| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 736198.4051 | 591787.6909 | 144410.7142 | 1178984.9117 | 2694162.9073 | -1515177.9956 |
| Total P&L (%) | 736.1984 | 591.7877 | 144.4107 | 1178.9849 | 2694.1629 | -1515.178 |
| Avg Daily Profit (%) | 0.3723 | 0.2993 | 0.073 | 0.129 | 0.1685 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156259 | -117187 | -155170 | -6331946 | -3320472 | -5439434 |
| Profit Factor | 1.5024 | 1.8026 | 1.1983 | 1.0463 | 1.2208 | 0.8858 |
| Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
| Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
| Losing Trades | 203 | 106 | 97 | 203 | 106 | 97 |
| Profitability (%) | 40.8163 | 38.0117 | 43.6047 | 40.8163 | 38.0117 | 43.6047 |
| Ratio Avg Win / Avg Loss | 2.1784 | 2.9397 | 1.5498 | 1.5171 | 1.9909 | 1.1457 |
| Largest Winning Trade | 162958 | 162958 | 50809 | 1903031 | 1903031 | 1643187 |
| Largest Losing Trade | -38512 | -37178 | -38512 | -1363715 | -841536 | -1363715 |
| Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
| Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
| Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
| Bars Traded | 3921 | 2041 | 1880 | 3921 | 2041 | 1880 |
| Profit Streak | 499.3281 | 505.8281 | 499.3281 | 499.3281 | 505.8281 | 499.3281 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410469 | 318437 | -97977 | -189478 | 180722 | -580391 |
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548417600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758873146904,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 16,
"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": [
[
736198.4051062897,
591787.6908717242,
144410.7142345655,
1178984.9117342304,
2694162.9072890035,
-1515177.9955547724
],
[
736.198405,
591.787691,
144.410714,
1178.984912,
2694.162907,
-1515.177996
],
[
0.372287,
0.299261,
0.073027,
0.128966,
0.168542,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-156259,
-117187,
-155170,
-6331946,
-3320472,
-5439434
],
[
1.502367,
1.80264,
1.198323,
1.046284,
1.220838,
0.885844
],
[
343,
171,
172,
343,
171,
172
],
[
140,
65,
75,
140,
65,
75
],
[
203,
106,
97,
203,
106,
97
],
[
40.816327,
38.011696,
43.604651,
40.816327,
38.011696,
43.604651
],
[
2.178432,
2.93969,
1.549831,
1.517112,
1.990905,
1.145691
],
[
162958,
162958,
50809,
1903031,
1903031,
1643187
],
[
-38512,
-37178,
-38512,
-1363715,
-841536,
-1363715
],
[
11,
11,
10,
11,
11,
10
],
[
16,
17,
15,
16,
17,
15
],
[
7,
8,
7,
7,
8,
7
],
[
3921,
2041,
1880,
3921,
2041,
1880
],
[
499.328089,
505.828089,
499.328089,
499.328089,
505.828089,
499.328089
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410469,
318437,
-97977,
-189478,
180722,
-580391
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3955,
"evaluation_days": 1977.5,
"actual_first_datapoint_time": 1547769600000,
"first_datapoint_time": 1548417600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758873146904,
"expiration_time": 1723708080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 16,
"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) |
|---|