| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 642527.9614 | 539744.8223 | 102783.1391 | 429974.2422 | 519852.0343 | -89877.7921 |
| Total P&L (%) | 642.528 | 539.7448 | 102.7831 | 429.9742 | 519.852 | -89.8778 |
| Avg Daily Profit (%) | 0.3252 | 0.2732 | 0.052 | 0.0844 | 0.0924 | -0.1158 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141924 | -114713 | -154240 | -1876937 | -1973792 | -1661060 |
| Profit Factor | 1.8975 | 2.5503 | 1.2795 | 1.0665 | 1.1498 | 0.9699 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 45.2381 | 42.8571 | 47.619 | 45.2381 | 42.8571 | 47.619 |
| Ratio Avg Win / Avg Loss | 2.297 | 3.4004 | 1.4075 | 1.2911 | 1.533 | 1.0669 |
| Largest Winning Trade | 217853 | 217853 | 70980 | 1291880 | 1291880 | 902211 |
| Largest Losing Trade | -69318 | -34007 | -69318 | -794032 | -667144 | -794032 |
| Avg Bars in Trades | 136 | 132 | 140 | 136 | 132 | 140 |
| Avg Bars in Winners | 193 | 185 | 200 | 193 | 185 | 200 |
| Avg Bars in Losers | 89 | 93 | 85 | 89 | 93 | 85 |
| Bars Traded | 11473 | 5579 | 5894 | 11473 | 5579 | 5894 |
| Profit Streak | 0 | 0 | 649.3531 | 0 | 0 | 649.3531 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398975 | 388463 | -123417 | -229184 | -126633 | -579036 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551384000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759321704245,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 225,
"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": [
[
642527.9613717292,
539744.8223108323,
102783.1390608966,
429974.2422012172,
519852.0342675378,
-89877.7920663199
],
[
642.527961,
539.744822,
102.783139,
429.974242,
519.852034,
-89.877792
],
[
0.325166,
0.27315,
0.052016,
0.084431,
0.092366,
-0.115846
],
[
10,
10,
10,
10,
10,
10
],
[
-141924,
-114713,
-154240,
-1876937,
-1973792,
-1661060
],
[
1.897527,
2.550284,
1.279508,
1.066547,
1.149775,
0.969944
],
[
84,
42,
42,
84,
42,
42
],
[
38,
18,
20,
38,
18,
20
],
[
46,
24,
22,
46,
24,
22
],
[
45.238095,
42.857143,
47.619048,
45.238095,
42.857143,
47.619048
],
[
2.297006,
3.400379,
1.407459,
1.291083,
1.533034,
1.066938
],
[
217853,
217853,
70980,
1291880,
1291880,
902211
],
[
-69318,
-34007,
-69318,
-794032,
-667144,
-794032
],
[
136,
132,
140,
136,
132,
140
],
[
193,
185,
200,
193,
185,
200
],
[
89,
93,
85,
89,
93,
85
],
[
11473,
5579,
5894,
11473,
5579,
5894
],
[
0,
0,
649.353058,
0,
0,
649.353058
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398975,
388463,
-123417,
-229184,
-126633,
-579036
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551384000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759321704245,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 225,
"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) |
|---|