Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320952.112 | 446763.9472 | -125811.8352 | -101558.7662 | 25712.6156 | -127271.3818 |
Total P&L (%) | 320.9521 | 446.7639 | -125.8118 | -101.5588 | 25.7126 | -127.2714 |
Avg Daily Profit (%) | 0.1623 | 0.2259 | -0.0636 | 0 | 0.0116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221496 | -116009 | -361472 | -213828 | -117929 | -235623 |
Profit Factor | 1.3463 | 2.1275 | 0.7629 | 0.7322 | 1.198 | 0.4897 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 21 | 19 | 39 | 24 | 15 |
Losing Trades | 31 | 15 | 16 | 32 | 12 | 20 |
Profitability (%) | 56.338 | 58.3333 | 54.2857 | 54.9296 | 66.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.0434 | 1.5197 | 0.6424 | 0.6008 | 0.599 | 0.6529 |
Largest Winning Trade | 226545 | 226545 | 60676 | 49708 | 49708 | 46437 |
Largest Losing Trade | -132911 | -71337 | -132911 | -172656 | -117929 | -172656 |
Avg Bars in Trades | 53 | 62 | 45 | 53 | 62 | 45 |
Avg Bars in Winners | 52 | 53 | 52 | 50 | 56 | 40 |
Avg Bars in Losers | 55 | 76 | 36 | 58 | 75 | 48 |
Bars Traded | 3833 | 2258 | 1575 | 3833 | 2258 | 1575 |
Profit Streak | 0 | 0 | 653.7347 | 528.2347 | 565.2347 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82512 | 466815 | -579274 | -670554 | -182516 | -583565 |
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{ "first_band": { "type": "swma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 3.92232 } } }
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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": 1551787200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759513077303, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 3.92232 } } }
# | 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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