Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15175.121 | -67722.7613 | 82897.8823 | -9253.0662 | -70633.8745 | 61380.8083 |
Total P&L (%) | 15.1751 | -67.7228 | 82.8979 | -9.2531 | -70.6339 | 61.3808 |
Avg Daily Profit (%) | 0.0482 | -0.2151 | 0.2633 | -0.0308 | -0.3884 | 0.1521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97667 | -62086 | -45564 | -96347 | -63077 | -45554 |
Profit Factor | 1.0761 | 0.4479 | 2.0798 | 0.9551 | 0.4422 | 1.7747 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3885 | 0.8585 | 1.8609 | 1.2323 | 0.8475 | 1.5878 |
Largest Winning Trade | 49385 | 12336 | 49385 | 30000 | 16124 | 30000 |
Largest Losing Trade | -13566 | -11337 | -13566 | -16145 | -15181 | -16145 |
Avg Bars in Trades | 206 | 182 | 230 | 206 | 182 | 230 |
Avg Bars in Winners | 278 | 239 | 303 | 278 | 239 | 303 |
Avg Bars in Losers | 151 | 153 | 148 | 151 | 153 | 148 |
Bars Traded | 14688 | 6393 | 8295 | 14688 | 6393 | 8295 |
Profit Streak | 20.669 | 20.669 | 22.7524 | 20.669 | 20.669 | 22.7524 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -368984 | -587568 | 442475 | -672607 | -587568 | 366391 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 15115, "actual_packets": 15115, "evaluation_days": 314.9, "actual_first_datapoint_time": 1732980600000, "first_datapoint_time": 1733425200000, "last_datapoint_time": 1760185800000, "evaluation_time": 1760187803918, "expiration_time": 1764103608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 87, "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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