Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330483.5739 | 356361.8079 | -25878.2341 | 43679.6877 | 434086.2384 | -390406.5507 |
Total P&L (%) | 330.4836 | 356.3618 | -25.8782 | 43.6797 | 434.0862 | -390.4066 |
Avg Daily Profit (%) | 0.1672 | 0.1803 | -0.0131 | 0.0183 | 0.0848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94968 | -62307 | -241844 | -404006 | -142352 | -563093 |
Profit Factor | 1.6062 | 2.6895 | 0.9226 | 1.0382 | 2.0089 | 0.4519 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Losing Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Profitability (%) | 38.8889 | 52.7778 | 25 | 38.8889 | 52.7778 | 25 |
Ratio Avg Win / Avg Loss | 2.524 | 2.4064 | 2.7677 | 1.6315 | 1.7974 | 1.3556 |
Largest Winning Trade | 111166 | 111166 | 74768 | 232803 | 232803 | 62475 |
Largest Losing Trade | -60588 | -57865 | -60588 | -147559 | -142352 | -147559 |
Avg Bars in Trades | 77 | 61 | 93 | 77 | 61 | 93 |
Avg Bars in Winners | 126 | 78 | 227 | 126 | 78 | 227 |
Avg Bars in Losers | 46 | 42 | 48 | 46 | 42 | 48 |
Bars Traded | 5560 | 2204 | 3356 | 5560 | 2204 | 3356 |
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 | -77717 | 465882 | -607817 | -435718 | -75590 | -608928 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "offset": 0 } } }
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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": 1552291200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759288655287, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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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