Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330054.6987 | 122848.756 | 207205.9427 | 424007.0944 | 86230.3362 | 337776.7582 |
Total P&L (%) | 330.0547 | 122.8488 | 207.2059 | 424.0071 | 86.2303 | 337.7768 |
Avg Daily Profit (%) | 0.2564 | 0.0954 | 0.1609 | 0.1287 | 0.0483 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95031 | -58046 | -49666 | -156670 | -193439 | -183934 |
Profit Factor | 1.7066 | 1.4792 | 1.9831 | 1.3925 | 1.1476 | 1.6811 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 43.4343 | 38 | 48.9796 | 43.4343 | 38 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.2225 | 2.4135 | 2.0658 | 1.8135 | 1.8724 | 1.7512 |
Largest Winning Trade | 121778 | 121778 | 72061 | 159719 | 143347 | 159719 |
Largest Losing Trade | -40277 | -23698 | -40277 | -108549 | -86458 | -108549 |
Avg Bars in Trades | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Winners | 39 | 30 | 46 | 39 | 30 | 46 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 2506 | 1043 | 1463 | 2506 | 1043 | 1463 |
Profit Streak | 0 | 0 | 19.2574 | 0 | 0 | 19.2574 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335695 | -247737 | 417264 | -21417 | -369916 | -36088 |
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{ "first_band": { "type": "vwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2575, "evaluation_days": 1287.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649160000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039839658, "expiration_time": 1762052400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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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