Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352605.4222 | 332577.118 | 20028.3042 | 62399.7993 | 253011.9621 | -190612.1628 |
Total P&L (%) | 352.6054 | 332.5771 | 20.0283 | 62.3998 | 253.012 | -190.6122 |
Avg Daily Profit (%) | 0.1783 | 0.1682 | 0.0101 | 0.0245 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211301 | -153676 | -167110 | -1311136 | -1060970 | -817994 |
Profit Factor | 1.4508 | 2.0241 | 1.0438 | 1.0176 | 1.1493 | 0.8966 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 49.5327 | 55.5556 | 43.3962 | 49.5327 | 55.5556 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.4782 | 1.6193 | 1.3615 | 1.0368 | 0.9194 | 1.1694 |
Largest Winning Trade | 112439 | 112439 | 72868 | 597577 | 322653 | 597577 |
Largest Losing Trade | -42916 | -42916 | -41184 | -608404 | -608404 | -242815 |
Avg Bars in Trades | 36 | 27 | 44 | 36 | 27 | 44 |
Avg Bars in Winners | 44 | 36 | 56 | 44 | 36 | 56 |
Avg Bars in Losers | 27 | 17 | 35 | 27 | 17 | 35 |
Bars Traded | 3857 | 1503 | 2354 | 3857 | 1503 | 2354 |
Profit Streak | 0 | 0 | 670.2707 | 0 | 0 | 670.2707 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307576 | -167861 | -540206 | -361634 | -344742 | -760777 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 39, "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": 1549886400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759948186504, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 39, "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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