| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 578053.3621 | 462635.5979 | 115417.7643 | 1064014.3773 | 1353749.2025 | -289734.8252 |
| Total P&L (%) | 578.0534 | 462.6356 | 115.4178 | 1064.0144 | 1353.7492 | -289.7348 |
| Avg Daily Profit (%) | 0.2923 | 0.234 | 0.0584 | 0.1242 | 0.1355 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130853 | -161304 | -185877 | -1269843 | -979314 | -1336120 |
| Profit Factor | 1.4722 | 1.707 | 1.2026 | 1.153 | 1.3806 | 0.9147 |
| Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
| Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
| Losing Trades | 200 | 104 | 96 | 200 | 104 | 96 |
| Profitability (%) | 43.8202 | 41.573 | 46.0674 | 43.8202 | 41.573 | 46.0674 |
| Ratio Avg Win / Avg Loss | 1.8874 | 2.399 | 1.4079 | 1.4782 | 1.9403 | 1.0709 |
| Largest Winning Trade | 100324 | 100324 | 59283 | 411476 | 392545 | 411476 |
| Largest Losing Trade | -38348 | -36781 | -38348 | -302298 | -238480 | -302298 |
| Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
| Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
| Bars Traded | 3887 | 1912 | 1976 | 3887 | 1912 | 1976 |
| Profit Streak | 497.4019 | 504.4019 | 0 | 497.4019 | 504.4019 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410189 | 327868 | -116372 | -78685 | -12139 | -579986 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548331200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758836326218,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 12,
"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": [
[
578053.3621469557,
462635.5978807836,
115417.7642661716,
1064014.3773454693,
1353749.2025451632,
-289734.8251996943
],
[
578.053362,
462.635598,
115.417764,
1064.014377,
1353.749203,
-289.734825
],
[
0.292315,
0.23395,
0.058365,
0.124196,
0.135451,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130853,
-161304,
-185877,
-1269843,
-979314,
-1336120
],
[
1.472205,
1.706955,
1.202575,
1.153015,
1.380618,
0.914707
],
[
356,
178,
178,
356,
178,
178
],
[
156,
74,
82,
156,
74,
82
],
[
200,
104,
96,
200,
104,
96
],
[
43.820225,
41.573034,
46.067416,
43.820225,
41.573034,
46.067416
],
[
1.887442,
2.398964,
1.407893,
1.478224,
1.940328,
1.070877
],
[
100324,
100324,
59283,
411476,
392545,
411476
],
[
-38348,
-36781,
-38348,
-302298,
-238480,
-302298
],
[
10,
10,
11,
10,
10,
11
],
[
14,
15,
14,
14,
15,
14
],
[
7,
7,
8,
7,
7,
8
],
[
3887,
1912,
1976,
3887,
1912,
1976
],
[
497.401924,
504.401924,
0,
497.401924,
504.401924,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410189,
327868,
-116372,
-78685,
-12139,
-579986
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548331200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758836326218,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 12,
"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) |
|---|