Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371293.0233 | 332255.3519 | 39037.6714 | 21202.2399 | 1260014.894 | -1238812.654 |
Total P&L (%) | 371.293 | 332.2554 | 39.0377 | 21.2022 | 1260.0149 | -1238.8127 |
Avg Daily Profit (%) | 0.1879 | 0.1681 | 0.0198 | 0.0097 | 0.1322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205301 | -160525 | -84388 | -2161576 | -734538 | -1775927 |
Profit Factor | 1.6572 | 2.1932 | 1.1363 | 1.0052 | 2.0889 | 0.5752 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 45.5696 | 45 | 46.1538 | 45.5696 | 45 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9794 | 2.6806 | 1.3256 | 1.2007 | 2.5531 | 0.6711 |
Largest Winning Trade | 165828 | 165828 | 64656 | 869233 | 744796 | 869233 |
Largest Losing Trade | -79712 | -51528 | -79712 | -1775927 | -453438 | -1775927 |
Avg Bars in Trades | 146 | 136 | 155 | 146 | 136 | 155 |
Avg Bars in Winners | 227 | 218 | 236 | 227 | 218 | 236 |
Avg Bars in Losers | 78 | 70 | 87 | 78 | 70 | 87 |
Bars Traded | 11560 | 5477 | 6083 | 11560 | 5477 | 6083 |
Profit Streak | 0 | 0 | 657.0409 | 0 | 0 | 657.0409 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22344 | 345802 | -239940 | -433719 | -14099 | -581295 |
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 170, "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": 1550232000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758805131229, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 170, "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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