Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894646.2126 | 632080.5933 | 262565.6193 | 16508687.4668 | 8012671.6261 | 8496015.8407 |
Total P&L (%) | 894.6462 | 632.0806 | 262.5656 | 16508.6875 | 8012.6716 | 8496.0158 |
Avg Daily Profit (%) | 0.4525 | 0.3197 | 0.1328 | 0.2589 | 0.2226 | 0.2255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85397 | -83210 | -81917 | -8555811 | -5889556 | -4840448 |
Profit Factor | 2.1476 | 2.5522 | 1.7051 | 1.4208 | 1.378 | 1.4711 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 45.1429 | 39.7727 | 50.5747 | 45.1429 | 39.7727 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.6097 | 3.8648 | 1.6664 | 1.7266 | 2.0867 | 1.4377 |
Largest Winning Trade | 148198 | 148198 | 69597 | 6762239 | 6762239 | 4302031 |
Largest Losing Trade | -55792 | -25702 | -55792 | -4423601 | -4132210 | -4423601 |
Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Winners | 52 | 44 | 59 | 52 | 44 | 59 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 5815 | 2316 | 3500 | 5815 | 2316 | 3500 |
Profit Streak | 0 | 0 | 556.4413 | 0 | 0 | 556.4413 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479119 | 356705 | -11407 | 342090 | 211834 | 377033 |
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{ "first_band": { "type": "vwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 18, "offset": 0, "poles": 3 } } }
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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": 1549238400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760006126887, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 18, "offset": 0, "poles": 3 } } }
# | 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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