Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557472.4799 | 484425.5841 | 73046.8958 | 2395705.7219 | 1448471.1992 | 947234.5226 |
Total P&L (%) | 557.4725 | 484.4256 | 73.0469 | 2395.7057 | 1448.4712 | 947.2345 |
Avg Daily Profit (%) | 0.2819 | 0.245 | 0.0369 | 0.1628 | 0.1386 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83346 | -49980 | -104604 | -3092368 | -1779658 | -1785710 |
Profit Factor | 2.6002 | 4.4439 | 1.3517 | 1.4519 | 1.5706 | 1.3428 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 44.5946 | 48.6486 | 40.5405 | 44.5946 | 48.6486 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.2306 | 4.6908 | 1.9825 | 1.8039 | 1.6579 | 1.9695 |
Largest Winning Trade | 144624 | 144624 | 92336 | 2326740 | 973708 | 2326740 |
Largest Losing Trade | -22627 | -20559 | -22627 | -846164 | -846164 | -740359 |
Avg Bars in Trades | 49 | 39 | 58 | 49 | 39 | 58 |
Avg Bars in Winners | 84 | 66 | 106 | 84 | 66 | 106 |
Avg Bars in Losers | 20 | 14 | 26 | 20 | 14 | 26 |
Bars Traded | 3641 | 1473 | 2168 | 3641 | 1473 | 2168 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57183 | 535411 | -145716 | -61036 | -5198 | -36147 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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": 1554638400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758938911453, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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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