Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413182.8921 | 401404.0807 | 11778.8114 | -10722.1773 | 590574.8355 | -601297.0128 |
Total P&L (%) | 413.1829 | 401.4041 | 11.7788 | -10.7222 | 590.5748 | -601.297 |
Avg Daily Profit (%) | 0.2089 | 0.203 | 0.006 | -0.0057 | 0.0978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143956 | -120657 | -163951 | -774932 | -373489 | -751172 |
Profit Factor | 1.404 | 1.8081 | 1.0224 | 0.9962 | 1.5144 | 0.6371 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 51.0989 | 53.8462 | 48.3516 | 51.0989 | 53.8462 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.3436 | 1.5498 | 1.0921 | 0.9533 | 1.2981 | 0.6805 |
Largest Winning Trade | 110604 | 110604 | 72074 | 299932 | 299932 | 229399 |
Largest Losing Trade | -81088 | -44884 | -81088 | -379005 | -207229 | -379005 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 3880 | 1833 | 2046 | 3880 | 1833 | 2046 |
Profit Streak | 504.474 | 523.974 | 0 | 504.474 | 523.974 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373486 | 450053 | -491867 | -578820 | -59217 | -581452 |
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{ "first_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1548936000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759706554662, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "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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