| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 601322.6876 | 530756.9504 | 70565.7373 | 180923.8086 | 1416661.2221 | -1235737.4136 |
| Total P&L (%) | 601.3227 | 530.757 | 70.5657 | 180.9238 | 1416.6612 | -1235.7374 |
| Avg Daily Profit (%) | 0.3042 | 0.2685 | 0.0357 | 0.0523 | 0.1376 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -187078 | -192068 | -158646 | -1491943 | -918560 | -1703150 |
| Profit Factor | 1.7385 | 2.1293 | 1.205 | 1.0355 | 1.6351 | 0.5685 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 44.086 | 44.6809 | 43.4783 | 44.086 | 44.6809 | 43.4783 |
| Ratio Avg Win / Avg Loss | 2.2049 | 2.6363 | 1.5665 | 1.3133 | 2.0244 | 0.739 |
| Largest Winning Trade | 250531 | 250531 | 53908 | 1044182 | 1044182 | 457243 |
| Largest Losing Trade | -59723 | -54777 | -59723 | -872538 | -500069 | -872538 |
| Avg Bars in Trades | 61 | 72 | 50 | 61 | 72 | 50 |
| Avg Bars in Winners | 81 | 80 | 83 | 81 | 80 | 83 |
| Avg Bars in Losers | 45 | 65 | 25 | 45 | 65 | 25 |
| Bars Traded | 5721 | 3388 | 2333 | 5721 | 3388 | 2333 |
| Profit Streak | 0 | 0 | 645.9638 | 0 | 0 | 645.9638 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366182 | 384669 | -146106 | -306641 | -7773 | -582282 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551801600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758870471924,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 20,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
601322.6876222569,
530756.9503550311,
70565.7372672259,
180923.8085515098,
1416661.2221140657,
-1235737.4135625553
],
[
601.322688,
530.75695,
70.565737,
180.923809,
1416.661222,
-1235.737414
],
[
0.304159,
0.268466,
0.035693,
0.05226,
0.137631,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-187078,
-192068,
-158646,
-1491943,
-918560,
-1703150
],
[
1.738506,
2.129306,
1.204979,
1.035513,
1.635059,
0.568496
],
[
93,
47,
46,
93,
47,
46
],
[
41,
21,
20,
41,
21,
20
],
[
52,
26,
26,
52,
26,
26
],
[
44.086022,
44.680851,
43.478261,
44.086022,
44.680851,
43.478261
],
[
2.204934,
2.636284,
1.566473,
1.313334,
2.024359,
0.739045
],
[
250531,
250531,
53908,
1044182,
1044182,
457243
],
[
-59723,
-54777,
-59723,
-872538,
-500069,
-872538
],
[
61,
72,
50,
61,
72,
50
],
[
81,
80,
83,
81,
80,
83
],
[
45,
65,
25,
45,
65,
25
],
[
5721,
3388,
2333,
5721,
3388,
2333
],
[
0,
0,
645.963795,
0,
0,
645.963795
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366182,
384669,
-146106,
-306641,
-7773,
-582282
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1551801600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758870471924,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 20,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|