| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 432980.2668 | 377648.2214 | 55332.0454 | 810175.7907 | 449523.7957 | 360651.9949 |
| Total P&L (%) | 432.9803 | 377.6482 | 55.332 | 810.1758 | 449.5238 | 360.652 |
| Avg Daily Profit (%) | 0.219 | 0.191 | 0.028 | 0.1118 | 0.0862 | 0.0773 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92038 | -37092 | -127517 | -259100 | -252709 | -230353 |
| Profit Factor | 2.3742 | 3.5309 | 1.3336 | 1.7652 | 1.6997 | 1.8661 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 37.2881 | 43.3333 | 31.0345 | 37.2881 | 43.3333 | 31.0345 |
| Ratio Avg Win / Avg Loss | 3.9929 | 4.6173 | 2.9635 | 2.9687 | 2.2227 | 4.1469 |
| Largest Winning Trade | 132376 | 132376 | 89915 | 413464 | 232703 | 413464 |
| Largest Losing Trade | -27039 | -27039 | -24493 | -252709 | -252709 | -76365 |
| Avg Bars in Trades | 95 | 83 | 108 | 95 | 83 | 108 |
| Avg Bars in Winners | 183 | 129 | 260 | 183 | 129 | 260 |
| Avg Bars in Losers | 43 | 47 | 39 | 43 | 47 | 39 |
| Bars Traded | 5628 | 2495 | 3133 | 5628 | 2495 | 3133 |
| Profit Streak | 0 | 0 | 537.0039 | 0 | 0 | 537.0039 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -172415 | 418386 | -161913 | -224737 | -77263 | -93055 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550880000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758931535991,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 108,
"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": [
[
432980.2667591842,
377648.2213536759,
55332.0454055084,
810175.7906729836,
449523.7957494713,
360651.9949235119
],
[
432.980267,
377.648221,
55.332045,
810.175791,
449.523796,
360.651995
],
[
0.219009,
0.191021,
0.027988,
0.11177,
0.086222,
0.077292
],
[
10,
10,
10,
10,
10,
10
],
[
-92038,
-37092,
-127517,
-259100,
-252709,
-230353
],
[
2.374157,
3.530884,
1.333583,
1.765152,
1.699712,
1.866116
],
[
59,
30,
29,
59,
30,
29
],
[
22,
13,
9,
22,
13,
9
],
[
37,
17,
20,
37,
17,
20
],
[
37.288136,
43.333333,
31.034483,
37.288136,
43.333333,
31.034483
],
[
3.9929,
4.61731,
2.963517,
2.968665,
2.2227,
4.146925
],
[
132376,
132376,
89915,
413464,
232703,
413464
],
[
-27039,
-27039,
-24493,
-252709,
-252709,
-76365
],
[
95,
83,
108,
95,
83,
108
],
[
183,
129,
260,
183,
129,
260
],
[
43,
47,
39,
43,
47,
39
],
[
5628,
2495,
3133,
5628,
2495,
3133
],
[
0,
0,
537.003889,
0,
0,
537.003889
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-172415,
418386,
-161913,
-224737,
-77263,
-93055
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550880000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758931535991,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 108,
"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) |
|---|