Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259310.879 | 405109.3549 | -145798.4759 | -93804.284 | 340319.67 | -434123.9541 |
Total P&L (%) | 259.3109 | 405.1094 | -145.7985 | -93.8043 | 340.3197 | -434.124 |
Avg Daily Profit (%) | 0.1311 | 0.2049 | -0.0737 | -0.1405 | 0.075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324283 | -212667 | -156826 | -1042042 | -480434 | -675844 |
Profit Factor | 1.3907 | 2.0341 | 0.464 | 0.9431 | 1.3761 | 0.4163 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 49.2537 | 48.4848 | 50 | 49.2537 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 1.4328 | 2.1612 | 0.464 | 0.9717 | 1.4621 | 0.4163 |
Largest Winning Trade | 168427 | 168427 | 30684 | 570109 | 570109 | 138357 |
Largest Losing Trade | -85882 | -85882 | -68045 | -480434 | -480434 | -306943 |
Avg Bars in Trades | 54 | 101 | 8 | 54 | 101 | 8 |
Avg Bars in Winners | 36 | 69 | 5 | 36 | 69 | 5 |
Avg Bars in Losers | 71 | 132 | 10 | 71 | 132 | 10 |
Bars Traded | 3635 | 3361 | 274 | 3635 | 3361 | 274 |
Profit Streak | 0 | 583.0347 | 0 | 0 | 583.0347 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138617 | 413929 | -580517 | -702068 | -92304 | -580517 |
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{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 1.61588 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1549627200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758890998736, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 1.61588 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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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