Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308797.566 | 1495656.7873 | -186859.2213 | -106777.2698 | 1414621.427 | -1521398.6968 |
Total P&L (%) | 1308.7976 | 1495.6568 | -186.8592 | -106.7773 | 1414.6214 | -1521.3987 |
Avg Daily Profit (%) | 0.6623 | 0.7569 | -0.0946 | 0 | 0.1376 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -510490 | -284436 | -229392 | -3966964 | -2090865 | -1907227 |
Profit Factor | 2.7503 | 4.7236 | 0.4601 | 0.9792 | 1.4574 | 0.2566 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 14 | 21 | 47 | 23 | 24 |
Losing Trades | 42 | 24 | 18 | 30 | 15 | 15 |
Profitability (%) | 45.4545 | 36.8421 | 53.8462 | 61.039 | 60.5263 | 61.5385 |
Ratio Avg Win / Avg Loss | 3.3004 | 8.0976 | 0.3943 | 0.625 | 0.9505 | 0.1604 |
Largest Winning Trade | 1595681 | 1595681 | 39380 | 2384751 | 2384751 | 151646 |
Largest Losing Trade | -131310 | -81051 | -131310 | -1919846 | -1919846 | -1146386 |
Avg Bars in Trades | 136 | 249 | 27 | 136 | 249 | 27 |
Avg Bars in Winners | 153 | 349 | 22 | 131 | 232 | 33 |
Avg Bars in Losers | 122 | 191 | 31 | 145 | 274 | 15 |
Bars Traded | 10532 | 9479 | 1053 | 10532 | 9479 | 1053 |
Profit Streak | 708.548 | 744.8813 | 708.548 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29850 | 584730 | -579398 | -625346 | -8122 | -578983 |
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{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550836800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760000947857, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 212, "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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