Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550033.4528 | 1312480.5269 | 237552.9259 | 77515475.3324 | 35651646.265 | 41863829.0674 |
Total P&L (%) | 1550.0335 | 1312.4805 | 237.5529 | 77515.4753 | 35651.6463 | 41863.8291 |
Avg Daily Profit (%) | 0.6198 | 0.5249 | 0.095 | 0.2665 | 0.2354 | 0.2418 |
Buy And Hold Return (%) | 341.1541 | 341.1541 | 341.1541 | 341.1541 | 341.1541 | 341.1541 |
Max Trade Drawdown | -78124 | -53094 | -53195 | -60998608 | -41094248 | -38139320 |
Profit Factor | 5.6541 | 10.0306 | 2.2655 | 1.5039 | 1.4342 | 1.5836 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 55.7377 | 48.3871 | 63.3333 | 55.7377 | 48.3871 | 63.3333 |
Ratio Avg Win / Avg Loss | 4.49 | 10.6993 | 1.3116 | 1.1942 | 1.5298 | 0.9168 |
Largest Winning Trade | 751987 | 751987 | 57475 | 30139331 | 30139331 | 24262818 |
Largest Losing Trade | -38613 | -20966 | -38613 | -18850037 | -16059607 | -18850037 |
Avg Bars in Trades | 119 | 100 | 138 | 119 | 100 | 138 |
Avg Bars in Winners | 171 | 155 | 184 | 171 | 155 | 184 |
Avg Bars in Losers | 53 | 49 | 59 | 53 | 49 | 59 |
Bars Traded | 7277 | 3129 | 4148 | 7277 | 3129 | 4148 |
Profit Streak | 19.9008 | 19.9008 | 23.5674 | 19.9008 | 19.9008 | 23.5674 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146029 | 607436 | -226494 | -154255 | 368786 | 387772 |
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{ "first_band": { "type": "vwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1544198400000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760247426750, "expiration_time": 1766708928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 30, "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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