Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900166.2328 | 638238.9698 | 261927.263 | 17642869.5425 | 6837717.7652 | 10805151.7773 |
Total P&L (%) | 900.1662 | 638.239 | 261.9273 | 17642.8695 | 6837.7178 | 10805.1518 |
Avg Daily Profit (%) | 0.4553 | 0.3228 | 0.1325 | 0.2623 | 0.2147 | 0.2376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76941 | -82020 | -109203 | -5866547 | -9044146 | -8853157 |
Profit Factor | 2.2403 | 2.6622 | 1.7663 | 1.3399 | 1.2506 | 1.4388 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 47.1014 | 43.4783 | 50.7246 | 47.1014 | 43.4783 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.516 | 3.4609 | 1.7158 | 1.5048 | 1.6258 | 1.3977 |
Largest Winning Trade | 138127 | 138127 | 71686 | 5431984 | 5431984 | 5256853 |
Largest Losing Trade | -52093 | -38361 | -52093 | -4172421 | -2254783 | -4172421 |
Avg Bars in Trades | 42 | 31 | 52 | 42 | 31 | 52 |
Avg Bars in Winners | 65 | 51 | 76 | 65 | 51 | 76 |
Avg Bars in Losers | 21 | 15 | 28 | 21 | 15 | 28 |
Bars Traded | 5820 | 2166 | 3654 | 5820 | 2166 | 3654 |
Profit Streak | 0 | 0 | 555.9334 | 0 | 0 | 555.9334 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493995 | -90328 | -113435 | 332891 | -95437 | -91336 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 2.92974 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549814400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759472648548, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 2.92974 } } }
# | 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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