Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119790.5035 | 310261.5416 | -190471.0381 | -100583.3368 | 537838.3386 | -638421.6754 |
Total P&L (%) | 119.7905 | 310.2615 | -190.471 | -100.5833 | 537.8383 | -638.4217 |
Avg Daily Profit (%) | 0.0606 | 0.1569 | -0.0963 | 0 | 0.0938 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360415 | -269163 | -303262 | -824165 | -501659 | -746877 |
Profit Factor | 1.0631 | 1.3168 | 0.7924 | 0.9701 | 1.3139 | 0.6144 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 184 | 88 | 96 | 173 | 83 | 90 |
Losing Trades | 174 | 91 | 83 | 185 | 96 | 89 |
Profitability (%) | 51.3966 | 49.162 | 53.6313 | 48.324 | 46.3687 | 50.2793 |
Ratio Avg Win / Avg Loss | 1.0054 | 1.3616 | 0.6851 | 1.0374 | 1.5197 | 0.6075 |
Largest Winning Trade | 137130 | 137130 | 34855 | 331697 | 331697 | 108650 |
Largest Losing Trade | -108160 | -41185 | -108160 | -330921 | -330921 | -207097 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 16 | 15 |
Bars Traded | 5877 | 3028 | 2849 | 5877 | 3028 | 2849 |
Profit Streak | 503.2982 | 503.2982 | 512.9649 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259791 | 300861 | -579063 | -577613 | -66839 | -580082 |
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{ "first_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } }, "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": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1547798400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760310565005, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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