Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672667.5789 | 591344.5518 | 81323.0272 | 647456.1625 | 446694.5113 | 200761.6512 |
Total P&L (%) | 672.6676 | 591.3446 | 81.323 | 647.4562 | 446.6945 | 200.7617 |
Avg Daily Profit (%) | 0.3402 | 0.299 | 0.0411 | 0.1018 | 0.0859 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175131 | -114134 | -185437 | -696133 | -571683 | -372181 |
Profit Factor | 1.5015 | 1.881 | 1.1214 | 1.1541 | 1.2065 | 1.0985 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Losing Trades | 218 | 113 | 105 | 218 | 113 | 105 |
Profitability (%) | 35.503 | 33.1361 | 37.8698 | 35.503 | 33.1361 | 37.8698 |
Ratio Avg Win / Avg Loss | 2.7278 | 3.7955 | 1.8398 | 2.0966 | 2.4345 | 1.8023 |
Largest Winning Trade | 222999 | 222999 | 66874 | 513658 | 513658 | 224664 |
Largest Losing Trade | -40416 | -30115 | -40416 | -271986 | -271986 | -177409 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3888 | 1858 | 2030 | 3888 | 1858 | 2030 |
Profit Streak | 500.4222 | 507.4222 | 0 | 500.4222 | 507.4222 | 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 | 311542 | 255174 | -227973 | -109591 | -82964 | -233690 |
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{ "first_band": { "type": "wma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 12, "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": 1548331200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758967676752, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 12, "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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