| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 528490.3195 | 430828.038 | 97662.2815 | 561115.1972 | -1571551.4098 | 2132666.6069 |
| Total P&L (%) | 528.4903 | 430.828 | 97.6623 | 561.1152 | -1571.5514 | 2132.6666 |
| Avg Daily Profit (%) | 0.2675 | 0.218 | 0.0494 | 0.0956 | 0 | 0.1573 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -272533 | -181083 | -95757 | -12094028 | -9552849 | -2558034 |
| Profit Factor | 1.9329 | 2.5329 | 1.3421 | 1.0336 | 0.8558 | 1.3669 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 |
| Ratio Avg Win / Avg Loss | 2.1262 | 2.7862 | 1.4764 | 1.1369 | 0.9414 | 1.5036 |
| Largest Winning Trade | 167434 | 167434 | 59288 | 4627658 | 4145173 | 4627658 |
| Largest Losing Trade | -55556 | -50525 | -55556 | -6281825 | -6281825 | -1654918 |
| Avg Bars in Trades | 138 | 148 | 127 | 138 | 148 | 127 |
| Avg Bars in Winners | 200 | 224 | 175 | 200 | 224 | 175 |
| Avg Bars in Losers | 81 | 80 | 82 | 81 | 80 | 82 |
| Bars Traded | 11593 | 6252 | 5341 | 11593 | 6252 | 5341 |
| 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 | 417011 | 421965 | -127448 | -249172 | -581660 | 302178 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550232000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759483810918,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 105,
"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": [
[
528490.31949977,
430828.0379596023,
97662.281540168,
561115.1971597145,
-1571551.4097780434,
2132666.6069377586
],
[
528.490319,
430.828038,
97.662282,
561.115197,
-1571.55141,
2132.666607
],
[
0.267455,
0.21803,
0.049424,
0.095631,
0,
0.157299
],
[
10,
10,
10,
10,
10,
10
],
[
-272533,
-181083,
-95757,
-12094028,
-9552849,
-2558034
],
[
1.932916,
2.532946,
1.342138,
1.03358,
0.855778,
1.366881
],
[
84,
42,
42,
84,
42,
42
],
[
40,
20,
20,
40,
20,
20
],
[
44,
22,
22,
44,
22,
22
],
[
47.619048,
47.619048,
47.619048,
47.619048,
47.619048,
47.619048
],
[
2.126208,
2.78624,
1.476352,
1.136938,
0.941356,
1.503569
],
[
167434,
167434,
59288,
4627658,
4145173,
4627658
],
[
-55556,
-50525,
-55556,
-6281825,
-6281825,
-1654918
],
[
138,
148,
127,
138,
148,
127
],
[
200,
224,
175,
200,
224,
175
],
[
81,
80,
82,
81,
80,
82
],
[
11593,
6252,
5341,
11593,
6252,
5341
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417011,
421965,
-127448,
-249172,
-581660,
302178
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550232000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759483810918,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 105,
"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) |
|---|