Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691713.0248 | 595585.4287 | 96127.5961 | 55007.4192 | 1388841.5804 | -1333834.1611 |
Total P&L (%) | 691.713 | 595.5854 | 96.1276 | 55.0074 | 1388.8416 | -1333.8342 |
Avg Daily Profit (%) | 0.3499 | 0.3013 | 0.0486 | 0.0222 | 0.1367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95543 | -98655 | -166527 | -1154428 | -584617 | -1605495 |
Profit Factor | 1.8548 | 2.6591 | 1.2135 | 1.0132 | 1.9479 | 0.5084 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 46.3636 | 49.0909 | 43.6364 | 46.3636 | 49.0909 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.1457 | 2.7576 | 1.5674 | 1.1721 | 2.02 | 0.6566 |
Largest Winning Trade | 196254 | 196254 | 80249 | 477869 | 477869 | 317753 |
Largest Losing Trade | -95543 | -45733 | -95543 | -892641 | -444243 | -892641 |
Avg Bars in Trades | 52 | 36 | 68 | 52 | 36 | 68 |
Avg Bars in Winners | 73 | 47 | 103 | 73 | 47 | 103 |
Avg Bars in Losers | 34 | 26 | 42 | 34 | 26 | 42 |
Bars Traded | 5800 | 2011 | 3788 | 5800 | 2011 | 3788 |
Profit Streak | 0 | 0 | 552.2677 | 0 | 0 | 552.2677 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421812 | -166433 | -308880 | -371409 | -186841 | -762348 |
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{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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": 1550505600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759098325883, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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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