Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208327.8071 | 314386.7661 | -106058.959 | -106885.5121 | 8393.0125 | -115278.5246 |
Total P&L (%) | 208.3278 | 314.3868 | -106.059 | -106.8855 | 8.393 | -115.2785 |
Avg Daily Profit (%) | 0.1054 | 0.159 | -0.0536 | 0 | 0.0041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174000 | -101013 | -331253 | -154438 | -45724 | -181860 |
Profit Factor | 1.1685 | 1.5846 | 0.8482 | 0.74 | 1.0549 | 0.5534 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 99 | 55 | 44 | 90 | 49 | 41 |
Losing Trades | 94 | 42 | 52 | 103 | 48 | 55 |
Profitability (%) | 51.2953 | 56.701 | 45.8333 | 46.6321 | 50.5155 | 42.7083 |
Ratio Avg Win / Avg Loss | 1.1095 | 1.2101 | 1.0024 | 0.8469 | 1.0333 | 0.7424 |
Largest Winning Trade | 163691 | 163691 | 74403 | 56863 | 12174 | 56863 |
Largest Losing Trade | -115907 | -55057 | -115907 | -57165 | -18327 | -57165 |
Avg Bars in Trades | 30 | 19 | 40 | 30 | 19 | 40 |
Avg Bars in Winners | 33 | 18 | 51 | 29 | 17 | 42 |
Avg Bars in Losers | 26 | 20 | 31 | 30 | 20 | 39 |
Bars Traded | 5798 | 1867 | 3931 | 5798 | 1867 | 3931 |
Profit Streak | 0 | 0 | 547.2971 | 480.2971 | 561.2971 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86310 | 358026 | -580070 | -580492 | -511922 | -583911 |
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "offset": 0 } } }
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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": 1550073600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870469125, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "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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