Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295683.3955 | 311639.2304 | -15955.8349 | -72932.9725 | 775127.1922 | -848060.1646 |
Total P&L (%) | 295.6834 | 311.6392 | -15.9558 | -72.933 | 775.1272 | -848.0602 |
Avg Daily Profit (%) | 0.1496 | 0.1577 | -0.0081 | -0.0661 | 0.1098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184044 | -159155 | -220871 | -809278 | -474263 | -967705 |
Profit Factor | 1.2394 | 1.5047 | 0.9742 | 0.9716 | 1.8585 | 0.4895 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Profitability (%) | 46.6667 | 47.5 | 45.8333 | 46.6667 | 47.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.4165 | 1.6631 | 1.1513 | 1.1104 | 2.0541 | 0.5785 |
Largest Winning Trade | 104831 | 104831 | 51285 | 234538 | 234538 | 125412 |
Largest Losing Trade | -66330 | -66330 | -60460 | -402404 | -111615 | -402404 |
Avg Bars in Trades | 32 | 43 | 22 | 32 | 43 | 22 |
Avg Bars in Winners | 36 | 45 | 27 | 36 | 45 | 27 |
Avg Bars in Losers | 28 | 40 | 17 | 28 | 40 | 17 |
Bars Traded | 7824 | 5180 | 2645 | 7824 | 5180 | 2645 |
Profit Streak | 489.64 | 0 | 570.89 | 489.64 | 0 | 570.89 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248129 | 305912 | -579304 | -578567 | -43675 | -580971 |
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{ "first_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.78392 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
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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": 1548828000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759612894478, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.78392 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
# | 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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