| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 223450.9724 | 124879.3222 | 98571.6502 | 399458.0939 | 136734.2309 | 262723.863 |
| Total P&L (%) | 223.451 | 124.8793 | 98.5717 | 399.4581 | 136.7342 | 262.7239 |
| Avg Daily Profit (%) | 0.3872 | 0.2164 | 0.1708 | 0.2791 | 0.1494 | 0.2235 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69120 | -24424 | -53111 | -149813 | -152882 | -141209 |
| Profit Factor | 1.61 | 1.8134 | 1.4632 | 1.4252 | 1.3059 | 1.5335 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
| Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
| Profitability (%) | 53.4591 | 55 | 51.8987 | 53.4591 | 55 | 51.8987 |
| Ratio Avg Win / Avg Loss | 1.4016 | 1.4837 | 1.3561 | 1.2408 | 1.0685 | 1.4213 |
| Largest Winning Trade | 57828 | 57828 | 23321 | 114960 | 114960 | 107714 |
| Largest Losing Trade | -23817 | -21559 | -23817 | -137276 | -137276 | -70254 |
| Avg Bars in Trades | 84 | 64 | 104 | 84 | 64 | 104 |
| Avg Bars in Winners | 89 | 70 | 108 | 89 | 70 | 108 |
| Avg Bars in Losers | 78 | 56 | 99 | 78 | 56 | 99 |
| Bars Traded | 13378 | 5135 | 8243 | 13378 | 5135 | 8243 |
| Profit Streak | 0 | 0 | 493.5141 | 0 | 0 | 493.5141 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433758 | -9109 | -18065 | 361349 | -12627 | -17184 |
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669222800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759486816270,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 170,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
223450.9723754113,
124879.3221650643,
98571.6502103467,
399458.093860835,
136734.2309030944,
262723.8629577406
],
[
223.450972,
124.879322,
98.57165,
399.458094,
136.734231,
262.723863
],
[
0.38721,
0.216399,
0.170811,
0.279094,
0.149444,
0.223524
],
[
10,
10,
10,
10,
10,
10
],
[
-69120,
-24424,
-53111,
-149813,
-152882,
-141209
],
[
1.609959,
1.813426,
1.463179,
1.425229,
1.305915,
1.533527
],
[
159,
80,
79,
159,
80,
79
],
[
85,
44,
41,
85,
44,
41
],
[
74,
36,
38,
74,
36,
38
],
[
53.459119,
55,
51.898734,
53.459119,
55,
51.898734
],
[
1.401611,
1.483712,
1.356118,
1.240787,
1.068476,
1.421318
],
[
57828,
57828,
23321,
114960,
114960,
107714
],
[
-23817,
-21559,
-23817,
-137276,
-137276,
-70254
],
[
84,
64,
104,
84,
64,
104
],
[
89,
70,
108,
89,
70,
108
],
[
78,
56,
99,
78,
56,
99
],
[
13378,
5135,
8243,
13378,
5135,
8243
],
[
0,
0,
493.514077,
0,
0,
493.514077
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433758,
-9109,
-18065,
361349,
-12627,
-17184
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 13850,
"evaluation_days": 577.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669222800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759486816270,
"expiration_time": 1722179520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 170,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|