Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442378.436 | 358631.0579 | 83747.3781 | 32457.4437 | 782508.1316 | -750050.6879 |
Total P&L (%) | 442.3784 | 358.6311 | 83.7474 | 32.4574 | 782.5081 | -750.0507 |
Avg Daily Profit (%) | 0.2237 | 0.1814 | 0.0424 | 0.0142 | 0.1102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93730 | -86587 | -154579 | -1031510 | -203739 | -1101679 |
Profit Factor | 1.5992 | 2.1056 | 1.2023 | 1.0108 | 1.8328 | 0.6378 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 56.4286 | 50 | 62.8571 | 56.4286 | 50 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.2348 | 2.1056 | 0.7105 | 0.7805 | 1.8328 | 0.3769 |
Largest Winning Trade | 119918 | 119918 | 64816 | 348592 | 297597 | 348592 |
Largest Losing Trade | -91139 | -36888 | -91139 | -1002253 | -139591 | -1002253 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 3881 | 1846 | 2035 | 3881 | 1846 | 2035 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403832 | -82714 | -230755 | -385598 | -136187 | -673013 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "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": 1547769600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758873143336, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "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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