Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599001.85 | 459306.4766 | 139695.3734 | 3968172.8016 | 1479252.9468 | 2488919.8548 |
Total P&L (%) | 599.0019 | 459.3065 | 139.6954 | 3968.1728 | 1479.2529 | 2488.9199 |
Avg Daily Profit (%) | 0.3029 | 0.2323 | 0.0706 | 0.1876 | 0.1396 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51518 | -57590 | -74564 | -1707942 | -2084329 | -1172719 |
Profit Factor | 2.9922 | 4.4751 | 1.829 | 1.7699 | 1.5367 | 2.0379 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 56.5789 | 57.8947 | 55.2632 | 56.5789 | 57.8947 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.2964 | 3.2546 | 1.4807 | 1.3583 | 1.1176 | 1.6497 |
Largest Winning Trade | 149329 | 149329 | 72859 | 1674943 | 916556 | 1674943 |
Largest Losing Trade | -24153 | -19867 | -24153 | -645697 | -645697 | -610113 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 68 | 57 | 79 | 68 | 57 | 79 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3673 | 1638 | 2035 | 3673 | 1638 | 2035 |
Profit Streak | 585.2101 | 622.2101 | 0 | 585.2101 | 622.2101 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37431 | 622848 | -95562 | -41886 | -2672 | 442959 |
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.6956 } }, "second_band": { "type": "tema", "factors": { "length": 11, "offset": 5 } } }
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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": 1552737600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759510955746, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.6956 } }, "second_band": { "type": "tema", "factors": { "length": 11, "offset": 5 } } }
# | 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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