Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502234.1856 | 487035.1499 | 15199.0357 | -69035.3294 | 297410.9469 | -366446.2763 |
Total P&L (%) | 502.2342 | 487.0352 | 15.199 | -69.0353 | 297.4109 | -366.4463 |
Avg Daily Profit (%) | 0.254 | 0.2463 | 0.0077 | -0.0593 | 0.0698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115283 | -129402 | -212911 | -312595 | -99623 | -486643 |
Profit Factor | 1.7055 | 2.4996 | 1.0393 | 0.9133 | 2.4373 | 0.3786 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 50 | 54.5455 | 45.4545 | 50 | 54.5455 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7055 | 2.083 | 1.2471 | 0.9133 | 2.0311 | 0.4544 |
Largest Winning Trade | 228462 | 228462 | 76247 | 100969 | 100969 | 43491 |
Largest Losing Trade | -92574 | -59379 | -92574 | -229966 | -83033 | -229966 |
Avg Bars in Trades | 58 | 70 | 46 | 58 | 70 | 46 |
Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Losers | 51 | 75 | 32 | 51 | 75 | 32 |
Bars Traded | 3841 | 2310 | 1531 | 3841 | 2310 | 1531 |
Profit Streak | 0 | 0 | 640.9019 | 0 | 0 | 640.9019 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116768 | 480434 | -370818 | -709277 | -94532 | -581612 |
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{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.7105 } }, "second_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 5 } } }
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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": 1550145600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758836325860, "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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