Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84108.3553 | 52194.321 | 31914.0343 | 74424.6648 | 62088.6542 | 12336.0106 |
Total P&L (%) | 84.1084 | 52.1943 | 31.914 | 74.4247 | 62.0887 | 12.336 |
Avg Daily Profit (%) | 0.6055 | 0.3757 | 0.2297 | 0.4013 | 0.3483 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81654 | -37727 | -54794 | -241687 | -120586 | -154703 |
Profit Factor | 1.2477 | 1.3107 | 1.186 | 1.0817 | 1.1407 | 1.0263 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 45.4545 | 42.0635 | 48.8189 | 45.4545 | 42.0635 | 48.8189 |
Ratio Avg Win / Avg Loss | 1.4973 | 1.8053 | 1.2434 | 1.2981 | 1.5712 | 1.076 |
Largest Winning Trade | 31593 | 31593 | 29182 | 79854 | 79854 | 51003 |
Largest Losing Trade | -11275 | -11275 | -10193 | -33387 | -26225 | -33387 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 62 | 65 | 60 | 62 | 65 | 60 |
Avg Bars in Losers | 42 | 43 | 40 | 42 | 43 | 40 |
Bars Traded | 13095 | 6665 | 6430 | 13095 | 6665 | 6430 |
Profit Streak | 131.6394 | 0 | 133.4311 | 131.6394 | 0 | 133.4311 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330986 | 147930 | -12853 | -122918 | -61360 | -367699 |
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{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736380800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759485044197, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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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