Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109974.2853 | 923828.7457 | 186145.5396 | 41500696.225 | 28234300.07 | 13266396.155 |
Total P&L (%) | 1109.9743 | 923.8287 | 186.1455 | 41500.6962 | 28234.3001 | 13266.3962 |
Avg Daily Profit (%) | 0.4436 | 0.3692 | 0.0744 | 0.2413 | 0.2259 | 0.1958 |
Buy And Hold Return (%) | 380.8492 | 380.8492 | 380.8492 | 380.8492 | 380.8492 | 380.8492 |
Max Trade Drawdown | -51180 | -46294 | -59892 | -30027203 | -17525470 | -14415032 |
Profit Factor | 2.984 | 4.5424 | 1.6232 | 1.4173 | 1.5211 | 1.2931 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 39.5522 | 40.2985 | 38.806 | 39.5522 | 40.2985 | 38.806 |
Ratio Avg Win / Avg Loss | 4.5604 | 6.7295 | 2.5597 | 2.1661 | 2.2535 | 2.0391 |
Largest Winning Trade | 298692 | 298692 | 53151 | 32717857 | 32717857 | 20910602 |
Largest Losing Trade | -25039 | -25039 | -24539 | -6616669 | -5996936 | -6616669 |
Avg Bars in Trades | 36 | 31 | 42 | 36 | 31 | 42 |
Avg Bars in Winners | 70 | 61 | 80 | 70 | 61 | 80 |
Avg Bars in Losers | 14 | 10 | 18 | 14 | 10 | 18 |
Bars Traded | 4922 | 2102 | 2820 | 4922 | 2102 | 2820 |
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 | 321265 | -107838 | -377623 | 237414 | -109925 | -112156 |
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{ "first_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 11, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1545480000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759173285053, "expiration_time": 1765632384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 11, "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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