Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468388.8733 | 1424720.6376 | 43668.2357 | 20428297.2068 | 16758053.4997 | 3670243.7071 |
Total P&L (%) | 1468.3889 | 1424.7206 | 43.6682 | 20428.2972 | 16758.0535 | 3670.2437 |
Avg Daily Profit (%) | 0.7905 | 0.767 | 0.0235 | 0.2871 | 0.2764 | 0.1956 |
Buy And Hold Return (%) | 6247.9788 | 6247.9788 | 6247.9788 | 6247.9788 | 6247.9788 | 6247.9788 |
Max Trade Drawdown | -105089 | -95016 | -66858 | -7284326 | -2020486 | -5546324 |
Profit Factor | 3.4909 | 6.1877 | 1.1387 | 2.168 | 3.6436 | 1.3291 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 47.3684 | 42.4242 | 52.2388 | 47.3684 | 42.4242 | 52.2388 |
Ratio Avg Win / Avg Loss | 3.8787 | 8.3976 | 1.0411 | 2.4089 | 4.9449 | 1.2152 |
Largest Winning Trade | 524551 | 524551 | 61317 | 4746946 | 4593160 | 4746946 |
Largest Losing Trade | -40676 | -40676 | -30229 | -2753199 | -1492324 | -2753199 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 43 | 50 | 38 | 43 | 50 | 38 |
Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
Bars Traded | 3623 | 1806 | 1817 | 3623 | 1806 | 1817 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146408 | -271492 | -511327 | 347093 | -115028 | -273628 |
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{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 49 } }, "second_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757584077843, "expiration_time": 1762363440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 49 } }, "second_band": { "type": "dema", "factors": { "length": 25, "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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