| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 327277.0959 | 349562.3818 | -22285.2859 | -90511.3702 | 302019.2044 | -392530.5747 |
| Total P&L (%) | 327.2771 | 349.5624 | -22.2853 | -90.5114 | 302.0192 | -392.5306 |
| Avg Daily Profit (%) | 0.1655 | 0.1768 | -0.0113 | -0.119 | 0.0704 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167972 | -97584 | -215394 | -514690 | -86259 | -628251 |
| Profit Factor | 1.4311 | 2.1296 | 0.9504 | 0.9044 | 2.4155 | 0.4647 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Profitability (%) | 54.8387 | 58.0645 | 51.6129 | 54.8387 | 58.0645 | 51.6129 |
| Ratio Avg Win / Avg Loss | 1.1786 | 1.538 | 0.891 | 0.7448 | 1.7446 | 0.4357 |
| Largest Winning Trade | 116532 | 116532 | 56389 | 116083 | 97187 | 116083 |
| Largest Losing Trade | -92086 | -70570 | -92086 | -408134 | -64605 | -408134 |
| Avg Bars in Trades | 60 | 53 | 68 | 60 | 53 | 68 |
| Avg Bars in Winners | 64 | 41 | 89 | 64 | 41 | 89 |
| Avg Bars in Losers | 56 | 69 | 45 | 56 | 69 | 45 |
| Bars Traded | 3765 | 1654 | 2111 | 3765 | 1654 | 2111 |
| Profit Streak | 0 | 0 | 661.9776 | 0 | 0 | 661.9776 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149661 | 449217 | -579651 | -738650 | -93354 | -579651 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1554724800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760268463276,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 97,
"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": [
[
327277.0958703245,
349562.3817778496,
-22285.285907525,
-90511.3702205539,
302019.2044400504,
-392530.5746606048
],
[
327.277096,
349.562382,
-22.285286,
-90.51137,
302.019204,
-392.530575
],
[
0.1655,
0.17677,
-0.011269,
-0.119023,
0.070383,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-167972,
-97584,
-215394,
-514690,
-86259,
-628251
],
[
1.431101,
2.12958,
0.950444,
0.904389,
2.415544,
0.464707
],
[
62,
31,
31,
62,
31,
31
],
[
34,
18,
16,
34,
18,
16
],
[
28,
13,
15,
28,
13,
15
],
[
54.83871,
58.064516,
51.612903,
54.83871,
58.064516,
51.612903
],
[
1.178554,
1.53803,
0.891042,
0.744791,
1.744559,
0.435663
],
[
116532,
116532,
56389,
116083,
97187,
116083
],
[
-92086,
-70570,
-92086,
-408134,
-64605,
-408134
],
[
60,
53,
68,
60,
53,
68
],
[
64,
41,
89,
64,
41,
89
],
[
56,
69,
45,
56,
69,
45
],
[
3765,
1654,
2111,
3765,
1654,
2111
],
[
0,
0,
661.977584,
0,
0,
661.977584
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149661,
449217,
-579651,
-738650,
-93354,
-579651
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1554724800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760268463276,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 97,
"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) |
|---|