Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682520.4926 | 507241.832 | 175278.6606 | 3518681.4599 | 1240827.1279 | 2277854.3319 |
Total P&L (%) | 682.5205 | 507.2418 | 175.2787 | 3518.6815 | 1240.8271 | 2277.8543 |
Avg Daily Profit (%) | 0.3453 | 0.2566 | 0.0887 | 0.1817 | 0.1314 | 0.1604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131241 | -54426 | -132301 | -1375942 | -831538 | -1327682 |
Profit Factor | 2.0527 | 2.9593 | 1.45 | 1.6206 | 1.5398 | 1.6758 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 43.1818 | 39.0909 | 47.2727 | 43.1818 | 39.0909 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.7009 | 4.611 | 1.6174 | 2.1324 | 2.3992 | 1.8691 |
Largest Winning Trade | 147702 | 147702 | 70940 | 795537 | 795537 | 779205 |
Largest Losing Trade | -40344 | -21687 | -40344 | -1133251 | -292833 | -1133251 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 65 | 72 | 59 | 65 | 72 | 59 |
Avg Bars in Losers | 10 | 7 | 13 | 10 | 7 | 13 |
Bars Traded | 7516 | 3619 | 3896 | 7516 | 3619 | 3896 |
Profit Streak | 0 | 0 | 532.6107 | 0 | 0 | 532.6107 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420524 | 348087 | -72420 | 340181 | -19025 | 393167 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 3.51219 } } }
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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": 1553169600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789562278, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 3.51219 } } }
# | 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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