Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308585.4585 | 381948.4139 | -73362.9555 | -99378.0729 | 136221.792 | -235599.8648 |
Total P&L (%) | 308.5855 | 381.9484 | -73.363 | -99.3781 | 136.2218 | -235.5999 |
Avg Daily Profit (%) | 0.156 | 0.1931 | -0.0371 | -0.2566 | 0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231735 | -120357 | -317267 | -266639 | -78112 | -301401 |
Profit Factor | 1.2094 | 1.5469 | 0.9053 | 0.8023 | 1.9847 | 0.3532 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 50.7614 | 44.898 | 56.5657 | 50.7614 | 44.898 | 56.5657 |
Ratio Avg Win / Avg Loss | 1.1732 | 1.8985 | 0.6952 | 0.7782 | 2.4358 | 0.2712 |
Largest Winning Trade | 114657 | 114657 | 60317 | 80449 | 80449 | 43692 |
Largest Losing Trade | -96043 | -46891 | -96043 | -256373 | -17913 | -256373 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 3910 | 1947 | 1962 | 3910 | 1947 | 1962 |
Profit Streak | 480.3585 | 0 | 489.8585 | 480.3585 | 0 | 489.8585 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315656 | 297617 | -579354 | -578785 | -133062 | -579354 |
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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": 1548936000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789376954, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.27053 } } }
# | 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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