Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413681.283 | 380565.9939 | 33115.2891 | 46847.4951 | 17625.6778 | 29221.8173 |
Total P&L (%) | 413.6813 | 380.566 | 33.1153 | 46.8475 | 17.6257 | 29.2218 |
Avg Daily Profit (%) | 0.1986 | 0.1827 | 0.0159 | 0.0184 | 0.0078 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210512 | -212760 | -19295 | -559627 | -557423 | -87578 |
Profit Factor | 1.9024 | 2.0052 | 1.4147 | 1.043 | 1.0198 | 1.1481 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.9322 | 55.1724 | 56.6667 | 55.9322 | 55.1724 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.4988 | 1.6292 | 1.0818 | 0.8218 | 0.8286 | 0.878 |
Largest Winning Trade | 309210 | 309210 | 18469 | 241439 | 241439 | 66944 |
Largest Losing Trade | -56219 | -56219 | -19295 | -299667 | -299667 | -87578 |
Avg Bars in Trades | 401 | 808 | 8 | 401 | 808 | 8 |
Avg Bars in Winners | 283 | 575 | 8 | 283 | 575 | 8 |
Avg Bars in Losers | 552 | 1095 | 9 | 552 | 1095 | 9 |
Bars Traded | 23715 | 23453 | 262 | 23715 | 23453 | 262 |
Profit Streak | 0 | 90.3073 | 0 | 0 | 90.3073 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168620 | 462917 | -172563 | -523395 | -389744 | -237758 |
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{ "first_band": { "type": "vwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 1.12585 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579096800000, "first_datapoint_time": 1579492800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759130553231, "expiration_time": 1765604304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 1.12585 } } }
# | 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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