| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 440138.1388 | 411520.4612 | 28617.6776 | -39417.3106 | 396178.7427 | -435596.0533 |
| Total P&L (%) | 440.1381 | 411.5205 | 28.6177 | -39.4173 | 396.1787 | -435.5961 |
| Avg Daily Profit (%) | 0.2226 | 0.2082 | 0.0145 | -0.0253 | 0.0811 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165079 | -80131 | -234445 | -464247 | -107030 | -586287 |
| Profit Factor | 1.6757 | 2.5291 | 1.0749 | 0.9664 | 1.9904 | 0.4368 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 54.5455 | 56.4103 | 52.6316 | 54.5455 | 56.4103 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.3965 | 1.9543 | 0.9674 | 0.8053 | 1.538 | 0.3931 |
| Largest Winning Trade | 133586 | 133586 | 74020 | 137219 | 137219 | 80429 |
| Largest Losing Trade | -87475 | -59054 | -87475 | -302046 | -93779 | -302046 |
| Avg Bars in Trades | 74 | 49 | 99 | 74 | 49 | 99 |
| Avg Bars in Winners | 87 | 57 | 119 | 87 | 57 | 119 |
| Avg Bars in Losers | 59 | 38 | 78 | 59 | 38 | 78 |
| Bars Traded | 5733 | 1935 | 3798 | 5733 | 1935 | 3798 |
| Profit Streak | 0 | 0 | 673.16 | 0 | 0 | 673.16 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35810 | 481091 | -314870 | -626466 | -80102 | -579075 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551859200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760039424985,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 132,
"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": [
[
440138.1387900972,
411520.4611892457,
28617.6776008515,
-39417.3105885624,
396178.742683557,
-435596.0532721197
],
[
440.138139,
411.520461,
28.617678,
-39.417311,
396.178743,
-435.596053
],
[
0.222629,
0.208154,
0.014475,
-0.025346,
0.081053,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-165079,
-80131,
-234445,
-464247,
-107030,
-586287
],
[
1.675748,
2.529107,
1.074874,
0.966408,
1.99041,
0.436773
],
[
77,
39,
38,
77,
39,
38
],
[
42,
22,
20,
42,
22,
20
],
[
35,
17,
18,
35,
17,
18
],
[
54.545455,
56.410256,
52.631579,
54.545455,
56.410256,
52.631579
],
[
1.396457,
1.95431,
0.967387,
0.80534,
1.538044,
0.393096
],
[
133586,
133586,
74020,
137219,
137219,
80429
],
[
-87475,
-59054,
-87475,
-302046,
-93779,
-302046
],
[
74,
49,
99,
74,
49,
99
],
[
87,
57,
119,
87,
57,
119
],
[
59,
38,
78,
59,
38,
78
],
[
5733,
1935,
3798,
5733,
1935,
3798
],
[
0,
0,
673.160011,
0,
0,
673.160011
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35810,
481091,
-314870,
-626466,
-80102,
-579075
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551859200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760039424985,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 132,
"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) |
|---|