Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888597.7478 | 813495.6205 | 75102.1273 | 155090.1804 | 172337.7337 | -17247.5533 |
Total P&L (%) | 888.5977 | 813.4956 | 75.1021 | 155.0902 | 172.3377 | -17.2476 |
Avg Daily Profit (%) | 0.3851 | 0.3526 | 0.0326 | 0.0406 | 0.0434 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161529 | -116809 | -284802 | -1084880 | -849558 | -338259 |
Profit Factor | 1.5544 | 2.0276 | 1.0926 | 1.047 | 1.0942 | 0.9882 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 130 | 57 | 73 | 130 | 57 | 73 |
Losing Trades | 206 | 111 | 95 | 206 | 111 | 95 |
Profitability (%) | 38.6905 | 33.9286 | 43.4524 | 38.6905 | 33.9286 | 43.4524 |
Ratio Avg Win / Avg Loss | 2.4632 | 3.9486 | 1.4219 | 1.6591 | 2.1308 | 1.2861 |
Largest Winning Trade | 522932 | 522932 | 44758 | 703555 | 703555 | 145826 |
Largest Losing Trade | -48771 | -25454 | -48771 | -265381 | -265381 | -166301 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 67 | 64 | 69 | 67 | 64 | 69 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 13733 | 6316 | 7417 | 13733 | 6316 | 7417 |
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 | 350232 | 261721 | -270304 | -308995 | -256635 | -581333 |
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{ "first_band": { "type": "vwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 20, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560196800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921858822, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 20, "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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