| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 487187.427 | 489044.3681 | -1856.941 | -64769.4909 | 1028738.4384 | -1093507.9293 |
| Total P&L (%) | 487.1874 | 489.0444 | -1.8569 | -64.7695 | 1028.7384 | -1093.5079 |
| Avg Daily Profit (%) | 0.2466 | 0.2475 | -0.0009 | -0.0528 | 0.1227 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -185836 | -136681 | -130012 | -1672425 | -598537 | -1310295 |
| Profit Factor | 1.5864 | 2.0888 | 0.9951 | 0.9793 | 1.7826 | 0.3972 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
| Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
| Profitability (%) | 55.6604 | 47.1698 | 64.1509 | 55.6604 | 47.1698 | 64.1509 |
| Ratio Avg Win / Avg Loss | 1.2638 | 2.3395 | 0.5561 | 0.7801 | 1.9965 | 0.222 |
| Largest Winning Trade | 285061 | 285061 | 64584 | 1209006 | 1209006 | 141032 |
| Largest Losing Trade | -68131 | -60842 | -68131 | -898359 | -490949 | -898359 |
| Avg Bars in Trades | 108 | 126 | 90 | 108 | 126 | 90 |
| Avg Bars in Winners | 135 | 184 | 98 | 135 | 184 | 98 |
| Avg Bars in Losers | 75 | 74 | 76 | 75 | 74 | 76 |
| Bars Traded | 11496 | 6687 | 4809 | 11496 | 6687 | 4809 |
| Profit Streak | 0 | 0 | 705.8442 | 0 | 0 | 705.8442 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391279 | -169157 | -757667 | -579762 | -206523 | -757667 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550952000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759623336167,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 220,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 61,
"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": [
[
487187.4270420037,
489044.3680884822,
-1856.9410464783,
-64769.4908933428,
1028738.438407823,
-1093507.929301166
],
[
487.187427,
489.044368,
-1.856941,
-64.769491,
1028.738438,
-1093.507929
],
[
0.246552,
0.247492,
-0.00094,
-0.052783,
0.122731,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-185836,
-136681,
-130012,
-1672425,
-598537,
-1310295
],
[
1.586426,
2.088801,
0.995134,
0.979297,
1.782606,
0.397197
],
[
106,
53,
53,
106,
53,
53
],
[
59,
25,
34,
59,
25,
34
],
[
47,
28,
19,
47,
28,
19
],
[
55.660377,
47.169811,
64.150943,
55.660377,
47.169811,
64.150943
],
[
1.263763,
2.339457,
0.556104,
0.780118,
1.996519,
0.221963
],
[
285061,
285061,
64584,
1209006,
1209006,
141032
],
[
-68131,
-60842,
-68131,
-898359,
-490949,
-898359
],
[
108,
126,
90,
108,
126,
90
],
[
135,
184,
98,
135,
184,
98
],
[
75,
74,
76,
75,
74,
76
],
[
11496,
6687,
4809,
11496,
6687,
4809
],
[
0,
0,
705.844169,
0,
0,
705.844169
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391279,
-169157,
-757667,
-579762,
-206523,
-757667
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550952000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759623336167,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 220,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 61,
"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) |
|---|