Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902453.5365 | 687498.3821 | 214955.1543 | 9583556.1924 | 4669384.2975 | 4914171.8949 |
Total P&L (%) | 902.4535 | 687.4984 | 214.9552 | 9583.5562 | 4669.3843 | 4914.1719 |
Avg Daily Profit (%) | 0.4564 | 0.3477 | 0.1087 | 0.2315 | 0.1956 | 0.1982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72608 | -96457 | -74192 | -5792424 | -6465122 | -4056070 |
Profit Factor | 2.3546 | 3.0419 | 1.6523 | 1.3351 | 1.3238 | 1.3465 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 42.5197 | 40.625 | 44.4444 | 42.5197 | 40.625 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.1831 | 4.4458 | 2.0654 | 1.8049 | 1.9349 | 1.6832 |
Largest Winning Trade | 208664 | 208664 | 69597 | 3800586 | 3260626 | 3800586 |
Largest Losing Trade | -53378 | -22367 | -53378 | -2565875 | -1590696 | -2565875 |
Avg Bars in Trades | 30 | 23 | 37 | 30 | 23 | 37 |
Avg Bars in Winners | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Losers | 9 | 7 | 12 | 9 | 7 | 12 |
Bars Traded | 3850 | 1495 | 2355 | 3850 | 1495 | 2355 |
Profit Streak | 0 | 0 | 549.5868 | 0 | 0 | 549.5868 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437082 | -127715 | -193278 | 257195 | -133485 | -139033 |
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{ "first_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 5, "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": 1549756800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758852303206, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 5, "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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