| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478416.1354 | 438196.0127 | 40220.1227 | 196760.192 | 885298.3822 | -688538.1903 |
| Total P&L (%) | 478.4161 | 438.196 | 40.2201 | 196.7602 | 885.2984 | -688.5382 |
| Avg Daily Profit (%) | 0.2421 | 0.2218 | 0.0204 | 0.0551 | 0.1158 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -198076 | -143087 | -99114 | -2972069 | -2339798 | -1688679 |
| Profit Factor | 1.8167 | 2.6708 | 1.1243 | 1.0276 | 1.2517 | 0.8095 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.0438 | 3.0047 | 1.2649 | 1.156 | 1.4082 | 0.9107 |
| Largest Winning Trade | 170715 | 170715 | 64980 | 1216460 | 1076585 | 1216460 |
| Largest Losing Trade | -54724 | -49678 | -54724 | -1564590 | -1564590 | -1194220 |
| Avg Bars in Trades | 169 | 148 | 190 | 169 | 148 | 190 |
| Avg Bars in Winners | 273 | 234 | 311 | 273 | 234 | 311 |
| Avg Bars in Losers | 76 | 71 | 82 | 76 | 71 | 82 |
| Bars Traded | 11506 | 5037 | 6469 | 11506 | 5037 | 6469 |
| Profit Streak | 0 | 0 | 670.5244 | 0 | 0 | 670.5244 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -103493 | 422671 | -251856 | -424488 | -39301 | -580981 |
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550908800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759552509808,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 113,
"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": [
[
478416.1354024548,
438196.0126689547,
40220.1227334996,
196760.1919546031,
885298.382242151,
-688538.1902875477
],
[
478.416135,
438.196013,
40.220123,
196.760192,
885.298382,
-688.53819
],
[
0.242113,
0.221759,
0.020354,
0.055063,
0.115845,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-198076,
-143087,
-99114,
-2972069,
-2339798,
-1688679
],
[
1.816687,
2.67084,
1.124313,
1.02759,
1.251701,
0.809503
],
[
68,
34,
34,
68,
34,
34
],
[
32,
16,
16,
32,
16,
16
],
[
36,
18,
18,
36,
18,
18
],
[
47.058824,
47.058824,
47.058824,
47.058824,
47.058824,
47.058824
],
[
2.043773,
3.004696,
1.264852,
1.156038,
1.408163,
0.910691
],
[
170715,
170715,
64980,
1216460,
1076585,
1216460
],
[
-54724,
-49678,
-54724,
-1564590,
-1564590,
-1194220
],
[
169,
148,
190,
169,
148,
190
],
[
273,
234,
311,
273,
234,
311
],
[
76,
71,
82,
76,
71,
82
],
[
11506,
5037,
6469,
11506,
5037,
6469
],
[
0,
0,
670.524419,
0,
0,
670.524419
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103493,
422671,
-251856,
-424488,
-39301,
-580981
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11856,
"evaluation_days": 1976,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550908800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759552509808,
"expiration_time": 1723704192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 113,
"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) |
|---|