Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254402.3646 | 41567.6804 | 212834.6842 | 290727.0498 | -205186.5283 | 495913.578 |
Total P&L (%) | 254.4024 | 41.5677 | 212.8347 | 290.7271 | -205.1865 | 495.9136 |
Avg Daily Profit (%) | 0.1967 | 0.0321 | 0.1646 | 0.1054 | 0 | 0.1381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61209 | -82614 | -51692 | -381913 | -351793 | -342639 |
Profit Factor | 1.4371 | 1.1211 | 1.8909 | 1.1174 | 0.8565 | 1.4741 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 44.4444 | 37.037 | 51.8519 | 44.4444 | 37.037 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.7964 | 1.9059 | 1.7559 | 1.3968 | 1.4561 | 1.3688 |
Largest Winning Trade | 46936 | 45448 | 46936 | 181019 | 181019 | 149811 |
Largest Losing Trade | -20591 | -20591 | -19590 | -137626 | -104946 | -137626 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 5051 | 2487 | 2564 | 5051 | 2487 | 2564 |
Profit Streak | 34.0802 | 34.0802 | 44.5802 | 34.0802 | 34.0802 | 44.5802 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335069 | -254658 | 21965 | -143927 | -595568 | -17804 |
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{ "first_band": { "type": "wma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 19, "offset": 0 } } }
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{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5173, "evaluation_days": 1293.25, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648512000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759240526974, "expiration_time": 1762585704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 19, "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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