Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713896.0194 | 600174.8536 | 113721.1657 | 1436156.2359 | 302030.2396 | 1134125.9963 |
Total P&L (%) | 713.896 | 600.1749 | 113.7212 | 1436.1562 | 302.0302 | 1134.126 |
Avg Daily Profit (%) | 0.3611 | 0.3036 | 0.0575 | 0.1383 | 0.0704 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171897 | -85498 | -152637 | -927242 | -934719 | -373115 |
Profit Factor | 1.747 | 2.1498 | 1.2622 | 1.255 | 1.0889 | 1.5072 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 35.6 | 32.8 | 38.4 | 35.6 | 32.8 | 38.4 |
Ratio Avg Win / Avg Loss | 3.1604 | 4.4044 | 2.0248 | 2.2702 | 2.231 | 2.4178 |
Largest Winning Trade | 227185 | 227185 | 75727 | 873855 | 873855 | 588911 |
Largest Losing Trade | -40750 | -40750 | -36603 | -357956 | -357956 | -195785 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 47 | 46 | 49 | 47 | 46 | 49 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 5795 | 2634 | 3161 | 5795 | 2634 | 3161 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313650 | 229639 | -119601 | -11113 | -227176 | -24797 |
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{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 2.81217 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.60048, "nc": 0.1 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549785600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759472656149, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 2.81217 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.60048, "nc": 0.1 } } }
# | 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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