| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 737185.9085 | 600694.0321 | 136491.8764 | 909582.4833 | 1217274.8121 | -307692.3288 |
| Total P&L (%) | 737.1859 | 600.694 | 136.4919 | 909.5825 | 1217.2748 | -307.6923 |
| Avg Daily Profit (%) | 0.3729 | 0.3039 | 0.069 | 0.117 | 0.1305 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157302 | -134593 | -153192 | -1604672 | -995824 | -1164996 |
| Profit Factor | 1.989 | 2.4722 | 1.4046 | 1.206 | 1.5442 | 0.8587 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Profitability (%) | 45.7831 | 45.2381 | 46.3415 | 45.7831 | 45.2381 | 46.3415 |
| Ratio Avg Win / Avg Loss | 2.3553 | 2.9927 | 1.6263 | 1.4282 | 1.8693 | 0.9943 |
| Largest Winning Trade | 229441 | 229441 | 58188 | 655266 | 655266 | 378298 |
| Largest Losing Trade | -59653 | -59331 | -59653 | -597082 | -597082 | -442535 |
| Avg Bars in Trades | 91 | 97 | 85 | 91 | 97 | 85 |
| Avg Bars in Winners | 132 | 130 | 133 | 132 | 130 | 133 |
| Avg Bars in Losers | 57 | 70 | 44 | 57 | 70 | 44 |
| Bars Traded | 7632 | 4111 | 3521 | 7632 | 4111 | 3521 |
| Profit Streak | 0 | 0 | 642.1107 | 0 | 0 | 642.1107 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373579 | 425826 | -99336 | -39752 | -17499 | -581207 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552348800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758789562837,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 48,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
737185.9084815965,
600694.0320577574,
136491.8764238392,
909582.4832821249,
1217274.8120647517,
-307692.328782627
],
[
737.185908,
600.694032,
136.491876,
909.582483,
1217.274812,
-307.692329
],
[
0.372928,
0.30388,
0.069049,
0.117034,
0.130509,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-157302,
-134593,
-153192,
-1604672,
-995824,
-1164996
],
[
1.988955,
2.472191,
1.40455,
1.206035,
1.544175,
0.858712
],
[
83,
42,
41,
83,
42,
41
],
[
38,
19,
19,
38,
19,
19
],
[
45,
23,
22,
45,
23,
22
],
[
45.783133,
45.238095,
46.341463,
45.783133,
45.238095,
46.341463
],
[
2.355342,
2.992653,
1.626321,
1.4282,
1.869265,
0.994299
],
[
229441,
229441,
58188,
655266,
655266,
378298
],
[
-59653,
-59331,
-59653,
-597082,
-597082,
-442535
],
[
91,
97,
85,
91,
97,
85
],
[
132,
130,
133,
132,
130,
133
],
[
57,
70,
44,
57,
70,
44
],
[
7632,
4111,
3521,
7632,
4111,
3521
],
[
0,
0,
642.110681,
0,
0,
642.110681
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373579,
425826,
-99336,
-39752,
-17499,
-581207
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552348800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758789562837,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 48,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|