Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736198.4051 | 591787.6909 | 144410.7142 | 1178984.9117 | 2694162.9073 | -1515177.9956 |
Total P&L (%) | 736.1984 | 591.7877 | 144.4107 | 1178.9849 | 2694.1629 | -1515.178 |
Avg Daily Profit (%) | 0.3723 | 0.2993 | 0.073 | 0.129 | 0.1685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156259 | -117187 | -155170 | -6331946 | -3320472 | -5439434 |
Profit Factor | 1.5024 | 1.8026 | 1.1983 | 1.0463 | 1.2208 | 0.8858 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 203 | 106 | 97 | 203 | 106 | 97 |
Profitability (%) | 40.8163 | 38.0117 | 43.6047 | 40.8163 | 38.0117 | 43.6047 |
Ratio Avg Win / Avg Loss | 2.1784 | 2.9397 | 1.5498 | 1.5171 | 1.9909 | 1.1457 |
Largest Winning Trade | 162958 | 162958 | 50809 | 1903031 | 1903031 | 1643187 |
Largest Losing Trade | -38512 | -37178 | -38512 | -1363715 | -841536 | -1363715 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 3921 | 2041 | 1880 | 3921 | 2041 | 1880 |
Profit Streak | 499.3281 | 505.8281 | 499.3281 | 499.3281 | 505.8281 | 499.3281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410469 | 318437 | -97977 | -189478 | 180722 | -580391 |
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{ "first_band": { "type": "swma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 16, "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": 1548417600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758873146904, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 16, "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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