Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838760.8363 | 692165.9365 | 146594.8998 | 3825821.9289 | 2298783.57 | 1527038.359 |
Total P&L (%) | 838.7608 | 692.1659 | 146.5949 | 3825.8219 | 2298.7836 | 1527.0384 |
Avg Daily Profit (%) | 0.4242 | 0.35 | 0.0741 | 0.1858 | 0.1608 | 0.1412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133000 | -91384 | -139859 | -2605826 | -1505494 | -2528392 |
Profit Factor | 1.8386 | 2.3726 | 1.2956 | 1.3366 | 1.3832 | 1.2845 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 199 | 103 | 96 | 199 | 103 | 96 |
Profitability (%) | 32.7703 | 30.4054 | 35.1351 | 32.7703 | 30.4054 | 35.1351 |
Ratio Avg Win / Avg Loss | 3.7719 | 5.4306 | 2.3919 | 2.7421 | 3.166 | 2.3714 |
Largest Winning Trade | 304304 | 304304 | 82093 | 2091696 | 2091696 | 853446 |
Largest Losing Trade | -39292 | -27404 | -39292 | -656981 | -656981 | -580188 |
Avg Bars in Trades | 13 | 10 | 15 | 13 | 10 | 15 |
Avg Bars in Winners | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3885 | 1568 | 2317 | 3885 | 1568 | 2317 |
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 | 308437 | 228044 | -98462 | 160568 | 68456 | -8749 |
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{ "first_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": 1548979200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760004795446, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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