Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729285.0813 | 619094.9848 | 110190.0965 | 1377958.2505 | 852174.368 | 525783.8825 |
Total P&L (%) | 729.2851 | 619.095 | 110.1901 | 1377.9583 | 852.1744 | 525.7839 |
Avg Daily Profit (%) | 0.3689 | 0.3131 | 0.0557 | 0.1363 | 0.1141 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161529 | -115173 | -121592 | -2795248 | -1416303 | -1761274 |
Profit Factor | 1.5814 | 1.9829 | 1.1764 | 1.1276 | 1.149 | 1.1035 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Profitability (%) | 37.1875 | 33.75 | 40.625 | 37.1875 | 33.75 | 40.625 |
Ratio Avg Win / Avg Loss | 2.6711 | 3.8924 | 1.7194 | 1.9046 | 2.2554 | 1.6128 |
Largest Winning Trade | 218473 | 218473 | 65609 | 1149753 | 1149753 | 550038 |
Largest Losing Trade | -24705 | -24705 | -22749 | -308585 | -278275 | -308585 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5844 | 3021 | 2823 | 5844 | 3021 | 2823 |
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 | 337114 | 252474 | -146913 | -92709 | -101595 | -177286 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "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": 1548403200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759304022073, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "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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