Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488192.3343 | 383802.3727 | 104389.9616 | 885530.4409 | 918825.1562 | -33294.7152 |
Total P&L (%) | 488.1923 | 383.8024 | 104.39 | 885.5304 | 918.8252 | -33.2947 |
Avg Daily Profit (%) | 0.2469 | 0.1941 | 0.0528 | 0.1158 | 0.1175 | -0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85637 | -87242 | -143572 | -1289350 | -1082027 | -1125368 |
Profit Factor | 1.8679 | 2.617 | 1.3211 | 1.1912 | 1.4279 | 0.9866 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 49.3976 | 52.381 | 46.3415 | 49.3976 | 52.381 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.9135 | 2.3791 | 1.5296 | 1.2202 | 1.298 | 1.1424 |
Largest Winning Trade | 123724 | 123724 | 72857 | 776127 | 649699 | 776127 |
Largest Losing Trade | -44923 | -30984 | -44923 | -570549 | -570549 | -393322 |
Avg Bars in Trades | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Winners | 63 | 47 | 81 | 63 | 47 | 81 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 3860 | 1529 | 2331 | 3860 | 1529 | 2331 |
Profit Streak | 0 | 0 | 483.1904 | 0 | 0 | 483.1904 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361984 | 464881 | -121899 | -49755 | -34571 | -579913 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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": 1550534400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758904450841, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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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