Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671481.4934 | 535245.5524 | 136235.941 | 988958.1941 | 139410.7437 | 849547.4504 |
Total P&L (%) | 671.4815 | 535.2456 | 136.2359 | 988.9582 | 139.4107 | 849.5475 |
Avg Daily Profit (%) | 0.3398 | 0.2709 | 0.0689 | 0.1209 | 0.0442 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191112 | -107494 | -108157 | -10758337 | -5746719 | -5389127 |
Profit Factor | 1.5366 | 1.7801 | 1.241 | 1.0295 | 1.007 | 1.0628 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 47.6395 | 48.7179 | 46.5517 | 47.6395 | 48.7179 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.6888 | 1.8738 | 1.4248 | 1.1315 | 1.06 | 1.2202 |
Largest Winning Trade | 158047 | 158047 | 53749 | 3608204 | 3608204 | 1789012 |
Largest Losing Trade | -56872 | -49993 | -56872 | -3210339 | -3210339 | -2699915 |
Avg Bars in Trades | 49 | 55 | 42 | 49 | 55 | 42 |
Avg Bars in Winners | 62 | 70 | 53 | 62 | 70 | 53 |
Avg Bars in Losers | 37 | 42 | 33 | 37 | 42 | 33 |
Bars Traded | 11502 | 6531 | 4971 | 11502 | 6531 | 4971 |
Profit Streak | 0 | 0 | 513.179 | 0 | 0 | 513.179 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438292 | 405993 | -102159 | -218964 | -347491 | -192896 |
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 60, "offset": 0, "multiplier": 4.54657 } } }
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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": 1550476800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758917869439, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 60, "offset": 0, "multiplier": 4.54657 } } }
# | 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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