Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229483.2202 | 305008.6097 | -75525.3895 | -101421.3572 | -44617.7923 | -56803.5649 |
Total P&L (%) | 229.4832 | 305.0086 | -75.5254 | -101.4214 | -44.6178 | -56.8036 |
Avg Daily Profit (%) | 0.116 | 0.1542 | -0.0382 | 0 | -0.0299 | -0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116883 | -71352 | -212485 | -115133 | -46460 | -90781 |
Profit Factor | 1.2918 | 1.907 | 0.8322 | 0.5519 | 0.525 | 0.571 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 17 | 16 | 32 | 15 | 17 |
Losing Trades | 38 | 19 | 19 | 39 | 21 | 18 |
Profitability (%) | 46.4789 | 47.2222 | 45.7143 | 45.0704 | 41.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.4875 | 2.1313 | 0.9883 | 0.6726 | 0.735 | 0.6046 |
Largest Winning Trade | 116077 | 116077 | 82249 | 26021 | 14480 | 26021 |
Largest Losing Trade | -101496 | -67152 | -101496 | -90668 | -19389 | -90668 |
Avg Bars in Trades | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Winners | 57 | 58 | 55 | 49 | 71 | 29 |
Avg Bars in Losers | 49 | 60 | 38 | 55 | 51 | 61 |
Bars Traded | 3759 | 2155 | 1604 | 3759 | 2155 | 1604 |
Profit Streak | 0 | 0 | 570.8585 | 483.3585 | 548.8585 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130690 | 351656 | -581495 | -673388 | -583061 | -581343 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.64938 } } }
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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": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789376864, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.64938 } } }
# | 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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