| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 599715.4577 | 502680.2892 | 97035.1685 | 3110801.3934 | 1837749.6945 | 1273051.6989 |
| Total P&L (%) | 599.7155 | 502.6803 | 97.0352 | 3110.8014 | 1837.7497 | 1273.0517 |
| Avg Daily Profit (%) | 0.3035 | 0.2544 | 0.0491 | 0.1757 | 0.1501 | 0.1327 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63367 | -40928 | -86462 | -2331270 | -1419136 | -1763351 |
| Profit Factor | 2.6359 | 4.0403 | 1.4821 | 1.687 | 1.8482 | 1.5391 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 48.5149 | 49.0196 | 48 | 48.5149 | 49.0196 | 48 |
| Ratio Avg Win / Avg Loss | 2.7973 | 4.202 | 1.6056 | 1.7903 | 1.9221 | 1.6674 |
| Largest Winning Trade | 161649 | 161649 | 90607 | 2112423 | 962084 | 2112423 |
| Largest Losing Trade | -29360 | -18632 | -29360 | -1332751 | -597461 | -1332751 |
| Avg Bars in Trades | 111 | 98 | 124 | 111 | 98 | 124 |
| Avg Bars in Winners | 174 | 148 | 201 | 174 | 148 | 201 |
| Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
| Bars Traded | 11253 | 5009 | 6244 | 11253 | 5009 | 6244 |
| 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 | 491078 | -164842 | -305855 | 385838 | -169317 | -193686 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550462400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760315021847,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 186,
"offset": 0
}
},
"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": [
[
599715.4576894398,
502680.2891691112,
97035.1685203283,
3110801.39341265,
1837749.6945391574,
1273051.6988734917
],
[
599.715458,
502.680289,
97.035169,
3110.801393,
1837.749695,
1273.051699
],
[
0.3035,
0.254393,
0.049107,
0.175716,
0.150118,
0.13266
],
[
10,
10,
10,
10,
10,
10
],
[
-63367,
-40928,
-86462,
-2331270,
-1419136,
-1763351
],
[
2.635887,
4.040337,
1.482133,
1.68701,
1.848214,
1.539105
],
[
101,
51,
50,
101,
51,
50
],
[
49,
25,
24,
49,
25,
24
],
[
52,
26,
26,
52,
26,
26
],
[
48.514851,
49.019608,
48,
48.514851,
49.019608,
48
],
[
2.797268,
4.201951,
1.605644,
1.790296,
1.922142,
1.667363
],
[
161649,
161649,
90607,
2112423,
962084,
2112423
],
[
-29360,
-18632,
-29360,
-1332751,
-597461,
-1332751
],
[
111,
98,
124,
111,
98,
124
],
[
174,
148,
201,
174,
148,
201
],
[
52,
50,
54,
52,
50,
54
],
[
11253,
5009,
6244,
11253,
5009,
6244
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491078,
-164842,
-305855,
385838,
-169317,
-193686
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550462400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760315021847,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 186,
"offset": 0
}
},
"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) |
|---|