| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 392930.1975 | 366528.8719 | 26401.3256 | 82007.6031 | 135712.9059 | -53705.3028 |
| Total P&L (%) | 392.9302 | 366.5289 | 26.4013 | 82.0076 | 135.7129 | -53.7053 |
| Avg Daily Profit (%) | 0.1989 | 0.1855 | 0.0134 | 0.0303 | 0.0434 | -0.039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132476 | -68911 | -262541 | -198256 | -89231 | -295323 |
| Profit Factor | 1.607 | 2.1688 | 1.0791 | 1.111 | 1.373 | 0.8566 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 51.7241 | 50 | 53.4884 | 51.7241 | 50 | 53.4884 |
| Ratio Avg Win / Avg Loss | 1.4998 | 2.1688 | 0.9384 | 1.037 | 1.373 | 0.7449 |
| Largest Winning Trade | 115339 | 115339 | 77966 | 82298 | 67231 | 82298 |
| Largest Losing Trade | -63353 | -61801 | -63353 | -123010 | -66526 | -123010 |
| Avg Bars in Trades | 131 | 89 | 174 | 131 | 89 | 174 |
| Avg Bars in Winners | 167 | 87 | 244 | 167 | 87 | 244 |
| Avg Bars in Losers | 93 | 90 | 95 | 93 | 90 | 95 |
| Bars Traded | 11442 | 3923 | 7520 | 11442 | 3923 | 7520 |
| Profit Streak | 0 | 0 | 813.044 | 0 | 0 | 813.044 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359918 | 420531 | -311724 | -250307 | -134348 | -578899 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551168000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759280602709,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 76,
"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": [
[
392930.1975183705,
366528.8719193293,
26401.3255990411,
82007.6030958573,
135712.9058617768,
-53705.3027659196
],
[
392.930198,
366.528872,
26.401326,
82.007603,
135.712906,
-53.705303
],
[
0.198851,
0.18549,
0.013361,
0.030312,
0.043402,
-0.038967
],
[
10,
10,
10,
10,
10,
10
],
[
-132476,
-68911,
-262541,
-198256,
-89231,
-295323
],
[
1.606973,
2.16878,
1.079103,
1.111049,
1.372976,
0.856638
],
[
87,
44,
43,
87,
44,
43
],
[
45,
22,
23,
45,
22,
23
],
[
42,
22,
20,
42,
22,
20
],
[
51.724138,
50,
53.488372,
51.724138,
50,
53.488372
],
[
1.499841,
2.16878,
0.93835,
1.036979,
1.372976,
0.744903
],
[
115339,
115339,
77966,
82298,
67231,
82298
],
[
-63353,
-61801,
-63353,
-123010,
-66526,
-123010
],
[
131,
89,
174,
131,
89,
174
],
[
167,
87,
244,
167,
87,
244
],
[
93,
90,
95,
93,
90,
95
],
[
11442,
3923,
7520,
11442,
3923,
7520
],
[
0,
0,
813.044013,
0,
0,
813.044013
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359918,
420531,
-311724,
-250307,
-134348,
-578899
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551168000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759280602709,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 76,
"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) |
|---|