Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1753537.0573 | 1724036.591 | 29500.4663 | 22492872.8534 | 30944320.7045 | -8451447.8511 |
Total P&L (%) | 1753.5371 | 1724.0366 | 29.5005 | 22492.8729 | 30944.3207 | -8451.4479 |
Avg Daily Profit (%) | 0.9385 | 0.9227 | 0.0158 | 0.2905 | 0.3076 | 0 |
Buy And Hold Return (%) | 6772.206 | 6772.206 | 6772.206 | 6772.206 | 6772.206 | 6772.206 |
Max Trade Drawdown | -68611 | -67413 | -70310 | -13509890 | -6377747 | -13186240 |
Profit Factor | 5.0502 | 9.6909 | 1.1258 | 1.5522 | 2.5198 | 0.5852 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 51.3514 | 56.7568 | 45.9459 | 51.3514 | 56.7568 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.7844 | 7.3835 | 1.3244 | 1.4705 | 1.9198 | 0.6884 |
Largest Winning Trade | 924923 | 924923 | 63532 | 22156082 | 22156082 | 5285268 |
Largest Losing Trade | -45044 | -38146 | -45044 | -6377747 | -6377747 | -5066650 |
Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
Avg Bars in Winners | 133 | 132 | 136 | 133 | 132 | 136 |
Avg Bars in Losers | 51 | 47 | 54 | 51 | 47 | 54 |
Bars Traded | 6932 | 3538 | 3394 | 6932 | 3538 | 3394 |
Profit Streak | 0 | 231.2923 | 0 | 0 | 231.2923 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -213262 | -142122 | -421297 | -60991 | 500354 | -582349 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7474, "evaluation_days": 1868.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600149600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758546057777, "expiration_time": 1763385552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 46, "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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