| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 744090.572 | 563123.2933 | 180967.2787 | 5310727.9302 | 692631.9415 | 4618095.9887 |
| Total P&L (%) | 744.0906 | 563.1233 | 180.9673 | 5310.7279 | 692.6319 | 4618.096 |
| Avg Daily Profit (%) | 0.3764 | 0.2849 | 0.0915 | 0.2021 | 0.1048 | 0.1952 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139190 | -92445 | -89015 | -14908961 | -7897102 | -7898047 |
| Profit Factor | 1.8221 | 2.1708 | 1.4267 | 1.1543 | 1.034 | 1.3286 |
| Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
| Profitability (%) | 46.114 | 45.3608 | 46.875 | 46.114 | 45.3608 | 46.875 |
| Ratio Avg Win / Avg Loss | 2.1292 | 2.6149 | 1.6169 | 1.3489 | 1.2455 | 1.5057 |
| Largest Winning Trade | 148198 | 148198 | 76820 | 4022147 | 4022147 | 3008533 |
| Largest Losing Trade | -34852 | -29626 | -34852 | -4414159 | -4414159 | -3620172 |
| Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
| Avg Bars in Winners | 53 | 57 | 49 | 53 | 57 | 49 |
| Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
| Bars Traded | 7488 | 3924 | 3564 | 7488 | 3924 | 3564 |
| Profit Streak | 541.1435 | 541.1435 | 550.3935 | 541.1435 | 541.1435 | 550.3935 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 484603 | 409584 | -69702 | -42243 | -237291 | 303706 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551031200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758921994113,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 216,
"offset": 0,
"multiplier": 2.69199
}
}
} {
"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": [
[
744090.5720137965,
563123.2932837796,
180967.2787300174,
5310727.930217572,
692631.9414805957,
4618095.988736977
],
[
744.090572,
563.123293,
180.967279,
5310.72793,
692.631941,
4618.095989
],
[
0.376421,
0.284873,
0.091548,
0.202099,
0.104782,
0.195156
],
[
10,
10,
10,
10,
10,
10
],
[
-139190,
-92445,
-89015,
-14908961,
-7897102,
-7898047
],
[
1.822105,
2.170822,
1.426669,
1.154336,
1.034029,
1.328557
],
[
193,
97,
96,
193,
97,
96
],
[
89,
44,
45,
89,
44,
45
],
[
104,
53,
51,
104,
53,
51
],
[
46.11399,
45.360825,
46.875,
46.11399,
45.360825,
46.875
],
[
2.129201,
2.614853,
1.616891,
1.348888,
1.245535,
1.505697
],
[
148198,
148198,
76820,
4022147,
4022147,
3008533
],
[
-34852,
-29626,
-34852,
-4414159,
-4414159,
-3620172
],
[
38,
40,
37,
38,
40,
37
],
[
53,
57,
49,
53,
57,
49
],
[
26,
26,
26,
26,
26,
26
],
[
7488,
3924,
3564,
7488,
3924,
3564
],
[
541.14345,
541.14345,
550.39345,
541.14345,
541.14345,
550.39345
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
484603,
409584,
-69702,
-42243,
-237291,
303706
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551031200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758921994113,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 216,
"offset": 0,
"multiplier": 2.69199
}
}
}
| # | 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) |
|---|