| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 571665.9293 | 482790.5712 | 88875.3581 | 577442.5484 | 23030.7907 | 554411.7577 |
| Total P&L (%) | 571.6659 | 482.7906 | 88.8754 | 577.4425 | 23.0308 | 554.4118 |
| Avg Daily Profit (%) | 0.2892 | 0.2442 | 0.045 | 0.0968 | 0.0105 | 0.0951 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107318 | -84083 | -185124 | -1457328 | -1184319 | -1331466 |
| Profit Factor | 1.5461 | 1.9609 | 1.1633 | 1.0915 | 1.0071 | 1.1798 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Profitability (%) | 52.3148 | 51.8519 | 52.7778 | 52.3148 | 51.8519 | 52.7778 |
| Ratio Avg Win / Avg Loss | 1.4093 | 1.8209 | 1.0408 | 0.9949 | 0.9352 | 1.0556 |
| Largest Winning Trade | 115336 | 115336 | 79670 | 800820 | 385844 | 800820 |
| Largest Losing Trade | -58959 | -31078 | -58959 | -1068195 | -345928 | -1068195 |
| Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
| Avg Bars in Winners | 43 | 31 | 55 | 43 | 31 | 55 |
| Avg Bars in Losers | 26 | 19 | 33 | 26 | 19 | 33 |
| Bars Traded | 7681 | 2794 | 4887 | 7681 | 2794 | 4887 |
| Profit Streak | 0 | 0 | 556.6127 | 0 | 0 | 556.6127 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 425474 | 431103 | -172730 | -183444 | -397794 | -87299 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759437741196,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
571665.9292745184,
482790.5711743186,
88875.3581001996,
577442.5483519862,
23030.7906870274,
554411.7576649582
],
[
571.665929,
482.790571,
88.875358,
577.442548,
23.030791,
554.411758
],
[
0.289195,
0.244235,
0.04496,
0.09683,
0.010486,
0.095078
],
[
10,
10,
10,
10,
10,
10
],
[
-107318,
-84083,
-185124,
-1457328,
-1184319,
-1331466
],
[
1.546137,
1.960934,
1.163276,
1.091456,
1.007129,
1.179813
],
[
216,
108,
108,
216,
108,
108
],
[
113,
56,
57,
113,
56,
57
],
[
103,
52,
51,
103,
52,
51
],
[
52.314815,
51.851852,
52.777778,
52.314815,
51.851852,
52.777778
],
[
1.409311,
1.820868,
1.040826,
0.994867,
0.935191,
1.055622
],
[
115336,
115336,
79670,
800820,
385844,
800820
],
[
-58959,
-31078,
-58959,
-1068195,
-345928,
-1068195
],
[
35,
25,
45,
35,
25,
45
],
[
43,
31,
55,
43,
31,
55
],
[
26,
19,
33,
26,
19,
33
],
[
7681,
2794,
4887,
7681,
2794,
4887
],
[
0,
0,
556.612745,
0,
0,
556.612745
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
425474,
431103,
-172730,
-183444,
-397794,
-87299
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551441600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759437741196,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|