Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600823.3823 | 521749.1419 | 79074.2405 | 568044.8414 | 404724.668 | 163320.1734 |
Total P&L (%) | 600.8234 | 521.7491 | 79.0742 | 568.0448 | 404.7247 | 163.3202 |
Avg Daily Profit (%) | 0.3039 | 0.2639 | 0.04 | 0.0961 | 0.0819 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152813 | -131473 | -73962 | -2852263 | -2221039 | -1122847 |
Profit Factor | 1.7575 | 2.1725 | 1.2271 | 1.0653 | 1.082 | 1.0435 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 39.7059 | 35.2941 | 44.1176 | 39.7059 | 35.2941 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.6688 | 3.9828 | 1.5544 | 1.6177 | 1.9836 | 1.3217 |
Largest Winning Trade | 191106 | 191106 | 71063 | 1362355 | 1155871 | 1362355 |
Largest Losing Trade | -31238 | -31238 | -28568 | -1024440 | -1024440 | -525097 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5790 | 2691 | 3099 | 5790 | 2691 | 3099 |
Profit Streak | 0 | 0 | 511.8267 | 0 | 0 | 511.8267 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310142 | -102460 | -249888 | -215434 | -328015 | -411360 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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": 1549987200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760039424229, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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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