Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578053.3621 | 462635.5979 | 115417.7643 | 1064014.3773 | 1353749.2025 | -289734.8252 |
Total P&L (%) | 578.0534 | 462.6356 | 115.4178 | 1064.0144 | 1353.7492 | -289.7348 |
Avg Daily Profit (%) | 0.2923 | 0.234 | 0.0584 | 0.1242 | 0.1355 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130853 | -161304 | -185877 | -1269843 | -979314 | -1336120 |
Profit Factor | 1.4722 | 1.707 | 1.2026 | 1.153 | 1.3806 | 0.9147 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 200 | 104 | 96 | 200 | 104 | 96 |
Profitability (%) | 43.8202 | 41.573 | 46.0674 | 43.8202 | 41.573 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.8874 | 2.399 | 1.4079 | 1.4782 | 1.9403 | 1.0709 |
Largest Winning Trade | 100324 | 100324 | 59283 | 411476 | 392545 | 411476 |
Largest Losing Trade | -38348 | -36781 | -38348 | -302298 | -238480 | -302298 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 3887 | 1912 | 1976 | 3887 | 1912 | 1976 |
Profit Streak | 497.4019 | 504.4019 | 0 | 497.4019 | 504.4019 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410189 | 327868 | -116372 | -78685 | -12139 | -579986 |
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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": 1548331200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758836326218, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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