Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408920.065 | 423155.6128 | -14235.5478 | -56019.0617 | 257073.75 | -313092.8117 |
Total P&L (%) | 408.9201 | 423.1556 | -14.2355 | -56.0191 | 257.0738 | -313.0928 |
Avg Daily Profit (%) | 0.2068 | 0.214 | -0.0072 | -0.0415 | 0.0644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200076 | -147287 | -139194 | -1399819 | -961360 | -473070 |
Profit Factor | 1.6448 | 2.2899 | 0.9535 | 0.9738 | 1.2006 | 0.6347 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 47.541 | 48.3871 | 46.6667 | 47.541 | 48.3871 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.815 | 2.4426 | 1.0897 | 1.0745 | 1.2806 | 0.7254 |
Largest Winning Trade | 229441 | 229441 | 84335 | 884271 | 884271 | 166727 |
Largest Losing Trade | -67290 | -56552 | -67290 | -812324 | -812324 | -359514 |
Avg Bars in Trades | 93 | 79 | 107 | 93 | 79 | 107 |
Avg Bars in Winners | 109 | 87 | 133 | 109 | 87 | 133 |
Avg Bars in Losers | 78 | 72 | 84 | 78 | 72 | 84 |
Bars Traded | 5679 | 2461 | 3218 | 5679 | 2461 | 3218 |
Profit Streak | 0 | 0 | 577.7611 | 0 | 0 | 577.7611 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156161 | 411608 | -579871 | -746067 | -108130 | -581538 |
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{ "first_band": { "type": "ema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 83, "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": 1554681600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760033759860, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 83, "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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