Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670494.4103 | 687315.8738 | -16821.4635 | -44679.0531 | -69208.9573 | 24529.9042 |
Total P&L (%) | 670.4944 | 687.3159 | -16.8215 | -44.6791 | -69.209 | 24.5299 |
Avg Daily Profit (%) | 0.3391 | 0.3476 | -0.0085 | -0.0299 | -0.0596 | 0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176232 | -120267 | -332478 | -253855 | -130265 | -265163 |
Profit Factor | 1.7711 | 3.0949 | 0.9689 | 0.9348 | 0.7859 | 1.0677 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 20 | 22 | 40 | 17 | 23 |
Losing Trades | 34 | 18 | 16 | 36 | 21 | 15 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 52.6316 | 44.7368 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.4338 | 2.7854 | 0.7047 | 0.8413 | 0.9708 | 0.6963 |
Largest Winning Trade | 513309 | 513309 | 70473 | 64523 | 63349 | 64523 |
Largest Losing Trade | -125365 | -52732 | -125365 | -144494 | -61716 | -144494 |
Avg Bars in Trades | 49 | 43 | 55 | 49 | 43 | 55 |
Avg Bars in Winners | 61 | 51 | 70 | 59 | 50 | 65 |
Avg Bars in Losers | 35 | 35 | 34 | 39 | 38 | 40 |
Bars Traded | 3771 | 1663 | 2108 | 3771 | 1663 | 2108 |
Profit Streak | 0 | 0 | 668.0447 | 0 | 0 | 668.0447 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41343 | 560386 | -578409 | -634214 | -582811 | -326875 |
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{ "first_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 3 } } }
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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": 1553558400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760144659788, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "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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