Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211952.6517 | 883083.2623 | 328869.3894 | 52723438.4931 | 17396783.2923 | 35326655.2009 |
Total P&L (%) | 1211.9527 | 883.0833 | 328.8694 | 52723.4385 | 17396.7833 | 35326.6552 |
Avg Daily Profit (%) | 0.6133 | 0.4469 | 0.1664 | 0.3178 | 0.2617 | 0.2975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153121 | -171713 | -68801 | -18072461 | -21491758 | -8680381 |
Profit Factor | 2.0124 | 2.3441 | 1.6089 | 1.4604 | 1.2491 | 1.7909 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 177 | 86 | 91 | 177 | 86 | 91 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 51.3043 | 49.711 | 52.907 | 51.3043 | 49.711 | 52.907 |
Ratio Avg Win / Avg Loss | 1.91 | 2.3713 | 1.4321 | 1.3861 | 1.2636 | 1.5941 |
Largest Winning Trade | 341851 | 341851 | 51778 | 15578265 | 15578265 | 13576706 |
Largest Losing Trade | -44759 | -44759 | -40258 | -9058200 | -9058200 | -7306676 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 11673 | 5430 | 6242 | 11673 | 5430 | 6242 |
Profit Streak | 0 | 0 | 504.4325 | 0 | 0 | 504.4325 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625232 | 534617 | 394227 | 434933 | 308734 | 502202 |
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 31, "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": 1549368000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759544568991, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 31, "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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