Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1814137.129 | 1747279.8736 | 66857.2554 | -539095.9647 | 1490850.3267 | -2029946.2915 |
Total P&L (%) | 1814.1371 | 1747.2799 | 66.8573 | -539.096 | 1490.8503 | -2029.9463 |
Avg Daily Profit (%) | 0.7815 | 0.7527 | 0.0288 | 0 | 0.1193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132488 | -104549 | -154644 | -2603064 | -456919 | -2439823 |
Profit Factor | 3.604 | 6.1035 | 1.1887 | 0.8729 | 2.2006 | 0.3234 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 11 | 16 | 40 | 24 | 16 |
Losing Trades | 48 | 27 | 21 | 35 | 14 | 21 |
Profitability (%) | 36 | 28.9474 | 43.2432 | 53.3333 | 63.1579 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.4071 | 14.9813 | 1.5602 | 0.7638 | 1.2837 | 0.4245 |
Largest Winning Trade | 1326052 | 1326052 | 78762 | 1526778 | 1526778 | 269825 |
Largest Losing Trade | -106681 | -34479 | -106681 | -1751617 | -293959 | -1751617 |
Avg Bars in Trades | 85 | 73 | 98 | 85 | 73 | 98 |
Avg Bars in Winners | 175 | 176 | 174 | 60 | 61 | 58 |
Avg Bars in Losers | 35 | 31 | 40 | 115 | 93 | 129 |
Bars Traded | 6434 | 2789 | 3645 | 6434 | 2789 | 3645 |
Profit Streak | 0 | 0 | 0 | 168.6161 | 288.9495 | 168.6161 |
Trades During Streak | 0 | 0 | 0 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46942 | 319891 | -169078 | -640155 | -27163 | -582045 |
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{ "first_band": { "type": "vwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6964, "evaluation_days": 2321.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563494400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759906034522, "expiration_time": 1765898496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "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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