Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37296.0487 | -6444.6947 | 43740.7434 | 35075.0603 | -8098.4124 | 43173.4727 |
Total P&L (%) | 37.296 | -6.4447 | 43.7407 | 35.0751 | -8.0984 | 43.1735 |
Avg Daily Profit (%) | 0.4296 | -0.0742 | 0.5039 | 0.3469 | -0.0972 | 0.4143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18082 | -7046 | -14415 | -21328 | -8849 | -17401 |
Profit Factor | 1.6191 | 0.5595 | 1.9591 | 1.5228 | 0.517 | 1.858 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 52 | 44.7368 | 59.4595 | 52 | 44.7368 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.4946 | 0.6912 | 1.3357 | 1.4057 | 0.6386 | 1.2668 |
Largest Winning Trade | 32273 | 1780 | 32273 | 34292 | 1874 | 34292 |
Largest Losing Trade | -11341 | -3896 | -11341 | -12990 | -5476 | -12990 |
Avg Bars in Trades | 305 | 8 | 610 | 305 | 8 | 610 |
Avg Bars in Winners | 295 | 9 | 517 | 295 | 9 | 517 |
Avg Bars in Losers | 315 | 8 | 746 | 315 | 8 | 746 |
Bars Traded | 22912 | 339 | 22573 | 22912 | 339 | 22573 |
Profit Streak | 0 | 0 | 7.5795 | 0 | 0 | 7.5795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53889 | -583925 | 392470 | -55302 | -584202 | 356064 |
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{ "first_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 4.41598 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "VET_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752863400000, "first_datapoint_time": 1752874200000, "last_datapoint_time": 1760363100000, "evaluation_time": 1760363365487, "expiration_time": 1766843100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 4.41598 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 2 } } }
# | 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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