| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 736220.0078 | 565440.9737 | 170779.0342 | 3378885.1332 | 2119680.8538 | 1259204.2795 |
| Total P&L (%) | 736.22 | 565.441 | 170.779 | 3378.8851 | 2119.6809 | 1259.2043 |
| Avg Daily Profit (%) | 0.3726 | 0.2862 | 0.0864 | 0.1798 | 0.157 | 0.1321 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125033 | -113879 | -90690 | -2574930 | -2340610 | -1084694 |
| Profit Factor | 1.7041 | 2.0771 | 1.328 | 1.2209 | 1.2668 | 1.1713 |
| Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
| Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
| Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
| Profitability (%) | 45.6667 | 44.6667 | 46.6667 | 45.6667 | 44.6667 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.0275 | 2.5731 | 1.5177 | 1.4526 | 1.5694 | 1.3386 |
| Largest Winning Trade | 128208 | 128208 | 56034 | 1716098 | 1716098 | 1005107 |
| Largest Losing Trade | -52607 | -27229 | -52607 | -921714 | -921714 | -677864 |
| Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
| Avg Bars in Winners | 56 | 50 | 62 | 56 | 50 | 62 |
| Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
| Bars Traded | 11642 | 5249 | 6393 | 11642 | 5249 | 6393 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454524 | 391665 | -77270 | 264567 | 245482 | -49412 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548734400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759630422909,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 14,
"offset": 52
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
736220.0078089923,
565440.9736547489,
170779.0341542434,
3378885.13322735,
2119680.8537744232,
1259204.2794529248
],
[
736.220008,
565.440974,
170.779034,
3378.885133,
2119.680854,
1259.204279
],
[
0.372581,
0.286154,
0.086427,
0.179782,
0.157003,
0.132146
],
[
10,
10,
10,
10,
10,
10
],
[
-125033,
-113879,
-90690,
-2574930,
-2340610,
-1084694
],
[
1.704054,
2.077103,
1.327966,
1.220884,
1.266825,
1.17125
],
[
300,
150,
150,
300,
150,
150
],
[
137,
67,
70,
137,
67,
70
],
[
163,
83,
80,
163,
83,
80
],
[
45.666667,
44.666667,
46.666667,
45.666667,
44.666667,
46.666667
],
[
2.027451,
2.573127,
1.517675,
1.452585,
1.56935,
1.338572
],
[
128208,
128208,
56034,
1716098,
1716098,
1005107
],
[
-52607,
-27229,
-52607,
-921714,
-921714,
-677864
],
[
38,
34,
42,
38,
34,
42
],
[
56,
50,
62,
56,
50,
62
],
[
24,
22,
25,
24,
22,
25
],
[
11642,
5249,
6393,
11642,
5249,
6393
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454524,
391665,
-77270,
264567,
245482,
-49412
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548734400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759630422909,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 14,
"offset": 52
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|