| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 397336.3988 | 380851.0595 | 16485.3393 | -20310.7812 | 328234.5018 | -348545.283 |
| Total P&L (%) | 397.3364 | 380.8511 | 16.4853 | -20.3108 | 328.2345 | -348.5453 |
| Avg Daily Profit (%) | 0.201 | 0.1926 | 0.0083 | -0.0115 | 0.0736 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162518 | -121298 | -181430 | -487404 | -313070 | -578574 |
| Profit Factor | 1.6061 | 2.3763 | 1.0435 | 0.9849 | 1.6516 | 0.5843 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
| Ratio Avg Win / Avg Loss | 1.7132 | 2.8855 | 0.9783 | 1.0505 | 2.0055 | 0.5478 |
| Largest Winning Trade | 147335 | 147335 | 69480 | 288376 | 288376 | 178289 |
| Largest Losing Trade | -81494 | -40579 | -81494 | -261437 | -176479 | -261437 |
| Avg Bars in Trades | 90 | 86 | 95 | 90 | 86 | 95 |
| Avg Bars in Winners | 129 | 112 | 143 | 129 | 112 | 143 |
| Avg Bars in Losers | 55 | 65 | 43 | 55 | 65 | 43 |
| Bars Traded | 5636 | 2682 | 2954 | 5636 | 2682 | 2954 |
| Profit Streak | 0 | 0 | 665.4931 | 0 | 0 | 665.4931 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148457 | 365864 | -364116 | -738238 | -93469 | -579651 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1552867200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759636204546,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 150,
"offset": 27
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 30,
"offset": 130,
"std": 4.39362
}
}
} {
"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": [
[
397336.3987580949,
380851.0594954749,
16485.3392626201,
-20310.7811516052,
328234.5018486053,
-348545.2830002106
],
[
397.336399,
380.851059,
16.485339,
-20.310781,
328.234502,
-348.545283
],
[
0.200979,
0.192641,
0.008339,
-0.011483,
0.073598,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162518,
-121298,
-181430,
-487404,
-313070,
-578574
],
[
1.606132,
2.376298,
1.043519,
0.984868,
1.651561,
0.584312
],
[
62,
31,
31,
62,
31,
31
],
[
30,
14,
16,
30,
14,
16
],
[
32,
17,
15,
32,
17,
15
],
[
48.387097,
45.16129,
51.612903,
48.387097,
45.16129,
51.612903
],
[
1.713208,
2.885504,
0.978299,
1.050526,
2.005467,
0.547792
],
[
147335,
147335,
69480,
288376,
288376,
178289
],
[
-81494,
-40579,
-81494,
-261437,
-176479,
-261437
],
[
90,
86,
95,
90,
86,
95
],
[
129,
112,
143,
129,
112,
143
],
[
55,
65,
43,
55,
65,
43
],
[
5636,
2682,
2954,
5636,
2682,
2954
],
[
0,
0,
665.493108,
0,
0,
665.493108
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148457,
365864,
-364116,
-738238,
-93469,
-579651
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1552867200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759636204546,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 150,
"offset": 27
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 30,
"offset": 130,
"std": 4.39362
}
}
}
| # | 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) |
|---|