Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289383.4772 | 338404.4637 | -49020.9865 | -84765.1656 | -91625.8785 | 6860.7129 |
Total P&L (%) | 289.3835 | 338.4045 | -49.021 | -84.7652 | -91.6259 | 6.8607 |
Avg Daily Profit (%) | 0.1463 | 0.1711 | -0.0248 | -0.0951 | -0.1253 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253317 | -129050 | -235940 | -534540 | -367875 | -239943 |
Profit Factor | 1.2002 | 1.4765 | 0.9333 | 0.9537 | 0.91 | 1.0084 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 52.6549 | 50.4425 | 54.8673 | 52.6549 | 50.4425 | 54.8673 |
Ratio Avg Win / Avg Loss | 1.0792 | 1.4506 | 0.7677 | 0.8576 | 0.8941 | 0.8295 |
Largest Winning Trade | 111635 | 111635 | 51514 | 119828 | 119828 | 79187 |
Largest Losing Trade | -58191 | -43541 | -58191 | -171681 | -171681 | -95322 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3695 | 1849 | 1845 | 3695 | 1849 | 1845 |
Profit Streak | 0 | 0 | 511.2348 | 0 | 0 | 511.2348 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 129226 | 310253 | -579538 | -578973 | -580696 | -565785 |
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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": 1558180800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759988290630, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.46197 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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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