Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783714.9586 | 856105.9108 | -72390.9522 | -11179.5928 | 68936.2258 | -80115.8186 |
Total P&L (%) | 783.715 | 856.1059 | -72.391 | -11.1796 | 68.9362 | -80.1158 |
Avg Daily Profit (%) | 0.3762 | 0.4109 | -0.0347 | -0.0057 | 0.0252 | -0.0775 |
Buy And Hold Return (%) | 236.373 | 236.373 | 236.373 | 236.373 | 236.373 | 236.373 |
Max Trade Drawdown | -175789 | -166450 | -71328 | -731878 | -662245 | -90721 |
Profit Factor | 2.5493 | 3.1812 | 0.3613 | 0.9897 | 1.0744 | 0.4791 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 40 | 37.8378 | 42.1053 | 40 | 37.8378 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.824 | 5.2262 | 0.4968 | 1.4845 | 1.7651 | 0.6588 |
Largest Winning Trade | 663608 | 663608 | 7288 | 418502 | 418502 | 24447 |
Largest Losing Trade | -65313 | -65313 | -41294 | -261223 | -261223 | -30215 |
Avg Bars in Trades | 326 | 647 | 13 | 326 | 647 | 13 |
Avg Bars in Winners | 536 | 1133 | 13 | 536 | 1133 | 13 |
Avg Bars in Losers | 186 | 351 | 13 | 186 | 351 | 13 |
Bars Traded | 24474 | 23965 | 509 | 24474 | 23965 | 509 |
Profit Streak | 0 | 9.0209 | 0 | 0 | 9.0209 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53593 | 335004 | -583557 | -644277 | -466657 | -583557 |
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 3.61301 } } }
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{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579824000000, "first_datapoint_time": 1581242400000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759890603111, "expiration_time": 1766368800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 3.61301 } } }
# | 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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