Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492208.6309 | 433477.1419 | 58731.489 | 97167.4161 | 324227.6079 | -227060.1918 |
Total P&L (%) | 492.2086 | 433.4771 | 58.7315 | 97.1674 | 324.2276 | -227.0602 |
Avg Daily Profit (%) | 0.249 | 0.2193 | 0.0297 | 0.0343 | 0.0731 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175994 | -96733 | -300408 | -543990 | -194703 | -806649 |
Profit Factor | 1.4725 | 1.891 | 1.1058 | 1.0464 | 1.372 | 0.814 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Losing Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Profitability (%) | 50 | 52.9412 | 47.0588 | 50 | 52.9412 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.4725 | 1.6809 | 1.244 | 1.0464 | 1.2196 | 0.9158 |
Largest Winning Trade | 129563 | 129563 | 78501 | 102722 | 102722 | 95084 |
Largest Losing Trade | -67959 | -59571 | -67959 | -169855 | -88241 | -169855 |
Avg Bars in Trades | 24 | 16 | 31 | 24 | 16 | 31 |
Avg Bars in Winners | 31 | 18 | 47 | 31 | 18 | 47 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5777 | 1989 | 3788 | 5777 | 1989 | 3788 |
Profit Streak | 0 | 0 | 490.0039 | 0 | 0 | 490.0039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385237 | 424679 | -258896 | -314935 | -94365 | -581575 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 13 } } }
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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": 1551283200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758931536851, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 13 } } }
# | 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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