Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616347.4499 | 512905.5621 | 103441.8878 | 882499.6156 | 190726.796 | 691772.8196 |
Total P&L (%) | 616.3475 | 512.9056 | 103.4419 | 882.4996 | 190.7268 | 691.7728 |
Avg Daily Profit (%) | 0.3119 | 0.2596 | 0.0523 | 0.1157 | 0.054 | 0.1048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115009 | -71927 | -100625 | -2648182 | -1580010 | -2267370 |
Profit Factor | 1.6704 | 2.0354 | 1.244 | 1.0757 | 1.0302 | 1.1296 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 41.6667 | 41.1765 | 42.1569 | 41.6667 | 41.1765 | 42.1569 |
Ratio Avg Win / Avg Loss | 2.3386 | 2.9077 | 1.7069 | 1.506 | 1.4717 | 1.5499 |
Largest Winning Trade | 144788 | 144788 | 46501 | 978106 | 978106 | 856847 |
Largest Losing Trade | -32687 | -32687 | -29906 | -807619 | -497018 | -807619 |
Avg Bars in Trades | 56 | 50 | 62 | 56 | 50 | 62 |
Avg Bars in Winners | 85 | 76 | 94 | 85 | 76 | 94 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 11517 | 5106 | 6411 | 11517 | 5106 | 6411 |
Profit Streak | 494.8139 | 518.3139 | 0 | 494.8139 | 518.3139 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380520 | 334287 | -125487 | -175846 | -311225 | -132909 |
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{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 156, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550030400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758886319606, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 156, "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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