Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716176.4795 | 609204.294 | 106972.1856 | 818017.561 | 398299.8626 | 419717.6984 |
Total P&L (%) | 716.1765 | 609.2043 | 106.9722 | 818.0176 | 398.2999 | 419.7177 |
Avg Daily Profit (%) | 0.3827 | 0.3255 | 0.0572 | 0.1185 | 0.0859 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111614 | -73700 | -90445 | -475894 | -375827 | -322534 |
Profit Factor | 2.4422 | 3.4526 | 1.431 | 1.2962 | 1.2884 | 1.3039 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 35.8974 | 25.8621 | 45.7627 | 35.8974 | 25.8621 | 45.7627 |
Ratio Avg Win / Avg Loss | 4.361 | 9.8975 | 1.696 | 2.3146 | 3.6935 | 1.5454 |
Largest Winning Trade | 565080 | 565080 | 57685 | 422947 | 422947 | 275833 |
Largest Losing Trade | -29990 | -29990 | -20948 | -174973 | -174973 | -149430 |
Avg Bars in Trades | 94 | 78 | 110 | 94 | 78 | 110 |
Avg Bars in Winners | 198 | 194 | 201 | 198 | 194 | 201 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 11034 | 4542 | 6492 | 11034 | 4542 | 6492 |
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 | 326851 | -190634 | -292920 | -38331 | -283550 | -252434 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 100 } }, "second_band": { "type": "vwma", "factors": { "length": 8, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600214400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759463086405, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 100 } }, "second_band": { "type": "vwma", "factors": { "length": 8, "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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