Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280768.8257 | 371400.2996 | -90631.474 | -48237.1152 | 683500.7254 | -731737.8405 |
Total P&L (%) | 280.7688 | 371.4003 | -90.6315 | -48.2371 | 683.5007 | -731.7378 |
Avg Daily Profit (%) | 0.1421 | 0.188 | -0.0459 | -0.0333 | 0.1042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175717 | -163642 | -192857 | -669891 | -277980 | -947080 |
Profit Factor | 1.5261 | 2.2982 | 0.6339 | 0.9714 | 2.0963 | 0.3108 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 60.8696 | 64.7059 | 57.1429 | 60.8696 | 64.7059 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9811 | 1.2536 | 0.4754 | 0.6245 | 1.1434 | 0.2331 |
Largest Winning Trade | 210419 | 210419 | 46313 | 384229 | 384229 | 119437 |
Largest Losing Trade | -70665 | -70665 | -59436 | -388033 | -175818 | -388033 |
Avg Bars in Trades | 134 | 252 | 20 | 134 | 252 | 20 |
Avg Bars in Winners | 98 | 167 | 21 | 98 | 167 | 21 |
Avg Bars in Losers | 191 | 407 | 19 | 191 | 407 | 19 |
Bars Traded | 9308 | 8577 | 731 | 9308 | 8577 | 731 |
Profit Streak | 712.2147 | 712.2147 | 979.8813 | 712.2147 | 712.2147 | 979.8813 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106720 | 504678 | -578197 | -683942 | -47298 | -578197 |
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{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 84, "offset": 0, "scalar": 2 } } }
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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": 1548993600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760000946989, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 84, "offset": 0, "scalar": 2 } } }
# | 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) |
---|