| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 743976.2961 | 624593.259 | 119383.0371 | 967354.9574 | 3405517.5232 | -2438162.5658 |
| Total P&L (%) | 743.9763 | 624.5933 | 119.383 | 967.355 | 3405.5175 | -2438.1626 |
| Avg Daily Profit (%) | 0.3763 | 0.3159 | 0.0604 | 0.1198 | 0.1801 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180912 | -184139 | -98835 | -3618168 | -1664715 | -3343109 |
| Profit Factor | 1.9072 | 2.4022 | 1.3186 | 1.112 | 2.0244 | 0.5407 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 47.8261 | 44.8276 | 50.8772 | 47.8261 | 44.8276 | 50.8772 |
| Ratio Avg Win / Avg Loss | 2.0805 | 2.9565 | 1.2732 | 1.2131 | 2.4915 | 0.5221 |
| Largest Winning Trade | 253525 | 253525 | 56672 | 2746437 | 2746437 | 582357 |
| Largest Losing Trade | -63215 | -55374 | -63215 | -2420972 | -717380 | -2420972 |
| Avg Bars in Trades | 50 | 54 | 45 | 50 | 54 | 45 |
| Avg Bars in Winners | 69 | 78 | 61 | 69 | 78 | 61 |
| Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
| Bars Traded | 5783 | 3165 | 2618 | 5783 | 3165 | 2618 |
| Profit Streak | 0 | 0 | 666.2013 | 0 | 0 | 666.2013 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454527 | -168461 | -291078 | -130422 | -170352 | -759762 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549814400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759553394593,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 116,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 71,
"offset": 0,
"std": 3.47278
}
}
} {
"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": [
[
743976.2960847724,
624593.258969933,
119383.0371148393,
967354.9574227843,
3405517.523193434,
-2438162.5657706517
],
[
743.976296,
624.593259,
119.383037,
967.354957,
3405.517523,
-2438.162566
],
[
0.376316,
0.31593,
0.060386,
0.119837,
0.180077,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180912,
-184139,
-98835,
-3618168,
-1664715,
-3343109
],
[
1.907156,
2.402173,
1.318633,
1.112047,
2.024358,
0.540746
],
[
115,
58,
57,
115,
58,
57
],
[
55,
26,
29,
55,
26,
29
],
[
60,
32,
28,
60,
32,
28
],
[
47.826087,
44.827586,
50.877193,
47.826087,
44.827586,
50.877193
],
[
2.080534,
2.956521,
1.273163,
1.213142,
2.491518,
0.522099
],
[
253525,
253525,
56672,
2746437,
2746437,
582357
],
[
-63215,
-55374,
-63215,
-2420972,
-717380,
-2420972
],
[
50,
54,
45,
50,
54,
45
],
[
69,
78,
61,
69,
78,
61
],
[
32,
35,
29,
32,
35,
29
],
[
5783,
3165,
2618,
5783,
3165,
2618
],
[
0,
0,
666.201326,
0,
0,
666.201326
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454527,
-168461,
-291078,
-130422,
-170352,
-759762
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1549814400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759553394593,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 116,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 71,
"offset": 0,
"std": 3.47278
}
}
}
| # | 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) |
|---|