| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 432656.8161 | 401895.8898 | 30760.9263 | -41021.9901 | 67532.0881 | -108554.0782 |
| Total P&L (%) | 432.6568 | 401.8959 | 30.7609 | -41.022 | 67.5321 | -108.5541 |
| Avg Daily Profit (%) | 0.219 | 0.2034 | 0.0156 | -0.0267 | 0.0261 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206737 | -74919 | -296305 | -224210 | -76373 | -247254 |
| Profit Factor | 1.4703 | 1.9943 | 1.0596 | 0.929 | 1.2935 | 0.6875 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
| Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
| Profitability (%) | 55.0898 | 58.3333 | 51.8072 | 55.0898 | 58.3333 | 51.8072 |
| Ratio Avg Win / Avg Loss | 1.1986 | 1.4245 | 0.9857 | 0.7573 | 0.9239 | 0.6395 |
| Largest Winning Trade | 80015 | 77499 | 80015 | 65298 | 65298 | 65121 |
| Largest Losing Trade | -92516 | -55455 | -92516 | -68322 | -41317 | -68322 |
| Avg Bars in Trades | 69 | 42 | 96 | 69 | 42 | 96 |
| Avg Bars in Winners | 83 | 39 | 133 | 83 | 39 | 133 |
| Avg Bars in Losers | 52 | 46 | 57 | 52 | 46 | 57 |
| Bars Traded | 11581 | 3544 | 8036 | 11581 | 3544 | 8036 |
| Profit Streak | 478.2504 | 478.2504 | 563.7504 | 478.2504 | 478.2504 | 563.7504 |
| Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410502 | 419886 | -330364 | -578282 | -158435 | -579457 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550793600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759068038193,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 209,
"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": [
[
432656.816061848,
401895.8897916636,
30760.9262701844,
-41021.9901482383,
67532.0880574205,
-108554.0782056588
],
[
432.656816,
401.89589,
30.760926,
-41.02199,
67.532088,
-108.554078
],
[
0.218956,
0.203389,
0.015567,
-0.026717,
0.026117,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-206737,
-74919,
-296305,
-224210,
-76373,
-247254
],
[
1.470281,
1.994275,
1.059639,
0.928961,
1.293523,
0.687511
],
[
167,
84,
83,
167,
84,
83
],
[
92,
49,
43,
92,
49,
43
],
[
75,
35,
40,
75,
35,
40
],
[
55.08982,
58.333333,
51.807229,
55.08982,
58.333333,
51.807229
],
[
1.198598,
1.424482,
0.98571,
0.757305,
0.923945,
0.639546
],
[
80015,
77499,
80015,
65298,
65298,
65121
],
[
-92516,
-55455,
-92516,
-68322,
-41317,
-68322
],
[
69,
42,
96,
69,
42,
96
],
[
83,
39,
133,
83,
39,
133
],
[
52,
46,
57,
52,
46,
57
],
[
11581,
3544,
8036,
11581,
3544,
8036
],
[
478.250442,
478.250442,
563.750442,
478.250442,
478.250442,
563.750442
],
[
2,
1,
8,
2,
1,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410502,
419886,
-330364,
-578282,
-158435,
-579457
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550793600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759068038193,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 209,
"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) |
|---|