Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470141.2301 | 471111.8463 | -970.6162 | -110872.246 | 387760.4839 | -498632.7299 |
Total P&L (%) | 470.1412 | 471.1118 | -0.9706 | -110.8722 | 387.7605 | -498.6327 |
Avg Daily Profit (%) | 0.2378 | 0.2383 | -0.0005 | 0 | 0.0802 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297159 | -226088 | -200632 | -1776254 | -665617 | -1123241 |
Profit Factor | 1.3126 | 1.5996 | 0.9986 | 0.9748 | 1.2057 | 0.8015 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 134 | 61 | 73 | 133 | 67 | 66 |
Losing Trades | 138 | 75 | 63 | 139 | 69 | 70 |
Profitability (%) | 49.2647 | 44.8529 | 53.6765 | 48.8971 | 49.2647 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.3518 | 1.9668 | 0.8618 | 1.0188 | 1.2417 | 0.8501 |
Largest Winning Trade | 109213 | 109213 | 54213 | 483092 | 425122 | 483092 |
Largest Losing Trade | -127599 | -45622 | -127599 | -878768 | -352407 | -878768 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 24 | 24 | 24 | 23 | 23 | 22 |
Avg Bars in Losers | 18 | 17 | 19 | 20 | 17 | 22 |
Bars Traded | 5860 | 2817 | 3043 | 5860 | 2817 | 3043 |
Profit Streak | 0 | 0 | 495.9614 | 480.9614 | 487.9614 | 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 | 342713 | 326050 | -579632 | -577255 | -86000 | -581265 |
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{ "first_band": { "type": "sma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } } }
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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": 1548604800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758956666237, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } } }
# | 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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