Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453950.646 | 479320.8247 | -25370.1787 | -27282.8518 | 427404.4014 | -454687.2532 |
Total P&L (%) | 453.9506 | 479.3208 | -25.3702 | -27.2829 | 427.4044 | -454.6873 |
Avg Daily Profit (%) | 0.2412 | 0.2547 | -0.0135 | -0.0169 | 0.0884 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255229 | -135538 | -185162 | -548434 | -120987 | -496612 |
Profit Factor | 1.7412 | 2.7499 | 0.9251 | 0.9669 | 2.6755 | 0.2027 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50.7463 | 50 | 51.5152 | 50.7463 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.6899 | 2.7499 | 0.8707 | 0.9385 | 2.6755 | 0.1908 |
Largest Winning Trade | 277999 | 277999 | 61414 | 409950 | 409950 | 43203 |
Largest Losing Trade | -77656 | -53408 | -77656 | -224253 | -101291 | -224253 |
Avg Bars in Trades | 104 | 99 | 109 | 104 | 99 | 109 |
Avg Bars in Winners | 154 | 143 | 165 | 154 | 143 | 165 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 6997 | 3394 | 3603 | 6997 | 3394 | 3603 |
Profit Streak | 330.3792 | 391.3792 | 330.3792 | 330.3792 | 391.3792 | 330.3792 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108243 | 528424 | -579640 | -700295 | -68503 | -579640 |
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{ "first_band": { "type": "vwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } } }
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{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7528, "evaluation_days": 1882, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1600884000000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760043959333, "expiration_time": 1764910944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "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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