Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243016.5271 | 316759.4843 | -73742.9572 | -72915.4607 | 50600.7581 | -123516.2188 |
Total P&L (%) | 243.0165 | 316.7595 | -73.743 | -72.9155 | 50.6008 | -123.5162 |
Avg Daily Profit (%) | 0.1502 | 0.1958 | -0.0456 | -0.0807 | 0.0253 | 0 |
Buy And Hold Return (%) | 18.7376 | 18.7376 | 18.7376 | 18.7376 | 18.7376 | 18.7376 |
Max Trade Drawdown | -167651 | -99074 | -348934 | -154767 | -66608 | -184147 |
Profit Factor | 1.1076 | 1.3111 | 0.9406 | 0.8879 | 1.1892 | 0.6774 |
Total Trades | 769 | 385 | 384 | 769 | 385 | 384 |
Winning Trades | 383 | 200 | 183 | 383 | 200 | 183 |
Losing Trades | 386 | 185 | 201 | 386 | 185 | 201 |
Profitability (%) | 49.8049 | 51.9481 | 47.6563 | 49.8049 | 51.9481 | 47.6563 |
Ratio Avg Win / Avg Loss | 1.1162 | 1.2128 | 1.0331 | 0.8948 | 1.1 | 0.744 |
Largest Winning Trade | 75444 | 75444 | 63863 | 18083 | 12772 | 18083 |
Largest Losing Trade | -61589 | -31936 | -61589 | -66154 | -28375 | -66154 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 19325 | 8265 | 11060 | 19325 | 8265 | 11060 |
Profit Streak | 0 | 0 | 498.7773 | 0 | 0 | 498.7773 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90787 | 350070 | -576939 | -576559 | -172839 | -578606 |
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{ "first_band": { "type": "midprice", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579104000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759790360785, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } } }
# | 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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