Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557247.1967 | 450119.6982 | 107127.4985 | 376229.2489 | -306236.5212 | 682465.77 |
Total P&L (%) | 557.2472 | 450.1197 | 107.1275 | 376.2292 | -306.2365 | 682.4658 |
Avg Daily Profit (%) | 0.2818 | 0.2276 | 0.0542 | 0.079 | 0 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124005 | -105978 | -80173 | -1087429 | -1053430 | -828793 |
Profit Factor | 2.3086 | 2.9228 | 1.5588 | 1.1524 | 0.7739 | 1.6127 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 44.7368 | 36.8421 | 52.6316 | 44.7368 | 36.8421 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.8518 | 5.0104 | 1.4029 | 1.4236 | 1.3267 | 1.4515 |
Largest Winning Trade | 324796 | 324796 | 60828 | 514099 | 272967 | 514099 |
Largest Losing Trade | -52311 | -37276 | -52311 | -680094 | -241848 | -680094 |
Avg Bars in Trades | 50 | 59 | 40 | 50 | 59 | 40 |
Avg Bars in Winners | 77 | 107 | 57 | 77 | 107 | 57 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 3800 | 2259 | 1541 | 3800 | 2259 | 1541 |
Profit Streak | 0 | 0 | 580.775 | 0 | 0 | 580.775 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42691 | 300030 | -117972 | -196223 | -584215 | -50724 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 131 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 2.54576 } } }
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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": 1553428800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759516558724, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 131 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 2.54576 } } }
# | 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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