Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744837.1465 | 792655.4556 | -47818.3091 | -69540.7226 | 948373.7461 | -1017914.4688 |
Total P&L (%) | 744.8371 | 792.6555 | -47.8183 | -69.5407 | 948.3737 | -1017.9145 |
Avg Daily Profit (%) | 0.3767 | 0.4008 | -0.0242 | -0.0601 | 0.1189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241139 | -168889 | -126192 | -1313957 | -376906 | -1095353 |
Profit Factor | 2.6007 | 4.5147 | 0.8006 | 0.9601 | 3.088 | 0.2104 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 44.2857 | 45.7143 | 42.8571 | 44.2857 | 45.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2719 | 5.3612 | 1.0674 | 1.2079 | 3.667 | 0.2805 |
Largest Winning Trade | 941224 | 941224 | 58469 | 1215297 | 1215297 | 68885 |
Largest Losing Trade | -72354 | -72354 | -51542 | -621197 | -206447 | -621197 |
Avg Bars in Trades | 53 | 59 | 46 | 53 | 59 | 46 |
Avg Bars in Winners | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Losers | 39 | 45 | 33 | 39 | 45 | 33 |
Bars Traded | 3720 | 2097 | 1623 | 3720 | 2097 | 1623 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86492 | 558613 | -581898 | -680111 | -29634 | -583565 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 203 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } } }
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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": 1556539200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760144665417, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 203 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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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