Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695342.3431 | 536132.4923 | 159209.8508 | 6021383.651 | 2582239.9604 | 3439143.6906 |
Total P&L (%) | 695.3423 | 536.1325 | 159.2099 | 6021.3837 | 2582.24 | 3439.1437 |
Avg Daily Profit (%) | 0.3518 | 0.2712 | 0.0805 | 0.2084 | 0.1665 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58327 | -40118 | -109703 | -3039259 | -2035397 | -1319403 |
Profit Factor | 2.9197 | 4.1446 | 1.8304 | 1.8595 | 1.6124 | 2.2332 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 4.3795 | 6.2168 | 2.7456 | 2.7893 | 2.4185 | 3.3499 |
Largest Winning Trade | 139708 | 139708 | 75774 | 1747736 | 1747736 | 1587503 |
Largest Losing Trade | -25828 | -22919 | -25828 | -1319403 | -844015 | -1319403 |
Avg Bars in Trades | 124 | 107 | 142 | 124 | 107 | 142 |
Avg Bars in Winners | 243 | 202 | 284 | 243 | 202 | 284 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 7492 | 3213 | 4279 | 7492 | 3213 | 4279 |
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 | -162756 | 427596 | -85881 | -166028 | 247228 | 294685 |
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "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": 1552737600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758894014837, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "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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