Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384747.5416 | 325299.2023 | 59448.3393 | 127769.669 | -192170.4836 | 319940.1526 |
Total P&L (%) | 384.7475 | 325.2992 | 59.4483 | 127.7697 | -192.1705 | 319.9402 |
Avg Daily Profit (%) | 0.1946 | 0.1646 | 0.0301 | 0.0417 | 0 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99581 | -92997 | -158629 | -485289 | -546167 | -192483 |
Profit Factor | 1.702 | 2.0547 | 1.248 | 1.0893 | 0.8149 | 1.8166 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.7607 | 2.6869 | 1.014 | 1.1269 | 1.0657 | 1.476 |
Largest Winning Trade | 141042 | 141042 | 63416 | 248058 | 228881 | 248058 |
Largest Losing Trade | -48861 | -42111 | -48861 | -243019 | -243019 | -153476 |
Avg Bars in Trades | 130 | 131 | 130 | 130 | 131 | 130 |
Avg Bars in Winners | 185 | 197 | 174 | 185 | 197 | 174 |
Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
Bars Traded | 7719 | 3931 | 3788 | 7719 | 3931 | 3788 |
Profit Streak | 0 | 0 | 671.3513 | 0 | 0 | 671.3513 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169029 | 309018 | -152071 | -439358 | -581751 | -92075 |
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{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.68694 } }, "second_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 2 } } }
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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": 1550275200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759976753362, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.68694 } }, "second_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 2 } } }
# | 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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