Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529260.886 | 542888.0878 | -13627.2018 | -21012.8585 | 854221.6185 | -875234.4771 |
Total P&L (%) | 529.2609 | 542.8881 | -13.6272 | -21.0129 | 854.2216 | -875.2345 |
Avg Daily Profit (%) | 0.2678 | 0.2747 | -0.0069 | -0.0119 | 0.1142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243986 | -196787 | -74748 | -2425628 | -1611320 | -920611 |
Profit Factor | 1.9135 | 2.4004 | 0.9289 | 0.9951 | 1.3211 | 0.459 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 47.6923 | 50 | 45.4545 | 47.6923 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.0986 | 2.4004 | 1.1147 | 1.0914 | 1.3211 | 0.5508 |
Largest Winning Trade | 253097 | 253097 | 35000 | 1766146 | 1766146 | 313992 |
Largest Losing Trade | -85679 | -85679 | -37040 | -1410914 | -1410914 | -817218 |
Avg Bars in Trades | 161 | 292 | 34 | 161 | 292 | 34 |
Avg Bars in Winners | 214 | 374 | 43 | 214 | 374 | 43 |
Avg Bars in Losers | 113 | 211 | 26 | 113 | 211 | 26 |
Bars Traded | 10502 | 9364 | 1138 | 10502 | 9364 | 1138 |
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 | -124646 | 475818 | -580903 | -716008 | -39914 | -582570 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551196800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759374895799, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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) |
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