Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736918.2195 | 570385.0418 | 166533.1777 | 2539862.6571 | 871976.3987 | 1667886.2584 |
Total P&L (%) | 736.9182 | 570.385 | 166.5332 | 2539.8627 | 871.9764 | 1667.8863 |
Avg Daily Profit (%) | 0.3727 | 0.2885 | 0.0842 | 0.1657 | 0.1151 | 0.1454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145718 | -77079 | -164163 | -1405165 | -918152 | -984224 |
Profit Factor | 1.7714 | 2.1968 | 1.3479 | 1.3921 | 1.2656 | 1.5221 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 130 | 72 | 58 | 130 | 72 | 58 |
Profitability (%) | 35.3234 | 28.7129 | 42 | 35.3234 | 28.7129 | 42 |
Ratio Avg Win / Avg Loss | 3.2434 | 5.4541 | 1.8613 | 2.549 | 3.1423 | 2.102 |
Largest Winning Trade | 168153 | 168153 | 74090 | 739076 | 739076 | 628926 |
Largest Losing Trade | -49909 | -36628 | -49909 | -739715 | -290045 | -739715 |
Avg Bars in Trades | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Winners | 58 | 50 | 64 | 58 | 50 | 64 |
Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
Bars Traded | 5814 | 2252 | 3561 | 5814 | 2252 | 3561 |
Profit Streak | 0 | 0 | 659.4374 | 0 | 0 | 659.4374 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305846 | -483 | -81072 | 184507 | -51399 | 70423 |
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{ "first_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "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": 1549497600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759948194033, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "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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