| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 339482.698 | 313435.6628 | 26047.0352 | 24220.1645 | -64653.9603 | 88874.1248 |
| Total P&L (%) | 339.4827 | 313.4357 | 26.047 | 24.2202 | -64.654 | 88.8741 |
| Avg Daily Profit (%) | 0.1717 | 0.1585 | 0.0132 | 0.011 | -0.0526 | 0.0322 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154928 | -135127 | -157203 | -1277706 | -1087055 | -512960 |
| Profit Factor | 1.3685 | 1.6602 | 1.0583 | 1.0067 | 0.9687 | 1.0574 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
| Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
| Profitability (%) | 46.7532 | 41.5584 | 51.9481 | 46.7532 | 41.5584 | 51.9481 |
| Ratio Avg Win / Avg Loss | 1.5585 | 2.3346 | 0.979 | 1.1465 | 1.3623 | 0.9781 |
| Largest Winning Trade | 112045 | 112045 | 60805 | 530110 | 430665 | 530110 |
| Largest Losing Trade | -50406 | -50406 | -36080 | -706664 | -706664 | -249018 |
| Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
| Avg Bars in Winners | 31 | 35 | 29 | 31 | 35 | 29 |
| Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
| Bars Traded | 3923 | 1874 | 2049 | 3923 | 1874 | 2049 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317321 | -34552 | -378167 | -395598 | -624074 | -350433 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760009098900,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 111,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 98,
"af": 0,
"af0": 0,
"max_af": 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": [
[
339482.6979967709,
313435.6627988192,
26047.0351979515,
24220.1644744432,
-64653.9602896302,
88874.1247640732
],
[
339.482698,
313.435663,
26.047035,
24.220164,
-64.65396,
88.874125
],
[
0.171673,
0.158501,
0.013172,
0.010968,
-0.052577,
0.032162
],
[
10,
10,
10,
10,
10,
10
],
[
-154928,
-135127,
-157203,
-1277706,
-1087055,
-512960
],
[
1.368467,
1.660178,
1.058328,
1.006695,
0.968749,
1.057374
],
[
154,
77,
77,
154,
77,
77
],
[
72,
32,
40,
72,
32,
40
],
[
82,
45,
37,
82,
45,
37
],
[
46.753247,
41.558442,
51.948052,
46.753247,
41.558442,
51.948052
],
[
1.558532,
2.334626,
0.978953,
1.146513,
1.362304,
0.978071
],
[
112045,
112045,
60805,
530110,
430665,
530110
],
[
-50406,
-50406,
-36080,
-706664,
-706664,
-249018
],
[
25,
24,
26,
25,
24,
26
],
[
31,
35,
29,
31,
35,
29
],
[
19,
16,
23,
19,
16,
23
],
[
3923,
1874,
2049,
3923,
1874,
2049
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317321,
-34552,
-378167,
-395598,
-624074,
-350433
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760009098900,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 111,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 98,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|