Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296796.5084 | 92289.6406 | 204506.8678 | 127818.5978 | -111521.8472 | 239340.445 |
Total P&L (%) | 296.7965 | 92.2896 | 204.5069 | 127.8186 | -111.5218 | 239.3404 |
Avg Daily Profit (%) | 0.1777 | 0.0553 | 0.1225 | 0.0493 | 0 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114391 | -125721 | -30679 | -282309 | -319086 | -22280 |
Profit Factor | 1.8511 | 1.3322 | 3.8828 | 1.251 | 0.7579 | 5.9284 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 81.5217 | 80.4348 | 82.6087 | 81.5217 | 80.4348 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.4196 | 0.3241 | 0.8174 | 0.2836 | 0.1844 | 1.2481 |
Largest Winning Trade | 80038 | 80038 | 29264 | 57804 | 57804 | 37935 |
Largest Losing Trade | -80614 | -80614 | -30479 | -252248 | -252248 | -20040 |
Avg Bars in Trades | 50 | 77 | 22 | 50 | 77 | 22 |
Avg Bars in Winners | 17 | 26 | 9 | 17 | 26 | 9 |
Avg Bars in Losers | 192 | 288 | 84 | 192 | 288 | 84 |
Bars Traded | 4612 | 3572 | 1040 | 4612 | 3572 | 1040 |
Profit Streak | 58.3172 | 58.3172 | 303.3172 | 58.3172 | 58.3172 | 303.3172 |
Trades During Streak | 4 | 2 | 13 | 4 | 2 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510554 | -115524 | -19294 | -122917 | -575794 | -81819 |
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{ "first_band": { "type": "vwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5010, "evaluation_days": 1670, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622736000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760053002908, "expiration_time": 1764354240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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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