Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211305.2908 | -14640.4453 | 225945.7362 | 101268.8861 | -138009.9289 | 239278.815 |
Total P&L (%) | 211.3053 | -14.6404 | 225.9457 | 101.2689 | -138.0099 | 239.2788 |
Avg Daily Profit (%) | 0.1385 | -0.0096 | 0.1481 | 0.0459 | 0 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78974 | -81189 | -51100 | -261123 | -241721 | -163212 |
Profit Factor | 1.4916 | 0.9417 | 2.2647 | 1.0982 | 0.7663 | 1.5425 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 47.6923 | 30.303 | 65.625 | 47.6923 | 30.303 | 65.625 |
Ratio Avg Win / Avg Loss | 1.6359 | 2.166 | 1.1863 | 1.2044 | 1.7625 | 0.808 |
Largest Winning Trade | 64228 | 64228 | 53412 | 134029 | 134029 | 100917 |
Largest Losing Trade | -39765 | -28648 | -39765 | -119383 | -79787 | -119383 |
Avg Bars in Trades | 45 | 28 | 63 | 45 | 28 | 63 |
Avg Bars in Winners | 64 | 38 | 76 | 64 | 38 | 76 |
Avg Bars in Losers | 28 | 23 | 38 | 28 | 23 | 38 |
Bars Traded | 2953 | 930 | 2023 | 2953 | 930 | 2023 |
Profit Streak | 0 | 0 | 38.7033 | 0 | 0 | 38.7033 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142651 | -585407 | 375009 | -381098 | -585407 | -83549 |
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{ "first_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3051, "evaluation_days": 1525.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630368000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759423967187, "expiration_time": 1763360496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
# | 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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