Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227227.2305 | 275451.7881 | -48224.5575 | -70885.3898 | 1284259.9388 | -1355145.3286 |
Total P&L (%) | 227.2272 | 275.4518 | -48.2246 | -70.8854 | 1284.2599 | -1355.1453 |
Avg Daily Profit (%) | 0.1284 | 0.1556 | -0.0272 | -0.0697 | 0.1486 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264615 | -164490 | -188572 | -1934047 | -863282 | -2474631 |
Profit Factor | 1.085 | 1.2241 | 0.9666 | 0.996 | 1.1706 | 0.8651 |
Total Trades | 1009 | 505 | 504 | 1009 | 505 | 504 |
Winning Trades | 507 | 249 | 258 | 507 | 249 | 258 |
Losing Trades | 502 | 256 | 246 | 502 | 256 | 246 |
Profitability (%) | 50.2478 | 49.3069 | 51.1905 | 50.2478 | 49.3069 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.0743 | 1.2585 | 0.9217 | 0.9861 | 1.2035 | 0.8249 |
Largest Winning Trade | 81984 | 81984 | 65087 | 658509 | 658509 | 423326 |
Largest Losing Trade | -42403 | -21626 | -42403 | -415248 | -239775 | -415248 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 21162 | 10807 | 10355 | 21162 | 10807 | 10355 |
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 | -142705 | 322317 | -578267 | -574802 | -25084 | -578267 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21238, "evaluation_days": 1769.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606125600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758873317937, "expiration_time": 1764227289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 38, "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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