Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520574.8232 | 439959.0276 | 80615.7956 | -94010.3283 | 1027781.7478 | -1121792.0761 |
Total P&L (%) | 520.5748 | 439.959 | 80.6158 | -94.0103 | 1027.7817 | -1121.7921 |
Avg Daily Profit (%) | 0.2632 | 0.2225 | 0.0408 | -0.1423 | 0.1226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276530 | -160912 | -135404 | -5790611 | -1612536 | -4179310 |
Profit Factor | 1.5536 | 1.9554 | 1.168 | 0.9879 | 1.402 | 0.7855 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 44.8087 | 41.7582 | 47.8261 | 44.8087 | 41.7582 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.9136 | 2.7273 | 1.2742 | 1.2168 | 1.9555 | 0.8569 |
Largest Winning Trade | 194820 | 194820 | 70563 | 2396852 | 1483040 | 2396852 |
Largest Losing Trade | -99423 | -46590 | -99423 | -4136810 | -1148677 | -4136810 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 3906 | 2286 | 1620 | 3906 | 2286 | 1620 |
Profit Streak | 480.3281 | 0 | 496.8281 | 480.3281 | 0 | 496.8281 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400493 | 298402 | -174467 | -579309 | -30349 | -581069 |
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{ "first_band": { "type": "bbm", "factors": { "length": 43, "offset": 0, "std": 3.15529 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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": 1549584000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758873144565, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 43, "offset": 0, "std": 3.15529 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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