Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36524.132 | -12036.1636 | 48560.2956 | 19596.03 | -21364.4192 | 40960.4493 |
Total P&L (%) | 36.5241 | -12.0362 | 48.5603 | 19.596 | -21.3644 | 40.9604 |
Avg Daily Profit (%) | 0.1403 | -0.0462 | 0.1865 | 0.0687 | -0.0922 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71852 | -40215 | -43102 | -113891 | -60217 | -69267 |
Profit Factor | 1.136 | 0.9287 | 1.4874 | 1.0505 | 0.909 | 1.2672 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 69.7917 | 68.75 | 70.8333 | 69.7917 | 68.75 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.4917 | 0.4221 | 0.6125 | 0.4547 | 0.4132 | 0.5218 |
Largest Winning Trade | 9316 | 7502 | 9316 | 9899 | 9899 | 8955 |
Largest Losing Trade | -21461 | -14284 | -21461 | -43029 | -20850 | -43029 |
Avg Bars in Trades | 126 | 130 | 122 | 126 | 130 | 122 |
Avg Bars in Winners | 67 | 59 | 75 | 67 | 59 | 75 |
Avg Bars in Losers | 262 | 286 | 237 | 262 | 286 | 237 |
Bars Traded | 24268 | 12497 | 11771 | 24268 | 12497 | 11771 |
Profit Streak | 7.3866 | 7.3866 | 14.4907 | 7.3866 | 7.3866 | 14.4907 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77087 | -578618 | 301831 | -271176 | -578618 | -18061 |
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{ "first_band": { "type": "rma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 240, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737051300000, "first_datapoint_time": 1737266400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759551399754, "expiration_time": 1766030400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 240, "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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