Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856203.2292 | 615741.6001 | 240461.6291 | 14174759.8848 | 6144301.8567 | 8030458.0281 |
Total P&L (%) | 856.2032 | 615.7416 | 240.4616 | 14174.7599 | 6144.3019 | 8030.458 |
Avg Daily Profit (%) | 0.4331 | 0.3115 | 0.1216 | 0.2513 | 0.2093 | 0.2227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79226 | -64692 | -83645 | -4324490 | -3796096 | -3329245 |
Profit Factor | 2.9259 | 3.9276 | 2.0265 | 1.6972 | 1.5844 | 1.8179 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 45.679 | 39.0244 | 52.5 | 45.679 | 39.0244 | 52.5 |
Ratio Avg Win / Avg Loss | 3.4794 | 6.137 | 1.8335 | 2.0182 | 2.4756 | 1.6448 |
Largest Winning Trade | 169253 | 169253 | 67657 | 3653634 | 3653634 | 3357723 |
Largest Losing Trade | -41515 | -21830 | -41515 | -2847103 | -1416353 | -2847103 |
Avg Bars in Trades | 71 | 54 | 89 | 71 | 54 | 89 |
Avg Bars in Winners | 124 | 99 | 143 | 124 | 99 | 143 |
Avg Bars in Losers | 26 | 25 | 29 | 26 | 25 | 29 |
Bars Traded | 5787 | 2222 | 3565 | 5787 | 2222 | 3565 |
Profit Streak | 0 | 0 | 560.5323 | 0 | 0 | 560.5323 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2341 | 423588 | -25470 | -6266 | 245445 | 467709 |
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{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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": 1550044800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759495588604, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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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