| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 658701.6913 | 567087.1249 | 91614.5664 | 1978832.9831 | 1524973.3095 | 453859.6737 |
| Total P&L (%) | 658.7017 | 567.0871 | 91.6146 | 1978.833 | 1524.9733 | 453.8597 |
| Avg Daily Profit (%) | 0.3332 | 0.2869 | 0.0463 | 0.1536 | 0.1411 | 0.0866 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104429 | -39712 | -170220 | -962510 | -832013 | -898476 |
| Profit Factor | 2.4356 | 3.7972 | 1.3577 | 1.4516 | 1.6796 | 1.2124 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 44.8276 | 48.2759 | 41.3793 | 44.8276 | 48.2759 | 41.3793 |
| Ratio Avg Win / Avg Loss | 2.9977 | 4.0684 | 1.9235 | 1.7866 | 1.7995 | 1.7175 |
| Largest Winning Trade | 192046 | 192046 | 80490 | 839394 | 789225 | 839394 |
| Largest Losing Trade | -45519 | -33952 | -45519 | -614590 | -614590 | -451126 |
| Avg Bars in Trades | 127 | 93 | 160 | 127 | 93 | 160 |
| Avg Bars in Winners | 215 | 146 | 294 | 215 | 146 | 294 |
| Avg Bars in Losers | 55 | 44 | 65 | 55 | 44 | 65 |
| Bars Traded | 7366 | 2716 | 4650 | 7366 | 2716 | 4650 |
| 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 | -167694 | 538834 | -132871 | -171748 | -1742 | -80046 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1553104800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759508477991,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 58,
"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": [
[
658701.6912579911,
567087.124854733,
91614.566403258,
1978832.9831140172,
1524973.3094553668,
453859.6736586506
],
[
658.701691,
567.087125,
91.614566,
1978.832983,
1524.973309,
453.859674
],
[
0.333225,
0.286879,
0.046346,
0.153622,
0.141143,
0.086631
],
[
10,
10,
10,
10,
10,
10
],
[
-104429,
-39712,
-170220,
-962510,
-832013,
-898476
],
[
2.4356,
3.797189,
1.357731,
1.451645,
1.679555,
1.21235
],
[
58,
29,
29,
58,
29,
29
],
[
26,
14,
12,
26,
14,
12
],
[
32,
15,
17,
32,
15,
17
],
[
44.827586,
48.275862,
41.37931,
44.827586,
48.275862,
41.37931
],
[
2.997661,
4.068417,
1.923452,
1.78664,
1.799523,
1.717496
],
[
192046,
192046,
80490,
839394,
789225,
839394
],
[
-45519,
-33952,
-45519,
-614590,
-614590,
-451126
],
[
127,
93,
160,
127,
93,
160
],
[
215,
146,
294,
215,
146,
294
],
[
55,
44,
65,
55,
44,
65
],
[
7366,
2716,
4650,
7366,
2716,
4650
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167694,
538834,
-132871,
-171748,
-1742,
-80046
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1553104800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759508477991,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 58,
"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) |
|---|