Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446286.1593 | 373796.8744 | 72489.2849 | 74305.3694 | 638039.2166 | -563733.8472 |
Total P&L (%) | 446.2862 | 373.7969 | 72.4893 | 74.3054 | 638.0392 | -563.7338 |
Avg Daily Profit (%) | 0.2259 | 0.1892 | 0.0367 | 0.0281 | 0.1012 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271428 | -145319 | -336473 | -594275 | -373208 | -922106 |
Profit Factor | 1.2082 | 1.392 | 1.0609 | 1.0162 | 1.3278 | 0.7857 |
Total Trades | 717 | 359 | 358 | 717 | 359 | 358 |
Winning Trades | 372 | 185 | 187 | 372 | 185 | 187 |
Losing Trades | 345 | 174 | 171 | 345 | 174 | 171 |
Profitability (%) | 51.8828 | 51.532 | 52.2346 | 51.8828 | 51.532 | 52.2346 |
Ratio Avg Win / Avg Loss | 1.1205 | 1.3092 | 0.9701 | 0.9425 | 1.2488 | 0.7185 |
Largest Winning Trade | 80291 | 80291 | 44097 | 114718 | 114718 | 88483 |
Largest Losing Trade | -57328 | -28149 | -57328 | -268078 | -72054 | -268078 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 11742 | 5052 | 6690 | 11742 | 5052 | 6690 |
Profit Streak | 0 | 0 | 497.3831 | 0 | 0 | 497.3831 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418755 | 358996 | -295843 | -355379 | -55396 | -577540 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 4.47609 } } }
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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": 1548316800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758877900722, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 4.47609 } } }
# | 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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