Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656173.8643 | 501558.8022 | 154615.0621 | 5510211.817 | 3079122.3556 | 2431089.4614 |
Total P&L (%) | 656.1739 | 501.5588 | 154.6151 | 5510.2118 | 3079.1224 | 2431.0895 |
Avg Daily Profit (%) | 0.3318 | 0.2536 | 0.0782 | 0.2039 | 0.1751 | 0.1635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89117 | -36972 | -87856 | -1664985 | -1128683 | -1153527 |
Profit Factor | 2.8104 | 3.9358 | 1.807 | 1.8824 | 1.8864 | 1.8774 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 55.6818 | 59.0909 | 52.2727 | 55.6818 | 59.0909 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.2369 | 2.7248 | 1.6499 | 1.4983 | 1.306 | 1.7141 |
Largest Winning Trade | 157455 | 157455 | 87925 | 1565757 | 1565757 | 1244913 |
Largest Losing Trade | -29129 | -20706 | -29129 | -1121746 | -1121746 | -859673 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 55 | 48 | 64 | 55 | 48 | 64 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3617 | 1631 | 1985 | 3617 | 1631 | 1985 |
Profit Streak | 539.6607 | 539.6607 | 595.6607 | 539.6607 | 539.6607 | 595.6607 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592543 | 623931 | -83817 | 448695 | 436155 | 453639 |
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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": 1558396800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760284287449, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
---|