5211 | -84350.6916 | 24511.5984 | -108862.29 |
| Total P&L (%) | 214.634 | 328.0145 | -113.3805 | -84.3507 | 24.5116 | -108.8623 |
| Avg Daily Profit (%) | 0.1327 | 0.2027 | -0.0701 | -0.1146 | 0.0136 | 0 |
| Buy And Hold Return (%) | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 |
| Max Trade Drawdown | -183285 | -144784 | -271538 | -98022 | -50321 | -112284 |
| Profit Factor | 1.116 | 1.4014 | 0.8903 | 0.8445 | 1.1011 | 0.6371 |
| Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
| Winning Trades | 194 | 101 | 93 | 194 | 101 | 93 |
| Losing Trades | 239 | 115 | 124 | 239 | 115 | 124 |
| Profitability (%) | 44.8037 | 46.7593 | 42.8571 | 44.8037 | 46.7593 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.3748 | 1.5956 | 1.1871 | 1.0403 | 1.2538 | 0.8494 |
| Largest Winning Trade | 67038 | 67038 | 48966 | 23357 | 23357 | 11864 |
| Largest Losing Trade | -58248 | -58248 | -44749 | -29197 | -29197 | -19924 |
| Avg Bars in Trades | 44 | 45 | 42 | 44 | 45 | 42 |
| Avg Bars in Winners | 53 | 52 | 53 | 53 | 52 | 53 |
| Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
| Bars Traded | 19071 | 9798 | 9273 | 19071 | 9798 | 9273 |
| Profit Streak | 486.7708 | 0 | 489.0208 | 486.7708 | 0 | 489.0208 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -108069 | 315851 | -580724 | -578284 | -442227 | -582391 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580450400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759436993857,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 17,
"offset": 0,
"multiplier": 4.13211
}
}
} {
"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": [
[
214633.9771686983,
328014.4982325392,
-113380.5210638405,
-84350.6916002247,
24511.5983863578,
-108862.2899865826
],
[
214.633977,
328.014498,
-113.380521,
-84.350692,
24.511598,
-108.86229
],
[
0.132654,
0.202728,
-0.070074,
-0.114566,
0.01355,
0
],
[
23.877504,
23.877504,
23.877504,
23.877504,
23.877504,
23.877504
],
[
-183285,
-144784,
-271538,
-98022,
-50321,
-112284
],
[
1.115968,
1.40138,
0.890304,
0.844467,
1.101128,
0.637067
],
[
433,
216,
217,
433,
216,
217
],
[
194,
101,
93,
194,
101,
93
],
[
239,
115,
124,
239,
115,
124
],
[
44.803695,
46.759259,
42.857143,
44.803695,
46.759259,
42.857143
],
[
1.374826,
1.595631,
1.187073,
1.040349,
1.253759,
0.849422
],
[
67038,
67038,
48966,
23357,
23357,
11864
],
[
-58248,
-58248,
-44749,
-29197,
-29197,
-19924
],
[
44,
45,
42,
44,
45,
42
],
[
53,
52,
53,
53,
52,
53
],
[
36,
38,
34,
36,
38,
34
],
[
19071,
9798,
9273,
19071,
9798,
9273
],
[
486.770762,
0,
489.020762,
486.770762,
0,
489.020762
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108069,
315851,
-580724,
-578284,
-442227,
-582391
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580450400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759436993857,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 17,
"offset": 0,
"multiplier": 4.13211
}
}
}
| # | 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) |
|---|