Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632914.2322 | 497838.3714 | 135075.8608 | 894267.5303 | 603022.5154 | 291245.0149 |
Total P&L (%) | 632.9142 | 497.8384 | 135.0759 | 894.2675 | 603.0225 | 291.245 |
Avg Daily Profit (%) | 0.3201 | 0.2518 | 0.0683 | 0.1162 | 0.0987 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162970 | -155785 | -206277 | -469989 | -411464 | -514804 |
Profit Factor | 1.4215 | 1.708 | 1.1692 | 1.2504 | 1.3427 | 1.1607 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 197 | 95 | 102 | 197 | 95 | 102 |
Losing Trades | 248 | 128 | 120 | 248 | 128 | 120 |
Profitability (%) | 44.2697 | 42.6009 | 45.9459 | 44.2697 | 42.6009 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.7895 | 2.3013 | 1.3755 | 1.5741 | 1.8091 | 1.3656 |
Largest Winning Trade | 117320 | 117320 | 70986 | 297789 | 297789 | 238525 |
Largest Losing Trade | -67151 | -35345 | -67151 | -200153 | -165577 | -200153 |
Avg Bars in Trades | 13 | 10 | 15 | 13 | 10 | 15 |
Avg Bars in Winners | 16 | 13 | 20 | 16 | 13 | 20 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 5854 | 2368 | 3486 | 5854 | 2368 | 3486 |
Profit Streak | 0 | 0 | 507.5304 | 0 | 0 | 507.5304 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409581 | 335251 | -135470 | -36129 | -61330 | -143865 |
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{ "first_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 36, "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": 1548806400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759610630415, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 36, "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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