Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368858.8806 | 425740.1259 | -56881.2453 | -26278.2352 | 82568.331 | -108846.5662 |
Total P&L (%) | 368.8589 | 425.7401 | -56.8812 | -26.2782 | 82.5683 | -108.8466 |
Avg Daily Profit (%) | 0.1866 | 0.2154 | -0.0288 | -0.0154 | 0.0305 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121983 | -100043 | -150867 | -482576 | -491330 | -242763 |
Profit Factor | 1.6135 | 2.356 | 0.802 | 0.9835 | 1.0788 | 0.8012 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 57.6271 | 66.6667 | 48.2759 | 57.6271 | 66.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.1864 | 1.178 | 0.8593 | 0.7232 | 0.5394 | 0.8584 |
Largest Winning Trade | 122400 | 122400 | 88485 | 284209 | 284209 | 205029 |
Largest Losing Trade | -60298 | -58347 | -60298 | -324588 | -324588 | -134557 |
Avg Bars in Trades | 124 | 91 | 159 | 124 | 91 | 159 |
Avg Bars in Winners | 108 | 70 | 162 | 108 | 70 | 162 |
Avg Bars in Losers | 146 | 131 | 157 | 146 | 131 | 157 |
Bars Traded | 7367 | 2736 | 4631 | 7367 | 2736 | 4631 |
Profit Streak | 0 | 0 | 567.8935 | 0 | 0 | 567.8935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169061 | 476695 | -580920 | -759289 | -285592 | -580920 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 194, "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": 1552932000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758921994930, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 194, "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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