Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494611.9696 | 383515.2755 | 111096.694 | 733681.971 | -471551.5682 | 1205233.5392 |
Total P&L (%) | 494.612 | 383.5153 | 111.0967 | 733.682 | -471.5516 | 1205.2335 |
Avg Daily Profit (%) | 0.2502 | 0.194 | 0.0562 | 0.1073 | 0 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106635 | -105253 | -75804 | -1272170 | -1264282 | -270051 |
Profit Factor | 2.0073 | 2.3236 | 1.5519 | 1.2635 | 0.7665 | 2.5752 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.2195 | 46.3415 | 56.0976 | 51.2195 | 46.3415 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.9117 | 2.6905 | 1.2145 | 1.2033 | 0.8875 | 2.0154 |
Largest Winning Trade | 148279 | 148279 | 69988 | 669447 | 453961 | 669447 |
Largest Losing Trade | -39360 | -39360 | -28566 | -547245 | -547245 | -215229 |
Avg Bars in Trades | 91 | 121 | 60 | 91 | 121 | 60 |
Avg Bars in Winners | 124 | 193 | 68 | 124 | 193 | 68 |
Avg Bars in Losers | 55 | 59 | 50 | 55 | 59 | 50 |
Bars Traded | 7464 | 4992 | 2472 | 7464 | 4992 | 2472 |
Profit Streak | 0 | 0 | 710.4146 | 0 | 0 | 710.4146 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 116820 | 381873 | -114073 | -58029 | -582165 | -11914 |
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{ "first_band": { "type": "t3", "factors": { "length": 186, "offset": 0, "a": 0.70701 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 3.69352 } } }
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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": 1551787200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758794223599, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 186, "offset": 0, "a": 0.70701 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 3.69352 } } }
# | 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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