Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773214.2049 | 594163.4545 | 179050.7504 | 5783311.9952 | 4472731.1242 | 1310580.871 |
Total P&L (%) | 773.2142 | 594.1635 | 179.0508 | 5783.312 | 4472.7311 | 1310.5809 |
Avg Daily Profit (%) | 0.3913 | 0.3007 | 0.0906 | 0.2064 | 0.1936 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95418 | -87527 | -128939 | -2477670 | -3186127 | -2682952 |
Profit Factor | 2.3921 | 3.4443 | 1.5732 | 1.3807 | 1.6646 | 1.1549 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 45.614 | 45.614 | 45.614 | 45.614 | 45.614 | 45.614 |
Ratio Avg Win / Avg Loss | 2.8521 | 4.1066 | 1.8758 | 1.6463 | 1.9847 | 1.377 |
Largest Winning Trade | 184034 | 184034 | 72707 | 1897181 | 1690667 | 1897181 |
Largest Losing Trade | -49522 | -23846 | -49522 | -1522575 | -961867 | -1522575 |
Avg Bars in Trades | 101 | 77 | 126 | 101 | 77 | 126 |
Avg Bars in Winners | 169 | 131 | 208 | 169 | 131 | 208 |
Avg Bars in Losers | 44 | 32 | 57 | 44 | 32 | 57 |
Bars Traded | 11601 | 4409 | 7192 | 11601 | 4409 | 7192 |
Profit Streak | 0 | 0 | 551.7504 | 0 | 0 | 551.7504 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461764 | -166275 | -250301 | 301612 | -170624 | -244976 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "offset": 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": 1549972800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759068034447, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "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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