| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 727114.8556 | 630298.3498 | 96816.5057 | 431900.2442 | 776074.2034 | -344173.9592 |
| Total P&L (%) | 727.1149 | 630.2984 | 96.8165 | 431.9002 | 776.0742 | -344.174 |
| Avg Daily Profit (%) | 0.3678 | 0.3188 | 0.049 | 0.0846 | 0.1098 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115626 | -158269 | -78203 | -1437538 | -1431883 | -1247631 |
| Profit Factor | 2.2106 | 2.699 | 1.4216 | 1.0868 | 1.262 | 0.8292 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 50.8197 | 48.3871 | 53.3333 | 50.8197 | 48.3871 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.1393 | 2.8789 | 1.2439 | 1.0517 | 1.3461 | 0.7256 |
| Largest Winning Trade | 254111 | 254111 | 61646 | 1203515 | 1203515 | 520510 |
| Largest Losing Trade | -59363 | -59363 | -55278 | -810221 | -810221 | -619713 |
| Avg Bars in Trades | 91 | 109 | 72 | 91 | 109 | 72 |
| Avg Bars in Winners | 109 | 121 | 97 | 109 | 121 | 97 |
| Avg Bars in Losers | 72 | 97 | 43 | 72 | 97 | 43 |
| Bars Traded | 5554 | 3381 | 2173 | 5554 | 3381 | 2173 |
| Profit Streak | 0 | 0 | 647.892 | 0 | 0 | 647.892 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -152215 | 487266 | -125342 | -371020 | -46755 | -579435 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1555315200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759267468009,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 35,
"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": [
[
727114.8555717681,
630298.3498372535,
96816.5057345149,
431900.2441925951,
776074.2033571545,
-344173.9591645595
],
[
727.114856,
630.29835,
96.816506,
431.900244,
776.074203,
-344.173959
],
[
0.367787,
0.318816,
0.048971,
0.084572,
0.109837,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115626,
-158269,
-78203,
-1437538,
-1431883,
-1247631
],
[
2.210582,
2.698973,
1.421592,
1.086767,
1.26199,
0.829235
],
[
61,
31,
30,
61,
31,
30
],
[
31,
15,
16,
31,
15,
16
],
[
30,
16,
14,
30,
16,
14
],
[
50.819672,
48.387097,
53.333333,
50.819672,
48.387097,
53.333333
],
[
2.139273,
2.878905,
1.243893,
1.05171,
1.346123,
0.72558
],
[
254111,
254111,
61646,
1203515,
1203515,
520510
],
[
-59363,
-59363,
-55278,
-810221,
-810221,
-619713
],
[
91,
109,
72,
91,
109,
72
],
[
109,
121,
97,
109,
121,
97
],
[
72,
97,
43,
72,
97,
43
],
[
5554,
3381,
2173,
5554,
3381,
2173
],
[
0,
0,
647.891991,
0,
0,
647.891991
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-152215,
487266,
-125342,
-371020,
-46755,
-579435
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1555315200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759267468009,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 35,
"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) |
|---|