| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387812.7381 | 441478.0742 | -53665.3361 | -71851.9009 | 509844.9425 | -581696.8434 |
| Total P&L (%) | 387.8127 | 441.4781 | -53.6653 | -71.8519 | 509.8449 | -581.6968 |
| Avg Daily Profit (%) | 0.1962 | 0.2233 | -0.0271 | -0.0641 | 0.0915 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -207598 | -207265 | -186797 | -712281 | -290464 | -675306 |
| Profit Factor | 1.2906 | 1.6665 | 0.9202 | 0.9685 | 1.5467 | 0.5696 |
| Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
| Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
| Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
| Profitability (%) | 45.5645 | 44.3548 | 46.7742 | 45.5645 | 44.3548 | 46.7742 |
| Ratio Avg Win / Avg Loss | 1.5418 | 2.0906 | 1.0471 | 1.1571 | 1.9403 | 0.6482 |
| Largest Winning Trade | 198212 | 198212 | 58059 | 268483 | 268483 | 116042 |
| Largest Losing Trade | -68710 | -43394 | -68710 | -411358 | -116775 | -411358 |
| Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
| Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
| Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
| Bars Traded | 5809 | 2590 | 3219 | 5809 | 2590 | 3219 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308737 | 318035 | -580312 | -579260 | -69836 | -581979 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549382400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759215585631,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
387812.7381386336,
441478.0742105141,
-53665.3360718803,
-71851.9009475733,
509844.942486492,
-581696.8434340646
],
[
387.812738,
441.478074,
-53.665336,
-71.851901,
509.844942,
-581.696843
],
[
0.196162,
0.223307,
-0.027145,
-0.064101,
0.091495,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-207598,
-207265,
-186797,
-712281,
-290464,
-675306
],
[
1.290562,
1.66645,
0.920172,
0.968545,
1.546653,
0.56963
],
[
248,
124,
124,
248,
124,
124
],
[
113,
55,
58,
113,
55,
58
],
[
135,
69,
66,
135,
69,
66
],
[
45.564516,
44.354839,
46.774194,
45.564516,
44.354839,
46.774194
],
[
1.541822,
2.090637,
1.047093,
1.157111,
1.940346,
0.6482
],
[
198212,
198212,
58059,
268483,
268483,
116042
],
[
-68710,
-43394,
-68710,
-411358,
-116775,
-411358
],
[
23,
20,
25,
23,
20,
25
],
[
31,
28,
33,
31,
28,
33
],
[
16,
14,
19,
16,
14,
19
],
[
5809,
2590,
3219,
5809,
2590,
3219
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308737,
318035,
-580312,
-579260,
-69836,
-581979
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549382400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759215585631,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|