Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724649.8152 | 528998.3005 | 195651.5147 | 6165623.3939 | 1528189.7371 | 4637433.6567 |
Total P&L (%) | 724.6498 | 528.9983 | 195.6515 | 6165.6234 | 1528.1897 | 4637.4337 |
Avg Daily Profit (%) | 0.3665 | 0.2676 | 0.099 | 0.2095 | 0.1412 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54571 | -54524 | -44113 | -2771372 | -3943904 | -2133499 |
Profit Factor | 2.7225 | 3.2774 | 2.0384 | 1.3844 | 1.1591 | 1.7209 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 61.039 | 58.9744 | 63.1579 | 61.039 | 58.9744 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7378 | 2.2799 | 1.1891 | 0.8837 | 0.8063 | 1.0039 |
Largest Winning Trade | 166172 | 166172 | 87418 | 2672626 | 1788732 | 2672626 |
Largest Losing Trade | -44113 | -42077 | -44113 | -2232199 | -2232199 | -2066327 |
Avg Bars in Trades | 74 | 45 | 103 | 74 | 45 | 103 |
Avg Bars in Winners | 91 | 50 | 130 | 91 | 50 | 130 |
Avg Bars in Losers | 48 | 40 | 58 | 48 | 40 | 58 |
Bars Traded | 5735 | 1792 | 3942 | 5735 | 1792 | 3942 |
Profit Streak | 0 | 0 | 560.6172 | 0 | 0 | 560.6172 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29913 | 578328 | -55413 | -37516 | -50121 | 461739 |
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 118, "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": 1551168000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759762127187, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 118, "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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