Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319574.8943 | 304679.8649 | 14895.0294 | -22671.7287 | 447248.0995 | -469919.8282 |
Total P&L (%) | 319.5749 | 304.6799 | 14.895 | -22.6717 | 447.2481 | -469.9198 |
Avg Daily Profit (%) | 0.1616 | 0.1541 | 0.0075 | -0.013 | 0.086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137617 | -129666 | -160849 | -599065 | -243456 | -691199 |
Profit Factor | 1.3749 | 1.7701 | 1.0326 | 0.9896 | 1.5155 | 0.6421 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 50.6757 | 50 | 51.3514 | 50.6757 | 50 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.3383 | 1.7701 | 0.9783 | 0.9632 | 1.5155 | 0.6083 |
Largest Winning Trade | 119918 | 119918 | 63151 | 202191 | 202191 | 180040 |
Largest Losing Trade | -75409 | -43554 | -75409 | -454504 | -173258 | -454504 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 30 | 30 | 31 | 30 | 30 | 31 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3882 | 1811 | 2071 | 3882 | 1811 | 2071 |
Profit Streak | 0 | 0 | 579.0099 | 0 | 0 | 579.0099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309297 | -53595 | -445992 | -580021 | -139820 | -644199 |
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": 1547769600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758932054735, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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