Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76750.6994 | 13276.0674 | 63474.632 | 74401.875 | 7870.6122 | 66531.2628 |
Total P&L (%) | 76.7507 | 13.2761 | 63.4746 | 74.4019 | 7.8706 | 66.5313 |
Avg Daily Profit (%) | 0.2947 | 0.051 | 0.2437 | 0.2138 | 0.0291 | 0.196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37765 | -54409 | -11600 | -32680 | -46939 | -8178 |
Profit Factor | 1.4684 | 1.1143 | 2.3313 | 1.5116 | 1.0793 | 2.4415 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 57.4713 | 48.8372 | 65.9091 | 57.4713 | 48.8372 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.0866 | 1.1673 | 1.2058 | 1.1186 | 1.1307 | 1.2628 |
Largest Winning Trade | 40091 | 40091 | 11934 | 25838 | 25838 | 17943 |
Largest Losing Trade | -19487 | -19487 | -14233 | -17799 | -17799 | -14233 |
Avg Bars in Trades | 282 | 302 | 263 | 282 | 302 | 263 |
Avg Bars in Winners | 279 | 264 | 290 | 279 | 264 | 290 |
Avg Bars in Losers | 287 | 339 | 211 | 287 | 339 | 211 |
Bars Traded | 24620 | 13011 | 11608 | 24620 | 13011 | 11608 |
Profit Streak | 11.1554 | 11.1554 | 13.9471 | 11.1554 | 11.1554 | 13.9471 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391473 | -284668 | 456832 | 376069 | -454272 | 457145 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736558100000, "first_datapoint_time": 1736731800000, "last_datapoint_time": 1759057200000, "evaluation_time": 1759058028940, "expiration_time": 1765537200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 194, "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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