Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317891.673 | 326285.5265 | -8393.8535 | -23416.0067 | 548381.3801 | -571797.3868 |
Total P&L (%) | 317.8917 | 326.2855 | -8.3939 | -23.416 | 548.3814 | -571.7974 |
Avg Daily Profit (%) | 0.1608 | 0.165 | -0.0042 | -0.0135 | 0.0946 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208030 | -155175 | -128771 | -999034 | -803442 | -908092 |
Profit Factor | 1.4826 | 2.106 | 0.9769 | 0.9922 | 1.4172 | 0.6621 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6739 | 2.5272 | 1.038 | 1.1202 | 1.7006 | 0.7035 |
Largest Winning Trade | 157614 | 157614 | 64612 | 562353 | 562353 | 378568 |
Largest Losing Trade | -56711 | -49115 | -56711 | -501675 | -501675 | -350951 |
Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Winners | 91 | 79 | 102 | 91 | 79 | 102 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 3881 | 1741 | 2140 | 3881 | 1741 | 2140 |
Profit Streak | 0 | 0 | 660.51 | 0 | 0 | 660.51 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120359 | 343234 | -578767 | -709067 | -66172 | -580434 |
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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": 1549065600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758932063204, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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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