Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747926.4526 | 634706.8452 | 113219.6074 | 717479.7853 | -2041122.6891 | 2758602.4744 |
Total P&L (%) | 747.9265 | 634.7068 | 113.2196 | 717.4798 | -2041.1227 | 2758.6025 |
Avg Daily Profit (%) | 0.3784 | 0.3211 | 0.0573 | 0.1063 | 0 | 0.1698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200988 | -203553 | -35887 | -6813320 | -7090980 | -747201 |
Profit Factor | 1.7368 | 1.7867 | 1.5433 | 1.0411 | 0.866 | 2.244 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 50.9728 | 50 | 51.938 | 50.9728 | 50 | 51.938 |
Ratio Avg Win / Avg Loss | 1.6705 | 1.7867 | 1.4281 | 1.0014 | 0.866 | 2.0765 |
Largest Winning Trade | 190050 | 190050 | 28434 | 3951206 | 3951206 | 662485 |
Largest Losing Trade | -58841 | -58841 | -30192 | -4268666 | -4268666 | -693555 |
Avg Bars in Trades | 29 | 54 | 5 | 29 | 54 | 5 |
Avg Bars in Winners | 32 | 60 | 5 | 32 | 60 | 5 |
Avg Bars in Losers | 27 | 48 | 4 | 27 | 48 | 4 |
Bars Traded | 7638 | 6968 | 670 | 7638 | 6968 | 670 |
Profit Streak | 489.2752 | 0 | 500.7752 | 489.2752 | 0 | 500.7752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546741 | 440886 | -113966 | -223549 | -580992 | 466263 |
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{ "first_band": { "type": "bbl", "factors": { "length": 241, "offset": 0, "std": 2.08721 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1548482400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759084577206, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 241, "offset": 0, "std": 2.08721 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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