| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 406003.5732 | 428833.2823 | -22829.7091 | -19804.127 | 222453.0556 | -242257.1826 |
| Total P&L (%) | 406.0036 | 428.8333 | -22.8297 | -19.8041 | 222.4531 | -242.2572 |
| Avg Daily Profit (%) | 0.2054 | 0.2169 | -0.0115 | -0.0112 | 0.0592 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195995 | -180366 | -73769 | -908564 | -674168 | -317555 |
| Profit Factor | 1.5889 | 1.9014 | 0.8932 | 0.991 | 1.1358 | 0.5763 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
| Losing Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Profitability (%) | 73.6 | 79.0323 | 68.254 | 73.6 | 79.0323 | 68.254 |
| Ratio Avg Win / Avg Loss | 0.5699 | 0.5044 | 0.4154 | 0.3555 | 0.3013 | 0.2681 |
| Largest Winning Trade | 61312 | 61312 | 19092 | 343223 | 343223 | 69185 |
| Largest Losing Trade | -88452 | -88452 | -56741 | -611412 | -611412 | -243084 |
| Avg Bars in Trades | 43 | 83 | 4 | 43 | 83 | 4 |
| Avg Bars in Winners | 23 | 40 | 3 | 23 | 40 | 3 |
| Avg Bars in Losers | 99 | 243 | 6 | 99 | 243 | 6 |
| Bars Traded | 5427 | 5161 | 266 | 5427 | 5161 | 266 |
| Profit Streak | 571.4451 | 747.7784 | 571.4451 | 571.4451 | 747.7784 | 571.4451 |
| Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463272 | -140410 | -723855 | -575758 | -335610 | -723855 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549728000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758825656613,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.49543,
"nb": 0.52297,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 229,
"offset": 0,
"std": 2.7602
}
}
} {
"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": [
[
406003.5732451223,
428833.2823184159,
-22829.7090732939,
-19804.1269702653,
222453.0556158607,
-242257.1825861261
],
[
406.003573,
428.833282,
-22.829709,
-19.804127,
222.453056,
-242.257183
],
[
0.205363,
0.216911,
-0.011548,
-0.011163,
0.059238,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-195995,
-180366,
-73769,
-908564,
-674168,
-317555
],
[
1.588853,
1.901386,
0.893186,
0.991037,
1.135831,
0.576311
],
[
125,
62,
63,
125,
62,
63
],
[
92,
49,
43,
92,
49,
43
],
[
33,
13,
20,
33,
13,
20
],
[
73.6,
79.032258,
68.253968,
73.6,
79.032258,
68.253968
],
[
0.569915,
0.504449,
0.415435,
0.355481,
0.301343,
0.268052
],
[
61312,
61312,
19092,
343223,
343223,
69185
],
[
-88452,
-88452,
-56741,
-611412,
-611412,
-243084
],
[
43,
83,
4,
43,
83,
4
],
[
23,
40,
3,
23,
40,
3
],
[
99,
243,
6,
99,
243,
6
],
[
5427,
5161,
266,
5427,
5161,
266
],
[
571.4451,
747.778433,
571.4451,
571.4451,
747.778433,
571.4451
],
[
4,
8,
2,
4,
8,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463272,
-140410,
-723855,
-575758,
-335610,
-723855
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549728000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758825656613,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.49543,
"nb": 0.52297,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 229,
"offset": 0,
"std": 2.7602
}
}
}
| # | 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) |
|---|