Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477207.8163 | 1323894.2251 | 153313.5912 | 7051442.9213 | 4373234.0855 | 2678208.8358 |
Total P&L (%) | 1477.2078 | 1323.8942 | 153.3136 | 7051.4429 | 4373.2341 | 2678.2088 |
Avg Daily Profit (%) | 0.747 | 0.6695 | 0.0775 | 0.2162 | 0.1924 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98437 | -41718 | -56719 | -2473897 | -1073729 | -1400168 |
Profit Factor | 6.8351 | 13.4765 | 2.0426 | 2.3849 | 3.3192 | 1.8353 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 58.7302 | 62.5 | 54.8387 | 58.7302 | 62.5 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.8031 | 8.0859 | 1.6822 | 1.6759 | 1.9915 | 1.5115 |
Largest Winning Trade | 1216182 | 1216182 | 89116 | 2442527 | 2275269 | 2442527 |
Largest Losing Trade | -26142 | -26142 | -19779 | -790318 | -790318 | -683043 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 87 | 74 | 102 | 87 | 74 | 102 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 3728 | 1664 | 2064 | 3728 | 1664 | 2064 |
Profit Streak | 491.8338 | 797.8338 | 0 | 491.8338 | 797.8338 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128042 | 847538 | -84964 | -136564 | 622178 | 426101 |
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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": 1555588800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758960042897, "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) |
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