Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484070.5994 | 545394.229 | -61323.6297 | -57702.3294 | 4105629.0207 | -4163331.35 |
Total P&L (%) | 484.0706 | 545.3942 | -61.3236 | -57.7023 | 4105.629 | -4163.3314 |
Avg Daily Profit (%) | 0.2449 | 0.2759 | -0.031 | -0.0435 | 0.1893 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210269 | -106432 | -116428 | -6309322 | -1057904 | -5883714 |
Profit Factor | 1.9982 | 3.8241 | 0.7898 | 0.9937 | 3.046 | 0.4233 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 50.7692 | 56.25 | 45.4545 | 50.7692 | 56.25 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9377 | 2.9743 | 0.9478 | 0.9636 | 2.3691 | 0.508 |
Largest Winning Trade | 179462 | 179462 | 41080 | 2468187 | 2468187 | 1578930 |
Largest Losing Trade | -95333 | -95333 | -88111 | -4939478 | -1057904 | -4939478 |
Avg Bars in Trades | 72 | 127 | 18 | 72 | 127 | 18 |
Avg Bars in Winners | 61 | 97 | 16 | 61 | 97 | 16 |
Avg Bars in Losers | 83 | 166 | 19 | 83 | 166 | 19 |
Bars Traded | 4685 | 4090 | 595 | 4685 | 4090 | 595 |
Profit Streak | 545.9637 | 0 | 561.9637 | 545.9637 | 0 | 561.9637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123515 | 590280 | -581709 | -716094 | 523545 | -581709 |
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{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.44965 } }, "second_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551542400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870467140, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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