Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505662.7288 | 403576.6856 | 102086.0431 | 2054141.0315 | 1707573.3785 | 346567.653 |
Total P&L (%) | 505.6627 | 403.5767 | 102.086 | 2054.141 | 1707.5734 | 346.5677 |
Avg Daily Profit (%) | 0.2557 | 0.2041 | 0.0516 | 0.1554 | 0.1465 | 0.0757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52947 | -49486 | -116069 | -939514 | -804371 | -815278 |
Profit Factor | 2.6266 | 4.6087 | 1.5129 | 1.6515 | 2.3795 | 1.181 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.6266 | 4.6087 | 1.5129 | 1.6515 | 2.3795 | 1.181 |
Largest Winning Trade | 129648 | 129648 | 77377 | 905178 | 492832 | 905178 |
Largest Losing Trade | -27979 | -22081 | -27979 | -532771 | -321785 | -532771 |
Avg Bars in Trades | 60 | 49 | 71 | 60 | 49 | 71 |
Avg Bars in Winners | 94 | 83 | 104 | 94 | 83 | 104 |
Avg Bars in Losers | 27 | 16 | 37 | 27 | 16 | 37 |
Bars Traded | 3631 | 1495 | 2136 | 3631 | 1495 | 2136 |
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 | -159976 | 544191 | -121525 | -162715 | 266575 | -113369 |
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{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": 1554206400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759513076842, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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