Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1829559.6018 | 1840279.9185 | -10720.3167 | -60899.9725 | 666253.1393 | -727153.1117 |
Total P&L (%) | 1829.5596 | 1840.2799 | -10.7203 | -60.9 | 666.2531 | -727.1531 |
Avg Daily Profit (%) | 0.9255 | 0.931 | -0.0054 | -0.0475 | 0.1031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -351994 | -229130 | -140484 | -3927561 | -2020113 | -2499430 |
Profit Factor | 3.5415 | 5.355 | 0.9639 | 0.9916 | 1.2001 | 0.8143 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 39.7059 | 32.3529 | 47.0588 | 39.7059 | 32.3529 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.3778 | 11.1967 | 1.0844 | 1.5058 | 2.5093 | 0.9161 |
Largest Winning Trade | 1959791 | 1959791 | 44762 | 1918492 | 1918492 | 1226553 |
Largest Losing Trade | -64152 | -52813 | -64152 | -2312885 | -676420 | -2312885 |
Avg Bars in Trades | 109 | 169 | 50 | 109 | 169 | 50 |
Avg Bars in Winners | 185 | 368 | 59 | 185 | 368 | 59 |
Avg Bars in Losers | 60 | 73 | 42 | 60 | 73 | 42 |
Bars Traded | 7464 | 5746 | 1718 | 7464 | 5746 | 1718 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97780 | 520377 | -580272 | -695781 | -61261 | -581939 |
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{ "first_band": { "type": "ema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 2.90937 } } }
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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": 1552068000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758965753290, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 2.90937 } } }
# | 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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