Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362979.4185 | 349009.7976 | 13969.6209 | -1065475.2789 | 303785.3181 | -1369260.597 |
Total P&L (%) | 362.9794 | 349.0098 | 13.9696 | -1065.4753 | 303.7853 | -1369.2606 |
Avg Daily Profit (%) | 0.1836 | 0.1765 | 0.0071 | 0 | 0.0706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232485 | -78673 | -269133 | -3625658 | -2012563 | -1961293 |
Profit Factor | 1.5925 | 3.0691 | 1.0315 | 0.8302 | 1.1167 | 0.627 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 19 | 19 | 26 | 14 | 12 |
Losing Trades | 26 | 13 | 13 | 38 | 18 | 20 |
Profitability (%) | 59.375 | 59.375 | 59.375 | 40.625 | 43.75 | 37.5 |
Ratio Avg Win / Avg Loss | 1.0896 | 2.0999 | 0.7057 | 1.2133 | 1.4357 | 1.045 |
Largest Winning Trade | 128442 | 128442 | 61020 | 1779958 | 1779958 | 806014 |
Largest Losing Trade | -183970 | -52891 | -183970 | -1490806 | -1490806 | -772736 |
Avg Bars in Trades | 58 | 19 | 98 | 58 | 19 | 98 |
Avg Bars in Winners | 55 | 20 | 89 | 59 | 17 | 108 |
Avg Bars in Losers | 64 | 17 | 110 | 58 | 20 | 92 |
Bars Traded | 3767 | 618 | 3149 | 3767 | 618 | 3149 |
Profit Streak | 634.4019 | 920.4019 | 634.4019 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131974 | 551735 | -411479 | -726534 | -193024 | -584004 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 167, "offset": 36, "std": 2.52706 } } }
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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": 1553817600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758836321659, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 167, "offset": 36, "std": 2.52706 } } }
# | 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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