Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995268.445 | 739646.3359 | 255622.1092 | 18983038.6267 | 10296729.924 | 8686308.7027 |
Total P&L (%) | 995.2684 | 739.6463 | 255.6221 | 18983.0386 | 10296.7299 | 8686.3087 |
Avg Daily Profit (%) | 0.5034 | 0.3741 | 0.1293 | 0.266 | 0.2352 | 0.2266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63588 | -71603 | -72489 | -12851680 | -8398699 | -6620472 |
Profit Factor | 2.2288 | 2.7297 | 1.6686 | 1.4786 | 1.4589 | 1.5042 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 41.3174 | 34.5238 | 48.1928 | 41.3174 | 34.5238 | 48.1928 |
Ratio Avg Win / Avg Loss | 3.1656 | 5.1771 | 1.7937 | 2.1 | 2.767 | 1.617 |
Largest Winning Trade | 192706 | 192706 | 73262 | 8860269 | 8860269 | 4470243 |
Largest Losing Trade | -38328 | -22677 | -38328 | -6478139 | -4772875 | -6478139 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 5814 | 2515 | 3299 | 5814 | 2515 | 3299 |
Profit Streak | 0 | 0 | 498.4476 | 0 | 0 | 498.4476 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445361 | 311919 | -17698 | 301907 | 159646 | 369287 |
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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": 1549238400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758883476800, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "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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