Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555659.7913 | 455709.474 | 99950.3173 | 1048075.7541 | 252534.4663 | 795541.2878 |
Total P&L (%) | 555.6598 | 455.7095 | 99.9503 | 1048.0758 | 252.5345 | 795.5413 |
Avg Daily Profit (%) | 0.281 | 0.2304 | 0.0505 | 0.1235 | 0.0637 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118280 | -112059 | -70158 | -3018552 | -2533000 | -803651 |
Profit Factor | 2.2036 | 2.9505 | 1.4383 | 1.1618 | 1.0674 | 1.2916 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 44.0678 | 40 | 48.2759 | 44.0678 | 40 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.7969 | 4.4257 | 1.5411 | 1.4746 | 1.601 | 1.3839 |
Largest Winning Trade | 124403 | 124403 | 65556 | 1384415 | 1126196 | 1384415 |
Largest Losing Trade | -50342 | -47826 | -50342 | -1719650 | -1719650 | -738305 |
Avg Bars in Trades | 65 | 58 | 72 | 65 | 58 | 72 |
Avg Bars in Winners | 109 | 101 | 116 | 109 | 101 | 116 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 3857 | 1761 | 2096 | 3857 | 1761 | 2096 |
Profit Streak | 0 | 0 | 705.7663 | 0 | 0 | 705.7663 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168883 | 344859 | -123142 | -252074 | -257085 | -44229 |
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{ "first_band": { "type": "sma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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": 1549972800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759040609877, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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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