Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813612.8963 | 664672.5394 | 148940.3569 | 847388.4367 | 701092.9368 | 146295.4998 |
Total P&L (%) | 813.6129 | 664.6725 | 148.9404 | 847.3884 | 701.0929 | 146.2955 |
Avg Daily Profit (%) | 0.5075 | 0.4146 | 0.0929 | 0.1403 | 0.1299 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122765 | -95513 | -100098 | -547368 | -305499 | -464123 |
Profit Factor | 2.1678 | 2.7575 | 1.4676 | 1.3756 | 1.6017 | 1.1341 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 47.0085 | 38.9831 | 55.1724 | 47.0085 | 38.9831 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.4436 | 4.316 | 1.1924 | 1.5506 | 2.507 | 0.9214 |
Largest Winning Trade | 492301 | 492301 | 70007 | 537275 | 537275 | 181899 |
Largest Losing Trade | -58624 | -37295 | -58624 | -245211 | -97079 | -245211 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 78 | 69 | 85 | 78 | 69 | 85 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 6279 | 2650 | 3629 | 6279 | 2650 | 3629 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501732 | -166108 | -247217 | -4456 | -197439 | -371918 |
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6413, "evaluation_days": 1603.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622527200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759515369217, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 2 } } }
# | 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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