Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551699.0396 | 371287.053 | 180411.9866 | 762028.4268 | -882498.3123 | 1644526.7391 |
Total P&L (%) | 551.699 | 371.2871 | 180.412 | 762.0284 | -882.4983 | 1644.5267 |
Avg Daily Profit (%) | 0.29 | 0.1952 | 0.0948 | 0.1133 | 0 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112223 | -157407 | -35189 | -2104794 | -2706110 | -400243 |
Profit Factor | 2.025 | 1.9662 | 2.1715 | 1.1495 | 0.782 | 2.5674 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 52.9412 | 44.186 | 61.9048 | 52.9412 | 44.186 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.8 | 2.4837 | 1.3363 | 1.0218 | 0.9878 | 1.5799 |
Largest Winning Trade | 171825 | 171825 | 33134 | 1021033 | 1021033 | 483581 |
Largest Losing Trade | -40262 | -40262 | -35189 | -838297 | -838297 | -400243 |
Avg Bars in Trades | 65 | 107 | 23 | 65 | 107 | 23 |
Avg Bars in Winners | 75 | 146 | 24 | 75 | 146 | 24 |
Avg Bars in Losers | 54 | 76 | 21 | 54 | 76 | 21 |
Bars Traded | 5581 | 4605 | 976 | 5581 | 4605 | 976 |
Profit Streak | 0 | 0 | 597.934 | 0 | 0 | 597.934 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477499 | 327773 | -60514 | -96811 | -582988 | 551942 |
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{ "first_band": { "type": "vwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 3.35221 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557388800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759415099152, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 3.35221 } } }
# | 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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