Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573589.746 | 1424305.5966 | 149284.1494 | 17382005.1144 | 8666693.4777 | 8715311.6367 |
Total P&L (%) | 1573.5897 | 1424.3056 | 149.2841 | 17382.0051 | 8666.6935 | 8715.3116 |
Avg Daily Profit (%) | 0.6288 | 0.5692 | 0.0597 | 0.2066 | 0.1789 | 0.1791 |
Buy And Hold Return (%) | 417.9122 | 417.9122 | 417.9122 | 417.9122 | 417.9122 | 417.9122 |
Max Trade Drawdown | -92159 | -48658 | -82484 | -17703864 | -10699531 | -10305842 |
Profit Factor | 4.969 | 8.2746 | 1.7439 | 1.3487 | 1.3022 | 1.4116 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.498 | 12.4119 | 1.993 | 1.7636 | 1.9533 | 1.6132 |
Largest Winning Trade | 965742 | 965742 | 57112 | 12137588 | 12137588 | 7830056 |
Largest Losing Trade | -30598 | -25642 | -30598 | -7693011 | -4892995 | -7693011 |
Avg Bars in Trades | 81 | 74 | 89 | 81 | 74 | 89 |
Avg Bars in Winners | 139 | 127 | 149 | 139 | 127 | 149 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 4918 | 2234 | 2684 | 4918 | 2234 | 2684 |
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 | -159048 | 469313 | -277083 | -166506 | 184664 | 302130 |
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{ "first_band": { "type": "bbm", "factors": { "length": 186, "offset": 0, "std": 4.75696 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1545782400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759220727647, "expiration_time": 1765676880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 186, "offset": 0, "std": 4.75696 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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