Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653967.8135 | 483367.9937 | 170599.8199 | 6052477.3403 | 1907414.3233 | 4145063.0171 |
Total P&L (%) | 653.9678 | 483.368 | 170.5998 | 6052.4773 | 1907.4143 | 4145.063 |
Avg Daily Profit (%) | 0.3307 | 0.2444 | 0.0863 | 0.2085 | 0.1518 | 0.1897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65009 | -61872 | -102534 | -2510911 | -2278964 | -982092 |
Profit Factor | 3.0194 | 4.2291 | 1.9796 | 2.0811 | 1.5368 | 3.0266 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 46.3768 | 48.5714 | 44.1176 | 46.3768 | 48.5714 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.4911 | 4.4779 | 2.5075 | 2.4063 | 1.6272 | 3.8337 |
Largest Winning Trade | 124968 | 124968 | 67373 | 1501520 | 1320992 | 1501520 |
Largest Losing Trade | -25917 | -23374 | -25917 | -803043 | -803043 | -688483 |
Avg Bars in Trades | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Winners | 89 | 75 | 105 | 89 | 75 | 105 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 3809 | 1723 | 2086 | 3809 | 1723 | 2086 |
Profit Streak | 0 | 0 | 490.6905 | 0 | 0 | 490.6905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92764 | 527949 | -75739 | -95619 | 349298 | 432394 |
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{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 0, "std": 1.38726 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551484800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758904460349, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 0, "std": 1.38726 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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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