Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156491.7295 | 1077316.3389 | 79175.3906 | 2567416.9112 | 1831908.9144 | 735507.9968 |
Total P&L (%) | 1156.4917 | 1077.3163 | 79.1754 | 2567.4169 | 1831.9089 | 735.508 |
Avg Daily Profit (%) | 0.4624 | 0.4307 | 0.0317 | 0.1314 | 0.1185 | 0.0849 |
Buy And Hold Return (%) | 467.6778 | 467.6778 | 467.6778 | 467.6778 | 467.6778 | 467.6778 |
Max Trade Drawdown | -101818 | -100263 | -48656 | -2482560 | -1974396 | -885969 |
Profit Factor | 3.3718 | 3.9334 | 1.658 | 1.3096 | 1.2734 | 1.4617 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 52.3077 | 43.75 | 60.6061 | 52.3077 | 43.75 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.0743 | 5.0572 | 1.0777 | 1.194 | 1.6373 | 0.9501 |
Largest Winning Trade | 596755 | 596755 | 31138 | 2589642 | 2589642 | 447872 |
Largest Losing Trade | -57461 | -57461 | -36661 | -1653954 | -1653954 | -765177 |
Avg Bars in Trades | 143 | 259 | 31 | 143 | 259 | 31 |
Avg Bars in Winners | 176 | 383 | 31 | 176 | 383 | 31 |
Avg Bars in Losers | 107 | 163 | 30 | 107 | 163 | 30 |
Bars Traded | 9341 | 8314 | 1027 | 9341 | 8314 | 1027 |
Profit Streak | 85.1644 | 0 | 385.1644 | 85.1644 | 0 | 385.1644 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122151 | 348992 | -311620 | -153239 | -38175 | -86782 |
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 1.98651 } } }
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{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10005, "evaluation_days": 2501.25, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1547683200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759161400582, "expiration_time": 1765630440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 1.98651 } } }
# | 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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