Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496958.3791 | 379486.4103 | 117471.9688 | 2009725.7776 | 995035.223 | 1014690.5547 |
Total P&L (%) | 496.9584 | 379.4864 | 117.472 | 2009.7258 | 995.0352 | 1014.6906 |
Avg Daily Profit (%) | 0.2514 | 0.192 | 0.0594 | 0.1544 | 0.1211 | 0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56316 | -44729 | -107388 | -1218134 | -921958 | -627493 |
Profit Factor | 2.9345 | 4.5696 | 1.7801 | 1.7665 | 1.7876 | 1.7469 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 48.2759 | 55.1724 | 41.3793 | 48.2759 | 55.1724 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.1441 | 3.7128 | 2.5219 | 1.8927 | 1.4524 | 2.4747 |
Largest Winning Trade | 115177 | 115177 | 71972 | 999662 | 723946 | 999662 |
Largest Losing Trade | -26983 | -14136 | -26983 | -384603 | -343364 | -384603 |
Avg Bars in Trades | 128 | 124 | 132 | 128 | 124 | 132 |
Avg Bars in Winners | 193 | 164 | 231 | 193 | 164 | 231 |
Avg Bars in Losers | 68 | 74 | 63 | 68 | 74 | 63 |
Bars Traded | 7449 | 3596 | 3854 | 7449 | 3596 | 3854 |
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 | -166506 | 563300 | -113601 | -169172 | -27962 | -29752 |
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{ "first_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1551463200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758903134825, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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) |
---|