Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300909.4578 | 350900.9582 | -49991.5004 | -102992.7624 | 77236.5684 | -180229.3308 |
Total P&L (%) | 300.9095 | 350.901 | -49.9915 | -102.9928 | 77.2366 | -180.2293 |
Avg Daily Profit (%) | 0.1522 | 0.1774 | -0.0253 | 0 | 0.0289 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145550 | -72255 | -300922 | -240462 | -73808 | -306025 |
Profit Factor | 1.4003 | 2.2165 | 0.8921 | 0.7886 | 1.5642 | 0.4857 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 56 | 29 | 27 | 43 | 24 | 19 |
Losing Trades | 31 | 15 | 16 | 44 | 20 | 24 |
Profitability (%) | 64.3678 | 65.9091 | 62.7907 | 49.4253 | 54.5455 | 44.186 |
Ratio Avg Win / Avg Loss | 0.7751 | 1.1464 | 0.5287 | 0.807 | 1.3035 | 0.6135 |
Largest Winning Trade | 137486 | 137486 | 90218 | 87421 | 42715 | 87421 |
Largest Losing Trade | -101921 | -55746 | -101921 | -153546 | -63904 | -153546 |
Avg Bars in Trades | 43 | 26 | 61 | 43 | 26 | 61 |
Avg Bars in Winners | 43 | 21 | 67 | 34 | 22 | 49 |
Avg Bars in Losers | 44 | 36 | 51 | 52 | 31 | 70 |
Bars Traded | 3798 | 1171 | 2627 | 3798 | 1171 | 2627 |
Profit Streak | 0 | 0 | 573.658 | 488.158 | 537.658 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310132 | 465610 | -577718 | -580184 | -150628 | -582988 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "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": 1553688000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759549646991, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "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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