Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755492.6535 | 616072.8399 | 139419.8137 | 1239191.6303 | 3793775.6456 | -2554584.0153 |
Total P&L (%) | 755.4927 | 616.0728 | 139.4198 | 1239.1916 | 3793.7756 | -2554.584 |
Avg Daily Profit (%) | 0.382 | 0.3115 | 0.0705 | 0.1313 | 0.1854 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133281 | -124147 | -85523 | -8284668 | -4872634 | -5488988 |
Profit Factor | 1.9524 | 2.6029 | 1.3409 | 1.0634 | 1.4001 | 0.7464 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 50.4202 | 49.1525 | 51.6667 | 50.4202 | 49.1525 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.9198 | 2.6927 | 1.2544 | 1.0456 | 1.4484 | 0.6983 |
Largest Winning Trade | 178166 | 178166 | 75078 | 5833270 | 5833270 | 1236629 |
Largest Losing Trade | -57545 | -57399 | -57545 | -5240860 | -2219344 | -5240860 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 3774 | 1968 | 1806 | 3774 | 1968 | 1806 |
Profit Streak | 488.0941 | 0 | 501.0941 | 488.0941 | 0 | 501.0941 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513241 | -163055 | -266848 | -167201 | -168401 | -749158 |
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{ "first_band": { "type": "jma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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": 1554120000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759544131120, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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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