Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391971.4807 | 451458.3772 | -59486.8964 | -81810.6579 | -13364.2818 | -68446.3761 |
Total P&L (%) | 391.9715 | 451.4584 | -59.4869 | -81.8107 | -13.3643 | -68.4464 |
Avg Daily Profit (%) | 0.1982 | 0.2283 | -0.0301 | -0.0861 | -0.0073 | -0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177432 | -164799 | -168027 | -103614 | -82967 | -100834 |
Profit Factor | 1.4707 | 2.0439 | 0.8514 | 0.8106 | 0.9444 | 0.6431 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.0427 | 2.8387 | 1.1824 | 1.1259 | 1.3116 | 0.8932 |
Largest Winning Trade | 255983 | 255983 | 61146 | 86106 | 86106 | 31016 |
Largest Losing Trade | -59407 | -59407 | -47169 | -48677 | -48677 | -42656 |
Avg Bars in Trades | 44 | 57 | 31 | 44 | 57 | 31 |
Avg Bars in Winners | 50 | 59 | 42 | 50 | 59 | 42 |
Avg Bars in Losers | 39 | 55 | 23 | 39 | 55 | 23 |
Bars Traded | 3798 | 2455 | 1343 | 3798 | 2455 | 1343 |
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 | 248707 | 310802 | -582225 | -582046 | -582225 | -583892 |
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{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 41, "offset": 0 } } }
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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": 1553731200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759516565143, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 41, "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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