Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327827.8201 | 317628.8326 | 10198.9875 | 42390.1832 | -12838.6944 | 55228.8776 |
Total P&L (%) | 327.8278 | 317.6288 | 10.199 | 42.3902 | -12.8387 | 55.2289 |
Avg Daily Profit (%) | 0.1658 | 0.1606 | 0.0052 | 0.0179 | -0.0069 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202970 | -110303 | -150867 | -758331 | -362011 | -531287 |
Profit Factor | 1.5366 | 2.2223 | 1.029 | 1.0328 | 0.9764 | 1.0739 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.1613 | 46.8085 | 43.4783 | 45.1613 | 46.8085 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.8658 | 2.5253 | 1.3378 | 1.2542 | 1.1095 | 1.3961 |
Largest Winning Trade | 123934 | 123934 | 70804 | 214274 | 130354 | 214274 |
Largest Losing Trade | -52246 | -26945 | -52246 | -384130 | -101738 | -384130 |
Avg Bars in Trades | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Winners | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
Bars Traded | 3813 | 2169 | 1644 | 3813 | 2169 | 1644 |
Profit Streak | 579.9019 | 714.9019 | 579.9019 | 579.9019 | 714.9019 | 579.9019 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348095 | 420650 | -535969 | -355679 | -578940 | -305202 |
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{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 1.68049 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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": 1551096000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758836324953, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 1.68049 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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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