| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 622499.6919 | 490857.8474 | 131641.8445 | 1215639.8306 | 1133690.0911 | 81949.7395 |
| Total P&L (%) | 622.4997 | 490.8578 | 131.6418 | 1215.6398 | 1133.6901 | 81.9497 |
| Avg Daily Profit (%) | 0.315 | 0.2484 | 0.0666 | 0.1305 | 0.1272 | 0.0303 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84750 | -85431 | -156624 | -1990266 | -774687 | -1795232 |
| Profit Factor | 1.5303 | 1.8115 | 1.2313 | 1.1346 | 1.24 | 1.019 |
| Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
| Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
| Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
| Profitability (%) | 46.1538 | 44.5255 | 47.7941 | 46.1538 | 44.5255 | 47.7941 |
| Ratio Avg Win / Avg Loss | 1.7853 | 2.2569 | 1.345 | 1.3237 | 1.5449 | 1.1131 |
| Largest Winning Trade | 117320 | 117320 | 73143 | 808973 | 808973 | 373635 |
| Largest Losing Trade | -46160 | -33393 | -46160 | -967073 | -346207 | -967073 |
| Avg Bars in Trades | 42 | 37 | 48 | 42 | 37 | 48 |
| Avg Bars in Winners | 60 | 51 | 69 | 60 | 51 | 69 |
| Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
| Bars Traded | 11708 | 5103 | 6605 | 11708 | 5103 | 6605 |
| Profit Streak | 0 | 0 | 511.3813 | 0 | 0 | 511.3813 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 415993 | 329443 | -104782 | -90970 | -24233 | -352487 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548676800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760000944199,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 62,
"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": [
[
622499.6919284237,
490857.8474378367,
131641.8444905873,
1215639.8305781418,
1133690.091056024,
81949.7395221179
],
[
622.499692,
490.857847,
131.641844,
1215.639831,
1133.690091,
81.94974
],
[
0.31503,
0.24841,
0.06662,
0.130495,
0.127236,
0.030296
],
[
10,
10,
10,
10,
10,
10
],
[
-84750,
-85431,
-156624,
-1990266,
-774687,
-1795232
],
[
1.530264,
1.811452,
1.231344,
1.134564,
1.23996,
1.019017
],
[
273,
137,
136,
273,
137,
136
],
[
126,
61,
65,
126,
61,
65
],
[
147,
76,
71,
147,
76,
71
],
[
46.153846,
44.525547,
47.794118,
46.153846,
44.525547,
47.794118
],
[
1.785308,
2.25689,
1.345007,
1.323658,
1.544868,
1.11308
],
[
117320,
117320,
73143,
808973,
808973,
373635
],
[
-46160,
-33393,
-46160,
-967073,
-346207,
-967073
],
[
42,
37,
48,
42,
37,
48
],
[
60,
51,
69,
60,
51,
69
],
[
27,
25,
29,
27,
25,
29
],
[
11708,
5103,
6605,
11708,
5103,
6605
],
[
0,
0,
511.381298,
0,
0,
511.381299
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415993,
329443,
-104782,
-90970,
-24233,
-352487
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548676800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760000944199,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 62,
"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) |
|---|