Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697524.3663 | 567547.3871 | 129976.9792 | 496152.1268 | 3345508.4993 | -2849356.3725 |
Total P&L (%) | 697.5244 | 567.5474 | 129.977 | 496.1521 | 3345.5085 | -2849.3564 |
Avg Daily Profit (%) | 0.353 | 0.2872 | 0.0658 | 0.0904 | 0.1793 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140871 | -105232 | -156860 | -5492306 | -2812583 | -4197075 |
Profit Factor | 1.7462 | 2.3683 | 1.2499 | 1.0346 | 1.5501 | 0.6543 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 52.381 | 54.7619 | 50 | 52.381 | 54.7619 | 50 |
Ratio Avg Win / Avg Loss | 1.5874 | 1.9564 | 1.2499 | 0.9406 | 1.2805 | 0.6543 |
Largest Winning Trade | 171956 | 171956 | 71442 | 2162162 | 2162162 | 1025058 |
Largest Losing Trade | -87694 | -44083 | -87694 | -1961648 | -1961648 | -1944637 |
Avg Bars in Trades | 69 | 48 | 90 | 69 | 48 | 90 |
Avg Bars in Winners | 89 | 59 | 122 | 89 | 59 | 122 |
Avg Bars in Losers | 47 | 35 | 58 | 47 | 35 | 58 |
Bars Traded | 11669 | 4076 | 7593 | 11669 | 4076 | 7593 |
Profit Streak | 0 | 0 | 551.1477 | 0 | 0 | 551.1477 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498400 | 488959 | -104694 | -255188 | 351391 | -580148 |
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759620765058, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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