| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 535267.7433 | 450028.2375 | 85239.5058 | 258510.0211 | 334132.9752 | -75622.9541 |
| Total P&L (%) | 535.2677 | 450.0282 | 85.2395 | 258.51 | 334.133 | -75.623 |
| Avg Daily Profit (%) | 0.2708 | 0.2277 | 0.0431 | 0.0646 | 0.0743 | -0.0714 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133437 | -120164 | -138813 | -676678 | -759860 | -720656 |
| Profit Factor | 1.5575 | 1.9542 | 1.1745 | 1.0739 | 1.1894 | 0.9563 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
| Profitability (%) | 49.6855 | 48.75 | 50.6329 | 49.6855 | 48.75 | 50.6329 |
| Ratio Avg Win / Avg Loss | 1.5772 | 2.0544 | 1.1451 | 1.0875 | 1.2504 | 0.9324 |
| Largest Winning Trade | 193446 | 193446 | 64958 | 391693 | 391693 | 291033 |
| Largest Losing Trade | -53763 | -50270 | -53763 | -329224 | -329224 | -263971 |
| Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
| Avg Bars in Winners | 55 | 66 | 44 | 55 | 66 | 44 |
| Avg Bars in Losers | 39 | 50 | 28 | 39 | 50 | 28 |
| Bars Traded | 7554 | 4696 | 2858 | 7554 | 4696 | 2858 |
| Profit Streak | 0 | 0 | 608.9072 | 0 | 0 | 608.9072 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436401 | -8374 | -189419 | -245153 | -125893 | -606320 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1553061600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759743979588,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 144,
"offset": 0,
"multiplier": 3.00811
}
}
} {
"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": [
[
535267.7432657522,
450028.2374582812,
85239.505807471,
258510.0210702992,
334132.9751987387,
-75622.9541284398
],
[
535.267743,
450.028237,
85.239506,
258.510021,
334.132975,
-75.622954
],
[
0.270782,
0.227661,
0.043121,
0.064611,
0.0743,
-0.071381
],
[
10,
10,
10,
10,
10,
10
],
[
-133437,
-120164,
-138813,
-676678,
-759860,
-720656
],
[
1.557531,
1.954218,
1.174511,
1.073928,
1.18938,
0.956348
],
[
159,
80,
79,
159,
80,
79
],
[
79,
39,
40,
79,
39,
40
],
[
80,
41,
39,
80,
41,
39
],
[
49.685535,
48.75,
50.632911,
49.685535,
48.75,
50.632911
],
[
1.577247,
2.054434,
1.145148,
1.087522,
1.250374,
0.93244
],
[
193446,
193446,
64958,
391693,
391693,
291033
],
[
-53763,
-50270,
-53763,
-329224,
-329224,
-263971
],
[
47,
58,
36,
47,
58,
36
],
[
55,
66,
44,
55,
66,
44
],
[
39,
50,
28,
39,
50,
28
],
[
7554,
4696,
2858,
7554,
4696,
2858
],
[
0,
0,
608.907171,
0,
0,
608.907171
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436401,
-8374,
-189419,
-245153,
-125893,
-606320
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1553061600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759743979588,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 144,
"offset": 0,
"multiplier": 3.00811
}
}
}
| # | 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) |
|---|