Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355147.5391 | 396906.6722 | -41759.1331 | -218961.8329 | 883554.5927 | -1102516.4256 |
Total P&L (%) | 355.1475 | 396.9067 | -41.7591 | -218.9618 | 883.5546 | -1102.5164 |
Avg Daily Profit (%) | 0.1796 | 0.2008 | -0.0211 | 0 | 0.1157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195712 | -150862 | -330860 | -880888 | -286108 | -1440654 |
Profit Factor | 1.3137 | 1.8137 | 0.9352 | 0.9283 | 1.9439 | 0.4797 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 99 | 49 | 50 | 94 | 48 | 46 |
Losing Trades | 81 | 41 | 40 | 86 | 42 | 44 |
Profitability (%) | 55 | 54.4444 | 55.5556 | 52.2222 | 53.3333 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.0748 | 1.5176 | 0.7482 | 0.8493 | 1.7009 | 0.4589 |
Largest Winning Trade | 132015 | 132015 | 73285 | 204583 | 204583 | 156766 |
Largest Losing Trade | -152286 | -48921 | -152286 | -395052 | -131403 | -395052 |
Avg Bars in Trades | 32 | 19 | 44 | 32 | 19 | 44 |
Avg Bars in Winners | 34 | 18 | 50 | 26 | 17 | 36 |
Avg Bars in Losers | 29 | 21 | 37 | 38 | 22 | 53 |
Bars Traded | 5805 | 1792 | 4013 | 5805 | 1792 | 4013 |
Profit Streak | 0 | 0 | 578.5637 | 492.897 | 502.2304 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331389 | 417908 | -578970 | -578962 | -33078 | -580947 |
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550304000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759959102791, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 88, "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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