Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618704.8131 | 508950.1984 | 109754.6147 | 705233.7185 | -62937.4826 | 768171.201 |
Total P&L (%) | 618.7048 | 508.9502 | 109.7546 | 705.2337 | -62.9375 | 768.1712 |
Avg Daily Profit (%) | 0.3129 | 0.2574 | 0.0555 | 0.1055 | -0.0502 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139252 | -87512 | -100234 | -5726525 | -3497610 | -3827533 |
Profit Factor | 2.2222 | 3.1935 | 1.4003 | 1.0575 | 0.9898 | 1.1254 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 40.5797 | 37.1429 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.254 | 5.4044 | 1.7737 | 1.5484 | 1.675 | 1.4255 |
Largest Winning Trade | 181430 | 181430 | 73495 | 2527811 | 2217281 | 2527811 |
Largest Losing Trade | -80457 | -31559 | -80457 | -3693837 | -1455266 | -3693837 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 100 | 91 | 107 | 100 | 91 | 107 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 3826 | 1757 | 2069 | 3826 | 1757 | 2069 |
Profit Streak | 0 | 0 | 587.8338 | 0 | 0 | 587.8338 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96709 | 346389 | -118717 | -317831 | -583009 | -130904 |
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{ "first_band": { "type": "jma", "factors": { "length": 56, "offset": 40 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "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": 1551873600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758960042543, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 56, "offset": 40 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "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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