Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619804.4328 | 533814.4608 | 85989.9719 | 304352.211 | 546909.4962 | -242557.2852 |
Total P&L (%) | 619.8044 | 533.8145 | 85.99 | 304.3522 | 546.9095 | -242.5573 |
Avg Daily Profit (%) | 0.2672 | 0.2301 | 0.0371 | 0.0603 | 0.0805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165196 | -104011 | -310629 | -1458744 | -981757 | -1163938 |
Profit Factor | 1.2279 | 1.4296 | 1.0582 | 1.0286 | 1.1075 | 0.9564 |
Total Trades | 909 | 455 | 454 | 909 | 455 | 454 |
Winning Trades | 334 | 154 | 180 | 334 | 154 | 180 |
Losing Trades | 575 | 301 | 274 | 575 | 301 | 274 |
Profitability (%) | 36.7437 | 33.8462 | 39.6476 | 36.7437 | 33.8462 | 39.6476 |
Ratio Avg Win / Avg Loss | 2.1139 | 2.7943 | 1.6108 | 1.7707 | 2.1646 | 1.4559 |
Largest Winning Trade | 126325 | 126325 | 59282 | 305781 | 305781 | 246345 |
Largest Losing Trade | -33218 | -24879 | -33218 | -174522 | -174522 | -159046 |
Avg Bars in Trades | 5 | 4 | 5 | 5 | 4 | 5 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 4628 | 2160 | 2468 | 4628 | 2160 | 2468 |
Profit Streak | 5.4725 | 6.9725 | 0 | 5.4725 | 6.9725 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357965 | 244260 | -300697 | -299892 | -189740 | -581042 |
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{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4639, "evaluation_days": 2319.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559606400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759749620421, "expiration_time": 1765720944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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