Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1788394.0972 | 1688340.7035 | 100053.3937 | 1362112.7017 | -1794126.2072 | 3156238.9089 |
Total P&L (%) | 1788.3941 | 1688.3407 | 100.0534 | 1362.1127 | -1794.1262 | 3156.2389 |
Avg Daily Profit (%) | 0.961 | 0.9072 | 0.0538 | 0.1442 | 0 | 0.1873 |
Buy And Hold Return (%) | 29.1555 | 29.1555 | 29.1555 | 29.1555 | 29.1555 | 29.1555 |
Max Trade Drawdown | -126230 | -118292 | -42777 | -4931952 | -5599375 | -2036664 |
Profit Factor | 4.3586 | 6.232 | 1.4769 | 1.0773 | 0.8377 | 1.4807 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 46.4567 | 39.0625 | 53.9683 | 46.4567 | 39.0625 | 53.9683 |
Ratio Avg Win / Avg Loss | 5.0234 | 9.7219 | 1.2597 | 1.2416 | 1.3068 | 1.2629 |
Largest Winning Trade | 1649831 | 1649831 | 44549 | 1970631 | 1589840 | 1970631 |
Largest Losing Trade | -34914 | -29066 | -34914 | -1212947 | -1212947 | -709510 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 44 | 42 | 48 | 44 | 42 | 48 |
Bars Traded | 7151 | 3398 | 3753 | 7151 | 3398 | 3753 |
Profit Streak | 0 | 0 | 46.6321 | 0 | 0 | 46.6321 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 705206 | -121924 | -267432 | -136599 | -722822 | -135630 |
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{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7444, "evaluation_days": 1861, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759871410744, "expiration_time": 1764683712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "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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