Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551092.3473 | 431876.2641 | 119216.0832 | 609715.6266 | -271989.6893 | 881705.3159 |
Total P&L (%) | 551.0923 | 431.8763 | 119.2161 | 609.7156 | -271.9897 | 881.7053 |
Avg Daily Profit (%) | 0.2788 | 0.2185 | 0.0603 | 0.0992 | 0 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137295 | -163171 | -86558 | -1547029 | -1855452 | -272502 |
Profit Factor | 1.7377 | 1.8453 | 1.5049 | 1.114 | 0.9361 | 1.8068 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 54.8673 | 50 | 59.6491 | 54.8673 | 50 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.4294 | 1.8453 | 1.018 | 0.9163 | 0.9361 | 1.2223 |
Largest Winning Trade | 108246 | 108246 | 51265 | 762685 | 762685 | 370991 |
Largest Losing Trade | -48354 | -48354 | -41854 | -741727 | -741727 | -242313 |
Avg Bars in Trades | 66 | 113 | 20 | 66 | 113 | 20 |
Avg Bars in Winners | 51 | 86 | 22 | 51 | 86 | 22 |
Avg Bars in Losers | 85 | 141 | 18 | 85 | 141 | 18 |
Bars Traded | 7551 | 6372 | 1179 | 7551 | 6372 | 1179 |
Profit Streak | 494.0697 | 500.5697 | 494.0697 | 494.0697 | 500.5697 | 494.0697 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460281 | -168190 | -289001 | -155090 | -760249 | -213861 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 140, "offset": 0, "std": 1.09463 } } }
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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": 1551052800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758894018188, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 140, "offset": 0, "std": 1.09463 } } }
# | 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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