Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1498540.9403 | 1327205.6368 | 171335.3035 | 28751493.6311 | 26719844.9985 | 2031648.6326 |
Total P&L (%) | 1498.5409 | 1327.2056 | 171.3353 | 28751.4936 | 26719.845 | 2031.6486 |
Avg Daily Profit (%) | 0.8238 | 0.7296 | 0.0942 | 0.3119 | 0.3079 | 0.1683 |
Buy And Hold Return (%) | 671.0712 | 671.0712 | 671.0712 | 671.0712 | 671.0712 | 671.0712 |
Max Trade Drawdown | -81544 | -46343 | -48650 | -28728114 | -11488148 | -20523074 |
Profit Factor | 3.1917 | 5.5412 | 1.4377 | 1.2036 | 1.4583 | 1.0245 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 44.8718 | 39.7436 | 50 | 44.8718 | 39.7436 | 50 |
Ratio Avg Win / Avg Loss | 3.9212 | 8.4012 | 1.4377 | 1.4787 | 2.211 | 1.0245 |
Largest Winning Trade | 761946 | 761946 | 57975 | 18242481 | 18242481 | 10487751 |
Largest Losing Trade | -44411 | -21123 | -44411 | -9712591 | -3975126 | -9712591 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 47 | 47 | 46 | 47 | 47 | 46 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 5366 | 2633 | 2733 | 5366 | 2633 | 2733 |
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 | 459882 | -24727 | -266527 | 263226 | -27324 | -223360 |
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{ "first_band": { "type": "vwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602144000000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757882723015, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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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