| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 414260.3564 | 382508.9833 | 31751.3732 | -15106.3243 | 1088277.0062 | -1103383.3305 |
| Total P&L (%) | 414.2604 | 382.509 | 31.7514 | -15.1063 | 1088.277 | -1103.3833 |
| Avg Daily Profit (%) | 0.2096 | 0.1936 | 0.0161 | -0.0083 | 0.1253 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -213911 | -158336 | -186720 | -1306340 | -644727 | -1481527 |
| Profit Factor | 1.2511 | 1.4258 | 1.0423 | 0.9972 | 1.4879 | 0.655 |
| Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
| Winning Trades | 225 | 110 | 115 | 225 | 110 | 115 |
| Losing Trades | 204 | 104 | 100 | 204 | 104 | 100 |
| Profitability (%) | 52.4476 | 51.4019 | 53.4884 | 52.4476 | 51.4019 | 53.4884 |
| Ratio Avg Win / Avg Loss | 1.1344 | 1.348 | 0.9063 | 0.9041 | 1.4068 | 0.5696 |
| Largest Winning Trade | 68372 | 68372 | 62686 | 466363 | 336545 | 466363 |
| Largest Losing Trade | -64920 | -64920 | -58787 | -725497 | -218610 | -725497 |
| Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
| Avg Bars in Winners | 25 | 26 | 24 | 25 | 26 | 24 |
| Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
| Bars Traded | 11714 | 6610 | 5104 | 11714 | 6610 | 5104 |
| Profit Streak | 482.4058 | 0 | 514.4058 | 482.4058 | 0 | 514.4058 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392776 | 329939 | -347405 | -577356 | -23296 | -578142 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549440000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759239864485,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 27,
"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": [
[
414260.3564207053,
382508.983267726,
31751.3731529792,
-15106.3243269517,
1088277.006166217,
-1103383.3304931691
],
[
414.260356,
382.508983,
31.751373,
-15.106324,
1088.277006,
-1103.38333
],
[
0.209646,
0.193577,
0.016069,
-0.008288,
0.125336,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-213911,
-158336,
-186720,
-1306340,
-644727,
-1481527
],
[
1.251122,
1.425783,
1.042263,
0.997217,
1.487909,
0.655017
],
[
429,
214,
215,
429,
214,
215
],
[
225,
110,
115,
225,
110,
115
],
[
204,
104,
100,
204,
104,
100
],
[
52.447552,
51.401869,
53.488372,
52.447552,
51.401869,
53.488372
],
[
1.13435,
1.348013,
0.906316,
0.904144,
1.40675,
0.56958
],
[
68372,
68372,
62686,
466363,
336545,
466363
],
[
-64920,
-64920,
-58787,
-725497,
-218610,
-725497
],
[
27,
30,
23,
27,
30,
23
],
[
25,
26,
24,
25,
26,
24
],
[
29,
35,
23,
29,
35,
23
],
[
11714,
6610,
5104,
11714,
6610,
5104
],
[
482.405839,
0,
514.405839,
482.405839,
0,
514.405839
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392776,
329939,
-347405,
-577356,
-23296,
-578142
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549440000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759239864485,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 27,
"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) |
|---|