| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 628380.3477 | 612156.2029 | 16224.1447 | 24929.2478 | -390763.7054 | 415692.9533 |
| Total P&L (%) | 628.3803 | 612.1562 | 16.2241 | 24.9292 | -390.7637 | 415.693 |
| Avg Daily Profit (%) | 0.3179 | 0.3097 | 0.0082 | 0.0113 | 0 | 0.083 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -203303 | -209287 | -24224 | -1884660 | -1939929 | -43454 |
| Profit Factor | 2.1092 | 2.2467 | 1.2149 | 1.0082 | 0.8658 | 4.5753 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 51.8519 | 55 | 48.7805 | 51.8519 | 55 | 48.7805 |
| Ratio Avg Win / Avg Loss | 1.9585 | 1.8382 | 1.2756 | 0.9362 | 0.7084 | 4.804 |
| Largest Winning Trade | 295578 | 295578 | 13528 | 703592 | 703592 | 233419 |
| Largest Losing Trade | -78526 | -78526 | -10382 | -1538152 | -1538152 | -32384 |
| Avg Bars in Trades | 94 | 186 | 4 | 94 | 186 | 4 |
| Avg Bars in Winners | 60 | 111 | 4 | 60 | 111 | 4 |
| Avg Bars in Losers | 130 | 278 | 4 | 130 | 278 | 4 |
| Bars Traded | 7654 | 7473 | 181 | 7654 | 7473 | 181 |
| Profit Streak | 0 | 619.2301 | 0 | 0 | 619.2301 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2981 | 549974 | -191866 | -410569 | -578752 | -74795 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1548828000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760139078163,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 232,
"offset": 218,
"std": 3.43736
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 49,
"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": [
[
628380.3476520624,
612156.2029286029,
16224.1447234596,
24929.2478207534,
-390763.7054357452,
415692.9532564986
],
[
628.380348,
612.156203,
16.224145,
24.929248,
-390.763705,
415.692953
],
[
0.317886,
0.309678,
0.008207,
0.01126,
0,
0.083016
],
[
10,
10,
10,
10,
10,
10
],
[
-203303,
-209287,
-24224,
-1884660,
-1939929,
-43454
],
[
2.109167,
2.246697,
1.214858,
1.008234,
0.865784,
4.575273
],
[
81,
40,
41,
81,
40,
41
],
[
42,
22,
20,
42,
22,
20
],
[
39,
18,
21,
39,
18,
21
],
[
51.851852,
55,
48.780488,
51.851852,
55,
48.780488
],
[
1.958512,
1.838207,
1.2756,
0.936217,
0.708369,
4.804036
],
[
295578,
295578,
13528,
703592,
703592,
233419
],
[
-78526,
-78526,
-10382,
-1538152,
-1538152,
-32384
],
[
94,
186,
4,
94,
186,
4
],
[
60,
111,
4,
60,
111,
4
],
[
130,
278,
4,
130,
278,
4
],
[
7654,
7473,
181,
7654,
7473,
181
],
[
0,
619.230071,
0,
0,
619.230071,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2981,
549974,
-191866,
-410569,
-578752,
-74795
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1548828000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760139078163,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 232,
"offset": 218,
"std": 3.43736
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 49,
"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) |
|---|