Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278879.9317 | 1186122.4033 | 92757.5284 | 2501318.6157 | 940780.5121 | 1560538.1036 |
Total P&L (%) | 1278.8799 | 1186.1224 | 92.7575 | 2501.3186 | 940.7805 | 1560.5381 |
Avg Daily Profit (%) | 0.5112 | 0.4741 | 0.0371 | 0.1303 | 0.0937 | 0.1124 |
Buy And Hold Return (%) | 393.7343 | 393.7343 | 393.7343 | 393.7343 | 393.7343 | 393.7343 |
Max Trade Drawdown | -128714 | -81680 | -95363 | -13074997 | -9115312 | -8553308 |
Profit Factor | 3.9278 | 6.0807 | 1.4561 | 1.0982 | 1.0666 | 1.1378 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 40.678 | 33.3333 | 48.2759 | 40.678 | 33.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.728 | 12.1614 | 1.5602 | 1.6016 | 2.1332 | 1.219 |
Largest Winning Trade | 877350 | 877350 | 52202 | 5463751 | 5463751 | 5028240 |
Largest Losing Trade | -76176 | -31459 | -76176 | -6984575 | -3011805 | -6984575 |
Avg Bars in Trades | 121 | 105 | 137 | 121 | 105 | 137 |
Avg Bars in Winners | 184 | 189 | 180 | 184 | 189 | 180 |
Avg Bars in Losers | 77 | 63 | 97 | 77 | 63 | 97 |
Bars Traded | 7147 | 3158 | 3989 | 7147 | 3158 | 3989 |
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 | -168587 | 334082 | -307723 | -313777 | -224482 | -114531 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1548316800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758852908345, "expiration_time": 1765329120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 2 } } }
# | 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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