| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 645168.3003 | 531853.6492 | 113314.6511 | 3297289.5167 | 2196769.6271 | 1100519.8895 |
| Total P&L (%) | 645.1683 | 531.8536 | 113.3147 | 3297.2895 | 2196.7696 | 1100.5199 |
| Avg Daily Profit (%) | 0.3264 | 0.2691 | 0.0573 | 0.1785 | 0.1587 | 0.1258 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77813 | -42430 | -138013 | -1229492 | -961789 | -1257376 |
| Profit Factor | 2.2766 | 3.4581 | 1.3921 | 1.6359 | 1.8953 | 1.4028 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 54.8077 | 57.6923 | 51.9231 | 54.8077 | 57.6923 | 51.9231 |
| Ratio Avg Win / Avg Loss | 1.8772 | 2.5359 | 1.289 | 1.3489 | 1.3899 | 1.2989 |
| Largest Winning Trade | 120915 | 120915 | 79146 | 980893 | 821176 | 980893 |
| Largest Losing Trade | -42430 | -42430 | -36483 | -961789 | -961789 | -798037 |
| Avg Bars in Trades | 70 | 49 | 92 | 70 | 49 | 92 |
| Avg Bars in Winners | 96 | 54 | 142 | 96 | 54 | 142 |
| Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
| Bars Traded | 7380 | 2586 | 4795 | 7380 | 2586 | 4795 |
| 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 | 516664 | -163816 | -295533 | 386654 | -168886 | -203739 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552802400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758894097730,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 233,
"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": [
[
645168.3003405249,
531853.6492058706,
113314.6511346542,
3297289.5166538237,
2196769.627135342,
1100519.8895184807
],
[
645.1683,
531.853649,
113.314651,
3297.289517,
2196.769627,
1100.51989
],
[
0.326378,
0.269055,
0.057324,
0.178511,
0.158673,
0.125808
],
[
10,
10,
10,
10,
10,
10
],
[
-77813,
-42430,
-138013,
-1229492,
-961789,
-1257376
],
[
2.276577,
3.458071,
1.392067,
1.63585,
1.895275,
1.40284
],
[
104,
52,
52,
104,
52,
52
],
[
57,
30,
27,
57,
30,
27
],
[
47,
22,
25,
47,
22,
25
],
[
54.807692,
57.692308,
51.923077,
54.807692,
57.692308,
51.923077
],
[
1.877178,
2.535919,
1.28895,
1.348859,
1.389868,
1.298926
],
[
120915,
120915,
79146,
980893,
821176,
980893
],
[
-42430,
-42430,
-36483,
-961789,
-961789,
-798037
],
[
70,
49,
92,
70,
49,
92
],
[
96,
54,
142,
96,
54,
142
],
[
40,
42,
37,
40,
42,
37
],
[
7380,
2586,
4795,
7380,
2586,
4795
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516664,
-163816,
-295533,
386654,
-168886,
-203739
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552802400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758894097730,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 233,
"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) |
|---|