Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369100.9275 | 386031.2214 | -16930.2939 | -86533.3725 | 188406.0412 | -274939.4138 |
Total P&L (%) | 369.1009 | 386.0312 | -16.9303 | -86.5334 | 188.406 | -274.9394 |
Avg Daily Profit (%) | 0.1867 | 0.1953 | -0.0086 | -0.1014 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150112 | -169010 | -164291 | -685646 | -221468 | -569861 |
Profit Factor | 1.3279 | 1.6864 | 0.97 | 0.9506 | 1.249 | 0.7234 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 48.2587 | 46.5347 | 50 | 48.2587 | 46.5347 | 50 |
Ratio Avg Win / Avg Loss | 1.4237 | 1.9376 | 0.97 | 1.0192 | 1.435 | 0.7234 |
Largest Winning Trade | 166654 | 166654 | 69503 | 198289 | 173939 | 198289 |
Largest Losing Trade | -93281 | -42170 | -93281 | -563726 | -171492 | -563726 |
Avg Bars in Trades | 38 | 29 | 48 | 38 | 29 | 48 |
Avg Bars in Winners | 44 | 32 | 55 | 44 | 32 | 55 |
Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
Bars Traded | 7756 | 2956 | 4800 | 7756 | 2956 | 4800 |
Profit Streak | 0 | 0 | 559.5128 | 0 | 0 | 559.5128 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292925 | 339157 | -580106 | -578736 | -122926 | -580106 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 65, "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": 1549173600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759796308185, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 65, "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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