Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789951.1312 | 750015.7585 | 39935.3726 | 2045362.0205 | 3490009.2944 | -1444647.2739 |
Total P&L (%) | 789.9511 | 750.0158 | 39.9354 | 2045.362 | 3490.0093 | -1444.6473 |
Avg Daily Profit (%) | 0.3655 | 0.347 | 0.0185 | 0.142 | 0.1658 | 0 |
Buy And Hold Return (%) | 547.3118 | 547.3118 | 547.3118 | 547.3118 | 547.3118 | 547.3118 |
Max Trade Drawdown | -155802 | -82979 | -90611 | -7520789 | -4919689 | -2689094 |
Profit Factor | 2.6807 | 4.583 | 1.1532 | 1.173 | 1.544 | 0.7329 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 47.3684 | 51.7241 | 42.8571 | 47.3684 | 51.7241 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9786 | 4.2774 | 1.5376 | 1.3033 | 1.4411 | 0.9772 |
Largest Winning Trade | 226505 | 226505 | 69131 | 4425518 | 4425518 | 1525394 |
Largest Losing Trade | -40060 | -36574 | -40060 | -2535986 | -2535986 | -1534773 |
Avg Bars in Trades | 216 | 239 | 191 | 216 | 239 | 191 |
Avg Bars in Winners | 323 | 291 | 363 | 323 | 291 | 363 |
Avg Bars in Losers | 119 | 184 | 63 | 119 | 184 | 63 |
Bars Traded | 12322 | 6949 | 5373 | 12322 | 6949 | 5373 |
Profit Streak | 0 | 0 | 319.1768 | 0 | 0 | 319.1768 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -193810 | -33601 | -407714 | -216340 | 326635 | -603644 |
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{ "first_band": { "type": "sma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12968, "evaluation_days": 2161.33, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1575561600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758888876185, "expiration_time": 1764317376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 120, "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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