Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1808495.6144 | -100667.5361 | -1707828.0784 | -112541.1119 | 10896905.5363 | -11009446.6482 |
Total P&L (%) | -1808.4956 | -100.6675 | -1707.8281 | -112.5411 | 10896.9055 | -11009.4466 |
Avg Daily Profit (%) | -0.7837 | -0.0436 | -0.74 | 0 | 0.2039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1933495 | -234739 | -1784086 | -14818131 | -905582 | -16705540 |
Profit Factor | 0.2521 | 0.7384 | 0.1601 | 0.9938 | 10.7271 | 0.3528 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 17 | 24 | 35 | 21 | 14 |
Losing Trades | 26 | 16 | 10 | 32 | 12 | 20 |
Profitability (%) | 61.194 | 51.5152 | 70.5882 | 52.2388 | 63.6364 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.1599 | 0.6949 | 0.0667 | 0.9086 | 6.1298 | 0.5041 |
Largest Winning Trade | 53545 | 53545 | 34614 | 6809732 | 6809732 | 1712218 |
Largest Losing Trade | -1354133 | -79434 | -1354133 | -13335063 | -905582 | -13335063 |
Avg Bars in Trades | 127 | 149 | 107 | 127 | 149 | 107 |
Avg Bars in Winners | 48 | 52 | 45 | 160 | 187 | 120 |
Avg Bars in Losers | 253 | 251 | 256 | 91 | 81 | 98 |
Bars Traded | 8567 | 4917 | 3650 | 8567 | 4917 | 3650 |
Profit Streak | 77.5693 | 77.5693 | 260.5693 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698861 | -579642 | -576752 | -701487 | 660313 | -584226 |
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{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 86, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561183200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023585411, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 86, "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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