Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2271392.1795 | 2256092.7853 | 15299.3943 | -33690.2729 | -150385.9539 | 116695.681 |
Total P&L (%) | 2271.3922 | 2256.0928 | 15.2994 | -33.6903 | -150.386 | 116.6957 |
Avg Daily Profit (%) | 1.1486 | 1.1409 | 0.0077 | -0.0208 | 0 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336624 | -229494 | -118226 | -4592561 | -3281162 | -1805463 |
Profit Factor | 4.5219 | 6.0728 | 1.0764 | 0.9956 | 0.9721 | 1.0522 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 56.8182 | 45.4545 | 68.1818 | 56.8182 | 45.4545 | 68.1818 |
Ratio Avg Win / Avg Loss | 3.4367 | 7.2874 | 0.5023 | 0.7566 | 1.1665 | 0.491 |
Largest Winning Trade | 2471256 | 2471256 | 22493 | 3159572 | 3159572 | 566738 |
Largest Losing Trade | -53139 | -46885 | -53139 | -1545141 | -1545141 | -977367 |
Avg Bars in Trades | 42 | 69 | 15 | 42 | 69 | 15 |
Avg Bars in Winners | 50 | 109 | 11 | 50 | 109 | 11 |
Avg Bars in Losers | 31 | 35 | 24 | 31 | 35 | 24 |
Bars Traded | 3729 | 3049 | 681 | 3729 | 3049 | 681 |
Profit Streak | 0 | 0 | 825.7175 | 0 | 0 | 825.7175 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 793142 | 730113 | -326989 | -579659 | -580820 | -301779 |
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": 1554768000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758993188967, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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