Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515105.6225 | 1479050.0669 | 36055.5556 | 1543941.7307 | -1986799.2987 | 3530741.0294 |
Total P&L (%) | 1515.1056 | 1479.0501 | 36.0556 | 1543.9417 | -1986.7993 | 3530.741 |
Avg Daily Profit (%) | 0.6059 | 0.5915 | 0.0144 | 0.112 | 0 | 0.1438 |
Buy And Hold Return (%) | 455.0275 | 455.0275 | 455.0275 | 455.0275 | 455.0275 | 455.0275 |
Max Trade Drawdown | -157666 | -105560 | -95287 | -12443690 | -11881309 | -7357851 |
Profit Factor | 2.8937 | 3.9795 | 1.1187 | 1.0339 | 0.9355 | 1.2399 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 32.9032 | 29.8701 | 35.8974 | 32.9032 | 29.8701 | 35.8974 |
Ratio Avg Win / Avg Loss | 5.9008 | 9.3433 | 1.9977 | 2.1084 | 2.1964 | 2.2141 |
Largest Winning Trade | 1031545 | 1031545 | 51263 | 5085106 | 5085106 | 4274846 |
Largest Losing Trade | -24195 | -24195 | -18187 | -3199614 | -3199614 | -1828229 |
Avg Bars in Trades | 31 | 40 | 23 | 31 | 40 | 23 |
Avg Bars in Winners | 62 | 91 | 38 | 62 | 91 | 38 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 4906 | 3102 | 1804 | 4906 | 3102 | 1804 |
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 | 301586 | -34766 | -467840 | -233732 | -628308 | -39553 |
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{ "first_band": { "type": "bbm", "factors": { "length": 194, "offset": 0, "std": 3.51853 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1544011200000, "first_datapoint_time": 1546689600000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760022658360, "expiration_time": 1766492496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 194, "offset": 0, "std": 3.51853 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "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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