| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 464108.8211 | 429926.9274 | 34181.8937 | 42433.9021 | -50217.4127 | 92651.3149 |
| Total P&L (%) | 464.1088 | 429.9269 | 34.1819 | 42.4339 | -50.2174 | 92.6513 |
| Avg Daily Profit (%) | 0.2349 | 0.2176 | 0.0173 | 0.0179 | -0.0353 | 0.0332 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184530 | -127768 | -132572 | -937521 | -1020211 | -501327 |
| Profit Factor | 1.2628 | 1.4654 | 1.0406 | 1.0067 | 0.9851 | 1.0317 |
| Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
| Winning Trades | 289 | 143 | 146 | 289 | 143 | 146 |
| Losing Trades | 249 | 126 | 123 | 249 | 126 | 123 |
| Profitability (%) | 53.7175 | 53.1599 | 54.2751 | 53.7175 | 53.1599 | 54.2751 |
| Ratio Avg Win / Avg Loss | 1.088 | 1.2912 | 0.8767 | 0.8674 | 0.868 | 0.8691 |
| Largest Winning Trade | 181817 | 181817 | 60230 | 319487 | 319487 | 274893 |
| Largest Losing Trade | -31756 | -30210 | -31756 | -214129 | -214129 | -203918 |
| Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
| Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
| Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
| Bars Traded | 11716 | 5331 | 6385 | 11716 | 5331 | 6385 |
| Profit Streak | 0 | 0 | 503.646 | 0 | 0 | 503.646 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 408469 | 374574 | -347016 | -382150 | -579238 | -332910 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548504000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759375817471,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
464108.8210883378,
429926.9273899846,
34181.8936983535,
42433.9021418713,
-50217.4127372024,
92651.3148790738
],
[
464.108821,
429.926927,
34.181894,
42.433902,
-50.217413,
92.651315
],
[
0.234873,
0.217574,
0.017299,
0.017902,
-0.035293,
0.033189
],
[
10,
10,
10,
10,
10,
10
],
[
-184530,
-127768,
-132572,
-937521,
-1020211,
-501327
],
[
1.262783,
1.465387,
1.04058,
1.006741,
0.985087,
1.031653
],
[
538,
269,
269,
538,
269,
269
],
[
289,
143,
146,
289,
143,
146
],
[
249,
126,
123,
249,
126,
123
],
[
53.717472,
53.159851,
54.275093,
53.717472,
53.159851,
54.275093
],
[
1.088003,
1.29118,
0.876653,
0.8674,
0.867979,
0.869132
],
[
181817,
181817,
60230,
319487,
319487,
274893
],
[
-31756,
-30210,
-31756,
-214129,
-214129,
-203918
],
[
21,
19,
23,
21,
19,
23
],
[
24,
22,
26,
24,
22,
26
],
[
19,
17,
20,
19,
17,
20
],
[
11716,
5331,
6385,
11716,
5331,
6385
],
[
0,
0,
503.646035,
0,
0,
503.646036
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408469,
374574,
-347016,
-382150,
-579238,
-332910
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1548504000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759375817471,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|