Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167414.6381 | 1175627.6985 | -8213.0604 | 1813665.3943 | 8964185.4564 | -7150520.0621 |
Total P&L (%) | 1167.4146 | 1175.6277 | -8.2131 | 1813.6654 | 8964.1855 | -7150.5201 |
Avg Daily Profit (%) | 0.6486 | 0.6531 | -0.0046 | 0.1641 | 0.2507 | 0 |
Buy And Hold Return (%) | 877.0874 | 877.0874 | 877.0874 | 877.0874 | 877.0874 | 877.0874 |
Max Trade Drawdown | -174596 | -113272 | -144848 | -14731802 | -9847179 | -8546282 |
Profit Factor | 2.6898 | 4.9942 | 0.9793 | 1.0585 | 1.5973 | 0.5536 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 39.7727 | 45.4545 | 34.0909 | 39.7727 | 45.4545 | 34.0909 |
Ratio Avg Win / Avg Loss | 4.0732 | 5.9931 | 1.8933 | 1.6028 | 1.9168 | 1.0703 |
Largest Winning Trade | 738150 | 738150 | 75167 | 8449102 | 8449102 | 3031965 |
Largest Losing Trade | -43368 | -26600 | -43368 | -2111933 | -2111933 | -2042522 |
Avg Bars in Trades | 39 | 36 | 43 | 39 | 36 | 43 |
Avg Bars in Winners | 67 | 55 | 83 | 67 | 55 | 83 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 3518 | 1600 | 1918 | 3518 | 1600 | 1918 |
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 | -49535 | -41890 | -584128 | -157561 | 351859 | -585239 |
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{ "first_band": { "type": "vwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 23, "std": 2.90821 } } }
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{ "trading_pair": "INJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1603238400000, "first_datapoint_time": 1605441600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758990910722, "expiration_time": 1763380800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 23, "std": 2.90821 } } }
# | 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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