Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215167.5318 | 187527.053 | 27640.4788 | -34578.5894 | 438911.7015 | -473490.2909 |
Total P&L (%) | 215.1675 | 187.5271 | 27.6405 | -34.5786 | 438.9117 | -473.4903 |
Avg Daily Profit (%) | 0.1519 | 0.1324 | 0.0195 | -0.0299 | 0.119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144429 | -55353 | -120324 | -1156292 | -177850 | -1054396 |
Profit Factor | 1.3504 | 1.6865 | 1.0811 | 0.9844 | 1.5984 | 0.6808 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 79.0055 | 80 | 78.022 | 79.0055 | 80 | 78.022 |
Ratio Avg Win / Avg Loss | 0.3588 | 0.4216 | 0.3045 | 0.2616 | 0.3996 | 0.1918 |
Largest Winning Trade | 33168 | 33168 | 13250 | 106642 | 106642 | 78169 |
Largest Losing Trade | -86650 | -54490 | -86650 | -1050913 | -170515 | -1050913 |
Avg Bars in Trades | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Winners | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Losers | 64 | 80 | 50 | 64 | 80 | 50 |
Bars Traded | 3961 | 2379 | 1581 | 3961 | 2379 | 1581 |
Profit Streak | 13.9681 | 13.9681 | 56.6348 | 13.9681 | 13.9681 | 56.6348 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447004 | -11165 | -297843 | -574296 | -29213 | -575500 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "offset": 0 } } }
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{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4250, "evaluation_days": 1416.67, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1638921600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758899646210, "expiration_time": 1762545600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "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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