Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432554.114 | 452896.4659 | -20342.3519 | -57281.4941 | 85581.2963 | -142862.7905 |
Total P&L (%) | 432.5541 | 452.8965 | -20.3424 | -57.2815 | 85.5813 | -142.8628 |
Avg Daily Profit (%) | 0.2188 | 0.2291 | -0.0103 | -0.043 | 0.0313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150182 | -124448 | -90806 | -477070 | -399566 | -203977 |
Profit Factor | 1.9708 | 2.5432 | 0.8663 | 0.9487 | 1.1038 | 0.5126 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 70.4225 | 71.4286 | 69.4444 | 70.4225 | 71.4286 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.8277 | 1.0173 | 0.3812 | 0.3985 | 0.4415 | 0.2255 |
Largest Winning Trade | 123921 | 123921 | 27388 | 222471 | 222471 | 39041 |
Largest Losing Trade | -95736 | -95736 | -84992 | -395052 | -395052 | -149881 |
Avg Bars in Trades | 101 | 199 | 7 | 101 | 199 | 7 |
Avg Bars in Winners | 47 | 88 | 7 | 47 | 88 | 7 |
Avg Bars in Losers | 230 | 475 | 8 | 230 | 475 | 8 |
Bars Traded | 7235 | 6965 | 270 | 7235 | 6965 | 270 |
Profit Streak | 713.026 | 713.026 | 822.776 | 713.026 | 713.026 | 822.776 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78178 | 566006 | -576621 | -667704 | -254970 | -576621 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 1.52341 } } }
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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": 1550577600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759711043591, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 1.52341 } } }
# | 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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