Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640272.5088 | 560246.4531 | 80026.0557 | 419120.0365 | 326524.0469 | 92595.9896 |
Total P&L (%) | 640.2725 | 560.2465 | 80.0261 | 419.12 | 326.524 | 92.596 |
Avg Daily Profit (%) | 0.3429 | 0.3 | 0.0429 | 0.0882 | 0.0777 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91319 | -104717 | -54601 | -537904 | -448073 | -226128 |
Profit Factor | 1.7889 | 2.5251 | 1.1801 | 1.0974 | 1.1721 | 1.0385 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Losing Trades | 199 | 107 | 92 | 199 | 107 | 92 |
Profitability (%) | 38.3901 | 33.9506 | 42.8571 | 38.3901 | 33.9506 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8709 | 4.9125 | 1.5735 | 1.7611 | 2.2803 | 1.3846 |
Largest Winning Trade | 495378 | 495378 | 48517 | 393518 | 393518 | 193163 |
Largest Losing Trade | -25951 | -19156 | -25951 | -211005 | -144946 | -211005 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 36 | 45 | 28 | 36 | 45 | 28 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 7204 | 3737 | 3466 | 7204 | 3737 | 3466 |
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 | 363734 | 289295 | -159144 | -189987 | -124953 | -326410 |
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{ "first_band": { "type": "vwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.88153 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601229600000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759085016160, "expiration_time": 1763922312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.88153 } } }
# | 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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