Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716271.7092 | 479190.9009 | 237080.8084 | 1736940.0027 | -743943.1359 | 2480883.1386 |
Total P&L (%) | 716.2717 | 479.1909 | 237.0808 | 1736.94 | -743.9431 | 2480.8831 |
Avg Daily Profit (%) | 0.3943 | 0.2638 | 0.1305 | 0.1604 | 0 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88497 | -77965 | -52647 | -2654894 | -2751357 | -1623617 |
Profit Factor | 2.7778 | 2.9552 | 2.5022 | 1.1566 | 0.8938 | 1.6073 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.953 | 6.5015 | 2.3458 | 1.6459 | 1.9665 | 1.5068 |
Largest Winning Trade | 450035 | 450035 | 67262 | 1455535 | 1455535 | 1058736 |
Largest Losing Trade | -36973 | -36973 | -24351 | -1465499 | -1465499 | -719567 |
Avg Bars in Trades | 167 | 104 | 231 | 167 | 104 | 231 |
Avg Bars in Winners | 291 | 203 | 346 | 291 | 203 | 346 |
Avg Bars in Losers | 79 | 59 | 109 | 79 | 59 | 109 |
Bars Traded | 10536 | 3345 | 7191 | 10536 | 3345 | 7191 |
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 | -139672 | 233496 | -13847 | -194160 | -585324 | 398544 |
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{ "first_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10899, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605643200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759714059947, "expiration_time": 1764417168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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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