Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317615.3076 | 342020.4947 | -24405.1872 | -87692.3193 | 171707.1853 | -259399.5046 |
Total P&L (%) | 317.6153 | 342.0205 | -24.4052 | -87.6923 | 171.7072 | -259.3995 |
Avg Daily Profit (%) | 0.1606 | 0.173 | -0.0123 | -0.1059 | 0.0506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211073 | -137182 | -329398 | -341184 | -114251 | -453219 |
Profit Factor | 1.2968 | 1.7159 | 0.9588 | 0.8707 | 1.92 | 0.4722 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 46.988 | 46.988 | 46.988 | 46.988 | 46.988 | 46.988 |
Ratio Avg Win / Avg Loss | 1.4631 | 1.9359 | 1.0817 | 0.9823 | 2.1661 | 0.5327 |
Largest Winning Trade | 118134 | 118134 | 56420 | 100726 | 89378 | 100726 |
Largest Losing Trade | -85166 | -62955 | -85166 | -261196 | -103833 | -261196 |
Avg Bars in Trades | 23 | 29 | 16 | 23 | 29 | 16 |
Avg Bars in Winners | 26 | 33 | 20 | 26 | 33 | 20 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 3851 | 2488 | 1363 | 3851 | 2488 | 1363 |
Profit Streak | 0 | 0 | 562.3281 | 0 | 0 | 562.3281 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263698 | 338990 | -578985 | -580801 | -122974 | -580652 |
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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": 1551355200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758873148839, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "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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