Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191902.3891 | 249269.6057 | -57367.2165 | -65770.7997 | 135648.6309 | -201419.4306 |
Total P&L (%) | 191.9024 | 249.2696 | -57.3672 | -65.7708 | 135.6486 | -201.4194 |
Avg Daily Profit (%) | 0.1765 | 0.2292 | -0.0528 | -0.0985 | 0.0789 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265175 | -147672 | -154076 | -682642 | -296139 | -523679 |
Profit Factor | 1.4257 | 2.242 | 0.7706 | 0.9517 | 1.2349 | 0.7435 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 49.2958 | 45.7143 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.4664 | 2.6623 | 0.6895 | 0.9789 | 1.4664 | 0.6653 |
Largest Winning Trade | 329948 | 329948 | 38762 | 296315 | 296315 | 133966 |
Largest Losing Trade | -68992 | -39834 | -68992 | -213898 | -109661 | -213898 |
Avg Bars in Trades | 53 | 63 | 44 | 53 | 63 | 44 |
Avg Bars in Winners | 61 | 71 | 52 | 61 | 71 | 52 |
Avg Bars in Losers | 47 | 56 | 36 | 47 | 56 | 36 |
Bars Traded | 3831 | 2215 | 1616 | 3831 | 2215 | 1616 |
Profit Streak | 150.8797 | 150.8797 | 152.3797 | 150.8797 | 150.8797 | 152.3797 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81927 | 397294 | -579456 | -670977 | -89087 | -579456 |
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{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4350, "evaluation_days": 1087.5, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1670630400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760087204996, "expiration_time": 1762894800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "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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