Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606152.5853 | 638331.6498 | -32179.0645 | -65933.8553 | 212778.1985 | -278712.0539 |
Total P&L (%) | 606.1526 | 638.3317 | -32.1791 | -65.9339 | 212.7782 | -278.7121 |
Avg Daily Profit (%) | 0.3068 | 0.323 | -0.0163 | -0.0545 | 0.0577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296445 | -230560 | -89521 | -1557593 | -1124131 | -509773 |
Profit Factor | 1.6303 | 1.909 | 0.876 | 0.9787 | 1.0926 | 0.6527 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 104 | 44 | 60 | 104 | 44 | 60 |
Losing Trades | 110 | 63 | 47 | 110 | 63 | 47 |
Profitability (%) | 48.5981 | 41.1215 | 56.0748 | 48.5981 | 41.1215 | 56.0748 |
Ratio Avg Win / Avg Loss | 1.7244 | 2.7334 | 0.6862 | 1.0352 | 1.5644 | 0.5112 |
Largest Winning Trade | 503328 | 503328 | 22000 | 1033532 | 1033532 | 95898 |
Largest Losing Trade | -48454 | -48454 | -46731 | -455906 | -455906 | -258657 |
Avg Bars in Trades | 52 | 89 | 14 | 52 | 89 | 14 |
Avg Bars in Winners | 68 | 146 | 11 | 68 | 146 | 11 |
Avg Bars in Losers | 36 | 49 | 19 | 36 | 49 | 19 |
Bars Traded | 11189 | 9587 | 1602 | 11189 | 9587 | 1602 |
Profit Streak | 0 | 0 | 517.9171 | 0 | 0 | 517.9171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454032 | 323712 | -579398 | -578536 | -237153 | -579398 |
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{ "first_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 5 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": 1550764800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759068035122, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 5 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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