Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701985.1789 | 719985.7132 | -18000.5343 | -4371.3477 | 11700.56 | -16071.9077 |
Total P&L (%) | 701.9852 | 719.9857 | -18.0005 | -4.3713 | 11.7006 | -16.0719 |
Avg Daily Profit (%) | 0.3553 | 0.3644 | -0.0091 | -0.0023 | 0.0056 | -0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163668 | -180627 | -53446 | -759551 | -769565 | -41471 |
Profit Factor | 2.281 | 2.5529 | 0.7866 | 0.9965 | 1.0099 | 0.7959 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 46.8354 | 53.8462 | 40 | 46.8354 | 53.8462 | 40 |
Ratio Avg Win / Avg Loss | 2.5892 | 2.1882 | 1.1799 | 1.1312 | 0.8656 | 1.1938 |
Largest Winning Trade | 444641 | 444641 | 17149 | 646997 | 646997 | 16216 |
Largest Losing Trade | -88799 | -88799 | -14766 | -699611 | -699611 | -26056 |
Avg Bars in Trades | 137 | 272 | 5 | 137 | 272 | 5 |
Avg Bars in Winners | 116 | 199 | 6 | 116 | 199 | 6 |
Avg Bars in Losers | 156 | 357 | 5 | 156 | 357 | 5 |
Bars Traded | 10846 | 10619 | 228 | 10846 | 10619 | 228 |
Profit Streak | 569.9687 | 747.6353 | 569.9687 | 569.9687 | 747.6353 | 569.9687 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17842 | 582867 | -582110 | -610660 | -507661 | -582110 |
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{ "first_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 151, "offset": 0, "std": 1.62103 } } }
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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": 1549180800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759058093953, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 151, "offset": 0, "std": 1.62103 } } }
# | 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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