Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555141.0339 | 460889.7658 | 94251.2682 | 205381.0827 | 653637.3605 | -448256.2777 |
Total P&L (%) | 555.141 | 460.8898 | 94.2513 | 205.3811 | 653.6374 | -448.2563 |
Avg Daily Profit (%) | 0.2807 | 0.2331 | 0.0477 | 0.0565 | 0.1022 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254308 | -148668 | -154580 | -5317063 | -4297357 | -2362901 |
Profit Factor | 1.5177 | 1.8837 | 1.1711 | 1.0152 | 1.0923 | 0.9305 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 55 | 51.25 | 58.75 | 55 | 51.25 | 58.75 |
Ratio Avg Win / Avg Loss | 1.2418 | 1.7918 | 0.8223 | 0.8306 | 1.039 | 0.6534 |
Largest Winning Trade | 132243 | 132243 | 54550 | 1108449 | 1108449 | 936616 |
Largest Losing Trade | -61138 | -55310 | -61138 | -1355497 | -1355497 | -1322757 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 3759 | 1868 | 1891 | 3759 | 1868 | 1891 |
Profit Streak | 483.8339 | 0 | 495.8339 | 483.8339 | 0 | 495.8339 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449669 | -7538 | -180372 | -320664 | -194136 | -597962 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03636, "nb": 0.1, "nc": 0.86932 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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": 1555156800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758960048638, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03636, "nb": 0.1, "nc": 0.86932 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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