Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023119.5128 | 964742.9594 | 58376.5534 | 1098389.622 | 985145.8106 | 113243.8114 |
Total P&L (%) | 1023.1195 | 964.743 | 58.3766 | 1098.3896 | 985.1458 | 113.2438 |
Avg Daily Profit (%) | 0.5557 | 0.524 | 0.0317 | 0.135 | 0.1296 | 0.0411 |
Buy And Hold Return (%) | 104.3268 | 104.3268 | 104.3268 | 104.3268 | 104.3268 | 104.3268 |
Max Trade Drawdown | -55289 | -53708 | -57036 | -551180 | -494725 | -755645 |
Profit Factor | 3.5408 | 6.188 | 1.2694 | 1.2933 | 1.5852 | 1.0549 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 26.8041 | 30.6122 | 22.9167 | 26.8041 | 30.6122 | 22.9167 |
Ratio Avg Win / Avg Loss | 9.6692 | 14.026 | 4.2697 | 3.5316 | 3.5932 | 3.5484 |
Largest Winning Trade | 909718 | 909718 | 58149 | 568544 | 568544 | 462668 |
Largest Losing Trade | -22703 | -21723 | -22703 | -288403 | -160280 | -288403 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 107 | 88 | 133 | 107 | 88 | 133 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3486 | 1644 | 1843 | 3486 | 1644 | 1843 |
Profit Streak | 99.662 | 118.162 | 0 | 99.662 | 118.162 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3241 | 462612 | -354483 | -32288 | -23143 | -475325 |
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{ "first_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3682, "evaluation_days": 1841, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605441600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759333992813, "expiration_time": 1764091872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 120, "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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