Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460861.6034 | 419872.2527 | 40989.3507 | 206974.1774 | 420643.8758 | -213669.6984 |
Total P&L (%) | 460.8616 | 419.8723 | 40.9894 | 206.9742 | 420.6439 | -213.6697 |
Avg Daily Profit (%) | 0.2331 | 0.2123 | 0.0207 | 0.0567 | 0.0835 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201284 | -148951 | -108475 | -2305268 | -1959983 | -1137556 |
Profit Factor | 1.8109 | 2.6783 | 1.1288 | 1.0426 | 1.165 | 0.9076 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.2938 | 3.3924 | 1.4299 | 1.3206 | 1.4756 | 1.1497 |
Largest Winning Trade | 172154 | 172154 | 65075 | 939883 | 854912 | 939883 |
Largest Losing Trade | -56931 | -50713 | -56931 | -1245027 | -1245027 | -893608 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 92 | 78 | 106 | 92 | 78 | 106 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 3837 | 1683 | 2154 | 3837 | 1683 | 2154 |
Profit Streak | 0 | 0 | 662.828 | 0 | 0 | 662.828 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104726 | 379106 | -247461 | -406936 | -122876 | -580458 |
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 39, "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": 1550880000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758873141537, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 39, "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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