Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787433.1724 | 615132.0849 | 172301.0874 | 2422039.7874 | 2947333.3221 | -525293.5348 |
Total P&L (%) | 787.4332 | 615.1321 | 172.3011 | 2422.0398 | 2947.3333 | -525.2935 |
Avg Daily Profit (%) | 0.3985 | 0.3113 | 0.0872 | 0.1635 | 0.1731 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101184 | -133878 | -128723 | -3688020 | -3989922 | -3098735 |
Profit Factor | 1.7567 | 2.1597 | 1.3377 | 1.1136 | 1.2494 | 0.9447 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 56.3107 | 59.2233 | 53.3981 | 56.3107 | 59.2233 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.3629 | 1.487 | 1.1675 | 0.864 | 0.8602 | 0.8245 |
Largest Winning Trade | 152695 | 152695 | 67301 | 2779988 | 2779988 | 1425769 |
Largest Losing Trade | -63599 | -48836 | -63599 | -1760786 | -1730895 | -1760786 |
Avg Bars in Trades | 56 | 45 | 67 | 56 | 45 | 67 |
Avg Bars in Winners | 61 | 45 | 78 | 61 | 45 | 78 |
Avg Bars in Losers | 50 | 44 | 55 | 50 | 44 | 55 |
Bars Traded | 11656 | 4668 | 6987 | 11656 | 4668 | 6987 |
Profit Streak | 0 | 0 | 554.5647 | 0 | 0 | 554.5647 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498610 | 464478 | -75109 | -87646 | 245922 | -579658 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "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": 1549512000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759973589341, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "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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