Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474229.5228 | 372059.2894 | 102170.2334 | 727197.7115 | 854483.9283 | -127286.2168 |
Total P&L (%) | 474.2295 | 372.0593 | 102.1702 | 727.1977 | 854.4839 | -127.2862 |
Avg Daily Profit (%) | 0.2398 | 0.1881 | 0.0517 | 0.1069 | 0.1141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143823 | -68627 | -184502 | -653760 | -282209 | -763577 |
Profit Factor | 2.12 | 3.1561 | 1.4073 | 1.4634 | 2.484 | 0.8719 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.2388 | 55.8824 | 48.4848 | 52.2388 | 55.8824 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.9383 | 2.4916 | 1.4953 | 1.3379 | 1.9611 | 0.9264 |
Largest Winning Trade | 138397 | 138397 | 77304 | 443493 | 443493 | 253631 |
Largest Losing Trade | -59891 | -59891 | -45250 | -345685 | -250500 | -345685 |
Avg Bars in Trades | 56 | 48 | 65 | 56 | 48 | 65 |
Avg Bars in Winners | 77 | 62 | 94 | 77 | 62 | 94 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 3812 | 1658 | 2154 | 3812 | 1658 | 2154 |
Profit Streak | 575.5276 | 611.0276 | 575.5276 | 575.5276 | 611.0276 | 575.5276 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107349 | 563250 | -122834 | -168112 | -33361 | -580433 |
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{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 33, "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": 1552478400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759106380661, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 33, "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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