Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256931.3052 | 202347.4184 | 54583.8868 | 434623.2409 | 346349.6397 | 88273.6012 |
Total P&L (%) | 256.9313 | 202.3474 | 54.5839 | 434.6232 | 346.3496 | 88.2736 |
Avg Daily Profit (%) | 0.4933 | 0.3885 | 0.1048 | 0.3224 | 0.2876 | 0.1216 |
Buy And Hold Return (%) | 73.1646 | 73.1646 | 73.1646 | 73.1646 | 73.1646 | 73.1646 |
Max Trade Drawdown | -54848 | -40114 | -37294 | -260018 | -178967 | -181879 |
Profit Factor | 1.3654 | 1.5474 | 1.1636 | 1.1853 | 1.2722 | 1.0823 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 238 | 114 | 124 | 238 | 114 | 124 |
Losing Trades | 264 | 137 | 127 | 264 | 137 | 127 |
Profitability (%) | 47.4104 | 45.4183 | 49.4024 | 47.4104 | 45.4183 | 49.4024 |
Ratio Avg Win / Avg Loss | 1.5146 | 1.8596 | 1.1918 | 1.3148 | 1.5288 | 1.1085 |
Largest Winning Trade | 100560 | 100560 | 25603 | 205119 | 205119 | 71573 |
Largest Losing Trade | -12938 | -12938 | -10275 | -66466 | -66466 | -51816 |
Avg Bars in Trades | 49 | 50 | 47 | 49 | 50 | 47 |
Avg Bars in Winners | 59 | 59 | 58 | 59 | 59 | 58 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 24780 | 12793 | 11987 | 24780 | 12793 | 11987 |
Profit Streak | 6.3704 | 10.1829 | 6.3704 | 6.3704 | 10.1829 | 6.3704 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420953 | 308416 | -258713 | -6100 | 279801 | -261634 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 49, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713072600000, "first_datapoint_time": 1713232800000, "last_datapoint_time": 1758070800000, "evaluation_time": 1758072200042, "expiration_time": 1764550800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 49, "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) |
---|