Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187211.7731 | 1115050.6373 | 72161.1358 | 3615337.7623 | 3614271.0904 | 1066.672 |
Total P&L (%) | 1187.2118 | 1115.0506 | 72.1611 | 3615.3378 | 3614.2711 | 1.0667 |
Avg Daily Profit (%) | 0.4744 | 0.4456 | 0.0288 | 0.1446 | 0.1446 | 0.0004 |
Buy And Hold Return (%) | 458.0266 | 458.0266 | 458.0266 | 458.0266 | 458.0266 | 458.0266 |
Max Trade Drawdown | -107880 | -65610 | -78813 | -7864961 | -4276197 | -5892994 |
Profit Factor | 3.2743 | 6.1153 | 1.2373 | 1.1927 | 1.3856 | 1.0001 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 39.4737 | 34.2105 | 44.7368 | 39.4737 | 34.2105 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.0206 | 11.7601 | 1.5285 | 1.8288 | 2.6646 | 1.2354 |
Largest Winning Trade | 678857 | 678857 | 55631 | 4538498 | 4538498 | 2114147 |
Largest Losing Trade | -35807 | -20689 | -35807 | -1991582 | -1323352 | -1991582 |
Avg Bars in Trades | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Winners | 124 | 123 | 125 | 124 | 123 | 125 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 4883 | 2269 | 2615 | 4883 | 2269 | 2615 |
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 | -44702 | 307626 | -321357 | -64976 | -4064 | -580454 |
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547208000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759220724665, "expiration_time": 1765676880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "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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