| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342433.7176 | 268893.0613 | 73540.6562 | -9755.5595 | 886914.0338 | -896669.5933 |
| Total P&L (%) | 342.4337 | 268.8931 | 73.5407 | -9.7556 | 886.914 | -896.6696 |
| Avg Daily Profit (%) | 0.1732 | 0.136 | 0.0372 | -0.0052 | 0.1159 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142313 | -75480 | -165799 | -1795539 | -534957 | -1393918 |
| Profit Factor | 1.4283 | 2.1165 | 1.1316 | 0.9975 | 1.9141 | 0.6984 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
| Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Profitability (%) | 56 | 58 | 54 | 56 | 58 | 54 |
| Ratio Avg Win / Avg Loss | 1.1222 | 1.5326 | 0.964 | 0.7838 | 1.386 | 0.595 |
| Largest Winning Trade | 75538 | 75538 | 72645 | 679672 | 443596 | 679672 |
| Largest Losing Trade | -90561 | -31525 | -90561 | -1389227 | -241559 | -1389227 |
| Avg Bars in Trades | 28 | 14 | 43 | 28 | 14 | 43 |
| Avg Bars in Winners | 32 | 17 | 48 | 32 | 17 | 48 |
| Avg Bars in Losers | 24 | 9 | 36 | 24 | 9 | 36 |
| Bars Traded | 5769 | 1447 | 4322 | 5769 | 1447 | 4322 |
| Profit Streak | 497.2886 | 0 | 500.9553 | 497.2886 | 0 | 500.9553 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 394078 | -6406 | -219811 | -578091 | -34347 | -579962 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551801600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759906534055,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 140,
"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": [
[
342433.7175628518,
268893.0613366736,
73540.6562261785,
-9755.559527859,
886914.0338097354,
-896669.5933375941
],
[
342.433718,
268.893061,
73.540656,
-9.75556,
886.914034,
-896.669593
],
[
0.173209,
0.136011,
0.037198,
-0.005192,
0.115869,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-142313,
-75480,
-165799,
-1795539,
-534957,
-1393918
],
[
1.428256,
2.116452,
1.131615,
0.997526,
1.914061,
0.69842
],
[
200,
100,
100,
200,
100,
100
],
[
112,
58,
54,
112,
58,
54
],
[
88,
42,
46,
88,
42,
46
],
[
56,
58,
54,
56,
58,
54
],
[
1.122201,
1.532603,
0.963969,
0.783771,
1.386044,
0.594951
],
[
75538,
75538,
72645,
679672,
443596,
679672
],
[
-90561,
-31525,
-90561,
-1389227,
-241559,
-1389227
],
[
28,
14,
43,
28,
14,
43
],
[
32,
17,
48,
32,
17,
48
],
[
24,
9,
36,
24,
9,
36
],
[
5769,
1447,
4322,
5769,
1447,
4322
],
[
497.288588,
0,
500.955255,
497.288589,
0,
500.955255
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
394078,
-6406,
-219811,
-578091,
-34347,
-579962
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551801600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759906534055,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 140,
"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) |
|---|