Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445170.6012 | 213316.1153 | 231854.4859 | 403156.8169 | 114896.1088 | 288260.7081 |
Total P&L (%) | 445.1706 | 213.3161 | 231.8545 | 403.1568 | 114.8961 | 288.2607 |
Avg Daily Profit (%) | 0.2671 | 0.128 | 0.1391 | 0.097 | 0.0459 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143250 | -97355 | -84897 | -1314713 | -1193237 | -816436 |
Profit Factor | 1.4817 | 1.449 | 1.5163 | 1.0764 | 1.0395 | 1.1218 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 56.3725 | 55.8824 | 56.8627 | 56.3725 | 55.8824 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.1467 | 1.144 | 1.1503 | 0.8331 | 0.8207 | 0.851 |
Largest Winning Trade | 87732 | 87732 | 53943 | 727583 | 727583 | 269294 |
Largest Losing Trade | -57039 | -57039 | -39772 | -838473 | -838473 | -483853 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Losers | 31 | 37 | 25 | 31 | 37 | 25 |
Bars Traded | 6376 | 3178 | 3198 | 6376 | 3178 | 3198 |
Profit Streak | 5.8344 | 5.8344 | 35.3344 | 5.8344 | 5.8344 | 35.3344 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448385 | -19961 | -3850 | -198529 | -309146 | -170390 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6666, "evaluation_days": 1666.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1619092800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759759293971, "expiration_time": 1764071568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 154, "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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