Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157577.9225 | 299623.2859 | -142045.3634 | -129037.5557 | 132350.7735 | -261388.3292 |
Total P&L (%) | 157.5779 | 299.6233 | -142.0454 | -129.0376 | 132.3508 | -261.3883 |
Avg Daily Profit (%) | 0.0797 | 0.1516 | -0.0718 | 0 | 0.0427 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -379486 | -47277 | -432339 | -494232 | -81857 | -450354 |
Profit Factor | 1.2079 | 2.3777 | 0.7373 | 0.7955 | 1.8066 | 0.4403 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 21 | 20 | 34 | 19 | 15 |
Losing Trades | 37 | 18 | 19 | 44 | 20 | 24 |
Profitability (%) | 52.5641 | 53.8462 | 51.2821 | 43.5897 | 48.7179 | 38.4615 |
Ratio Avg Win / Avg Loss | 1.09 | 2.038 | 0.7004 | 1.0295 | 1.9017 | 0.7046 |
Largest Winning Trade | 91181 | 91181 | 83086 | 95899 | 95899 | 66492 |
Largest Losing Trade | -156267 | -28713 | -156267 | -170097 | -37562 | -170097 |
Avg Bars in Trades | 70 | 23 | 118 | 70 | 23 | 118 |
Avg Bars in Winners | 102 | 33 | 175 | 57 | 28 | 94 |
Avg Bars in Losers | 35 | 10 | 58 | 80 | 17 | 132 |
Bars Traded | 5508 | 898 | 4610 | 5508 | 898 | 4610 |
Profit Streak | 0 | 0 | 563.3505 | 546.6838 | 563.0172 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125456 | 451189 | -580007 | -619798 | -132125 | -585244 |
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{ "first_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 21, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1553443200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758932682624, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 21, "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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