Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369952.1057 | 420683.1839 | -50731.0782 | -77042.7201 | 405138.8661 | -482181.5862 |
Total P&L (%) | 369.9521 | 420.6832 | -50.7311 | -77.0427 | 405.1389 | -482.1816 |
Avg Daily Profit (%) | 0.1872 | 0.2128 | -0.0257 | -0.0744 | 0.082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287356 | -246532 | -161073 | -789834 | -546164 | -624705 |
Profit Factor | 1.2124 | 1.4483 | 0.9368 | 0.9796 | 1.2209 | 0.7518 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 193 | 95 | 98 | 193 | 95 | 98 |
Losing Trades | 191 | 97 | 94 | 191 | 97 | 94 |
Profitability (%) | 50.2604 | 49.4792 | 51.0417 | 50.2604 | 49.4792 | 51.0417 |
Ratio Avg Win / Avg Loss | 1.1999 | 1.4788 | 0.8986 | 0.9695 | 1.2466 | 0.7211 |
Largest Winning Trade | 220161 | 220161 | 55016 | 466031 | 466031 | 223150 |
Largest Losing Trade | -41663 | -40603 | -41663 | -251789 | -190047 | -251789 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 7808 | 3930 | 3878 | 7808 | 3930 | 3878 |
Profit Streak | 0 | 0 | 507.96 | 0 | 0 | 507.96 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337637 | 332838 | -579331 | -578459 | -83389 | -579331 |
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{ "first_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.52251 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": 1548655200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759770146360, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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