Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464278.077 | 424322.3848 | 39955.6922 | -12799.158 | 317215.905 | -330015.0629 |
Total P&L (%) | 464.2781 | 424.3224 | 39.9557 | -12.7992 | 317.2159 | -330.0151 |
Avg Daily Profit (%) | 0.2348 | 0.2146 | 0.0202 | -0.0069 | 0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157405 | -66399 | -291461 | -315639 | -89823 | -468159 |
Profit Factor | 1.469 | 2.1655 | 1.0638 | 0.9902 | 1.6696 | 0.6035 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 50 | 52.7027 | 47.2973 | 50 | 52.7027 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.469 | 1.9434 | 1.1854 | 0.9902 | 1.4984 | 0.6725 |
Largest Winning Trade | 108148 | 108148 | 79435 | 169057 | 169057 | 63617 |
Largest Losing Trade | -86424 | -35637 | -86424 | -87309 | -82503 | -87309 |
Avg Bars in Trades | 26 | 15 | 36 | 26 | 15 | 36 |
Avg Bars in Winners | 31 | 15 | 50 | 31 | 15 | 50 |
Avg Bars in Losers | 20 | 15 | 24 | 20 | 15 | 24 |
Bars Traded | 3882 | 1145 | 2737 | 3882 | 1145 | 2737 |
Profit Streak | 0 | 0 | 566.5347 | 0 | 0 | 566.5347 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349361 | -51964 | -382545 | -580108 | -158238 | -644936 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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": 1550750400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758890999451, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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