Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119244.4204 | 1003537.9966 | 115706.4238 | 5211736.3911 | 4436143.6384 | 775592.7527 |
Total P&L (%) | 1119.2444 | 1003.538 | 115.7064 | 5211.7364 | 4436.1436 | 775.5928 |
Avg Daily Profit (%) | 0.4836 | 0.4336 | 0.05 | 0.1718 | 0.165 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168625 | -99507 | -165141 | -4673715 | -2660592 | -3060969 |
Profit Factor | 2.4113 | 3.6365 | 1.2805 | 1.2677 | 1.4462 | 1.0814 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 36.2832 | 33.3333 | 39.2857 | 36.2832 | 33.3333 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.2344 | 7.2729 | 1.979 | 2.2263 | 2.8925 | 1.6713 |
Largest Winning Trade | 440115 | 440115 | 82259 | 4343717 | 4343717 | 1937269 |
Largest Losing Trade | -49204 | -34178 | -49204 | -1670283 | -1488643 | -1670283 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 80 | 64 | 94 | 80 | 64 | 94 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 4284 | 1787 | 2497 | 4284 | 1787 | 2497 |
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 | 360767 | -169985 | -309296 | 135368 | -176987 | -381403 |
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{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 6, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562025600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759315759687, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 6, "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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