Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682596.7867 | 647147.2179 | 35449.5689 | -1359.8273 | -302162.8877 | 300803.0604 |
Total P&L (%) | 682.5968 | 647.1472 | 35.4496 | -1.3598 | -302.1629 | 300.8031 |
Avg Daily Profit (%) | 0.3454 | 0.3275 | 0.0179 | -0.0007 | 0 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141561 | -171490 | -48039 | -1169753 | -1352142 | -132321 |
Profit Factor | 1.9282 | 2.0329 | 1.3256 | 0.9996 | 0.8907 | 2.1191 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 49.6 | 50 | 49.2063 | 49.6 | 50 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.9593 | 2.0329 | 1.3684 | 1.0157 | 0.8907 | 2.1875 |
Largest Winning Trade | 521405 | 521405 | 27258 | 648514 | 648514 | 122028 |
Largest Losing Trade | -67876 | -67876 | -10761 | -833572 | -833572 | -38678 |
Avg Bars in Trades | 92 | 181 | 5 | 92 | 181 | 5 |
Avg Bars in Winners | 111 | 216 | 6 | 111 | 216 | 6 |
Avg Bars in Losers | 74 | 146 | 4 | 74 | 146 | 4 |
Bars Traded | 11567 | 11238 | 329 | 11567 | 11238 | 329 |
Profit Streak | 492.5164 | 492.5164 | 552.183 | 492.5164 | 492.5164 | 552.183 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520372 | -140604 | -317024 | -577599 | -734374 | -240817 |
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{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.67221 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "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": 1548345600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760315012656, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.67221 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "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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