Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477462.8624 | 391242.8541 | 86220.0083 | 246643.3101 | -46689.1819 | 293332.492 |
Total P&L (%) | 477.4629 | 391.2429 | 86.22 | 246.6433 | -46.6892 | 293.3325 |
Avg Daily Profit (%) | 0.2415 | 0.1979 | 0.0436 | 0.0629 | -0.0318 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170525 | -144985 | -158754 | -1123624 | -851929 | -512093 |
Profit Factor | 1.4036 | 1.6713 | 1.1437 | 1.0654 | 0.9761 | 1.1613 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Profitability (%) | 44.3709 | 44.3709 | 44.3709 | 44.3709 | 44.3709 | 44.3709 |
Ratio Avg Win / Avg Loss | 1.7597 | 2.0953 | 1.4338 | 1.3357 | 1.2238 | 1.456 |
Largest Winning Trade | 114599 | 114599 | 57175 | 395087 | 395087 | 329472 |
Largest Losing Trade | -46551 | -30320 | -46551 | -332850 | -224632 | -332850 |
Avg Bars in Trades | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Winners | 37 | 43 | 32 | 37 | 43 | 32 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7817 | 4290 | 3527 | 7817 | 4290 | 3527 |
Profit Streak | 0 | 0 | 497.1386 | 0 | 0 | 497.1386 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341000 | 327367 | -197869 | -257840 | -580786 | -144160 |
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{ "first_band": { "type": "bbm", "factors": { "length": 190, "offset": 0, "std": 2.73044 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "offset": 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": 1549065600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759180771024, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 190, "offset": 0, "std": 2.73044 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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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