Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400794.4237 | 420939.5929 | -20145.1692 | -33823.2344 | 31547.7815 | -65371.016 |
Total P&L (%) | 400.7944 | 420.9396 | -20.1452 | -33.8232 | 31.5478 | -65.371 |
Avg Daily Profit (%) | 0.2027 | 0.2129 | -0.0102 | -0.0209 | 0.0139 | -0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105117 | -104430 | -101488 | -382311 | -326264 | -105181 |
Profit Factor | 1.8535 | 2.4678 | 0.8898 | 0.9592 | 1.0492 | 0.6523 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 54.9296 | 62.8571 | 47.2222 | 54.9296 | 62.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.5208 | 1.4583 | 0.9945 | 0.787 | 0.62 | 0.729 |
Largest Winning Trade | 183240 | 183240 | 32189 | 245146 | 245146 | 32577 |
Largest Losing Trade | -94740 | -94740 | -46101 | -324463 | -324463 | -51771 |
Avg Bars in Trades | 51 | 96 | 7 | 51 | 96 | 7 |
Avg Bars in Winners | 25 | 38 | 9 | 25 | 38 | 9 |
Avg Bars in Losers | 81 | 193 | 5 | 81 | 193 | 5 |
Bars Traded | 3624 | 3366 | 258 | 3624 | 3366 | 258 |
Profit Streak | 568.1992 | 0 | 579.6992 | 568.1992 | 0 | 579.6992 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78615 | 467279 | -580623 | -670555 | -343692 | -580623 |
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 77, "offset": 0, "std": 1.68792 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551052800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759812413486, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 77, "offset": 0, "std": 1.68792 } } }
# | 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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