Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695446.728 | 493540.7168 | 201906.0112 | 5624524.8168 | 1371595.9737 | 4252928.843 |
Total P&L (%) | 695.4467 | 493.5407 | 201.906 | 5624.5248 | 1371.596 | 4252.9288 |
Avg Daily Profit (%) | 0.3518 | 0.2496 | 0.1021 | 0.2049 | 0.1361 | 0.191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88377 | -73105 | -138504 | -1269774 | -1895709 | -793973 |
Profit Factor | 2.3002 | 2.7953 | 1.7766 | 1.8604 | 1.3287 | 2.7984 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 53.6082 | 53.0612 | 54.1667 | 53.6082 | 53.0612 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.9905 | 2.4728 | 1.5033 | 1.61 | 1.1754 | 2.3679 |
Largest Winning Trade | 108857 | 108857 | 73354 | 1460237 | 1201670 | 1460237 |
Largest Losing Trade | -47444 | -47444 | -34245 | -905805 | -905805 | -456436 |
Avg Bars in Trades | 59 | 43 | 75 | 59 | 43 | 75 |
Avg Bars in Winners | 72 | 53 | 92 | 72 | 53 | 92 |
Avg Bars in Losers | 44 | 32 | 56 | 44 | 32 | 56 |
Bars Traded | 5788 | 2146 | 3642 | 5788 | 2146 | 3642 |
Profit Streak | 0 | 0 | 673.9937 | 0 | 0 | 673.9937 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519860 | 499447 | -51307 | 444127 | -10166 | 549461 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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": 1550044800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759708254246, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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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