Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455372.0611 | 393370.249 | 62001.8121 | 447835.0332 | 304248.2722 | 143586.761 |
Total P&L (%) | 455.3721 | 393.3702 | 62.0018 | 447.835 | 304.2483 | 143.5868 |
Avg Daily Profit (%) | 0.2304 | 0.199 | 0.0314 | 0.0861 | 0.0707 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99449 | -65833 | -207394 | -191698 | -243718 | -393150 |
Profit Factor | 1.7661 | 2.4248 | 1.1948 | 1.3512 | 1.4423 | 1.2446 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 50 | 58.1395 | 41.8605 | 50 | 58.1395 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.7661 | 1.7458 | 1.6595 | 1.3512 | 1.0384 | 1.7286 |
Largest Winning Trade | 111742 | 111742 | 76384 | 179443 | 110253 | 179443 |
Largest Losing Trade | -51044 | -51044 | -40618 | -136125 | -136125 | -100401 |
Avg Bars in Trades | 89 | 60 | 117 | 89 | 60 | 117 |
Avg Bars in Winners | 121 | 73 | 187 | 121 | 73 | 187 |
Avg Bars in Losers | 57 | 43 | 67 | 57 | 43 | 67 |
Bars Traded | 7677 | 2617 | 5060 | 7677 | 2617 | 5060 |
Profit Streak | 0 | 0 | 690.3816 | 0 | 0 | 690.3816 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412532 | 480184 | -158415 | -77410 | -96495 | -133651 |
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 32, "offset": 167, "std": 1.6222 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1551636000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758856169926, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 32, "offset": 167, "std": 1.6222 } } }
# | 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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