Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1087161.6653 | -11437.4138 | -1075724.2516 | 169330.54 | -11472110.9049 | 11641441.4449 |
Total P&L (%) | -1087.1617 | -11.4374 | -1075.7243 | 169.3305 | -11472.1109 | 11641.4414 |
Avg Daily Profit (%) | -0.5783 | -0.0061 | -0.5722 | 0.0527 | 0 | 0.2538 |
Buy And Hold Return (%) | 586.1332 | 586.1332 | 586.1332 | 586.1332 | 586.1332 | 586.1332 |
Max Trade Drawdown | -1208460 | -196615 | -1124235 | -8919822 | -11966785 | -3932464 |
Profit Factor | 0.3119 | 0.9614 | 0.1617 | 1.0085 | 0.1955 | 3.0731 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 16 | 22 | 36 | 13 | 23 |
Losing Trades | 25 | 15 | 10 | 27 | 18 | 9 |
Profitability (%) | 60.3175 | 51.6129 | 68.75 | 57.1429 | 41.9355 | 71.875 |
Ratio Avg Win / Avg Loss | 0.2052 | 0.9013 | 0.0735 | 0.7564 | 0.2707 | 1.2025 |
Largest Winning Trade | 46248 | 46248 | 28010 | 11328751 | 763835 | 11328751 |
Largest Losing Trade | -608375 | -52316 | -608375 | -4751274 | -4751274 | -2314119 |
Avg Bars in Trades | 114 | 141 | 89 | 114 | 141 | 89 |
Avg Bars in Winners | 73 | 109 | 46 | 79 | 100 | 68 |
Avg Bars in Losers | 178 | 175 | 182 | 161 | 170 | 142 |
Bars Traded | 7229 | 4371 | 2858 | 7229 | 4371 | 2858 |
Profit Streak | 164.5043 | 164.5043 | 285.0043 | 164.5043 | 164.5043 | 285.0043 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729029 | -579642 | -577031 | -649783 | -582987 | 626750 |
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{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 198, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7520, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601661600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759838770706, "expiration_time": 1764689760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 198, "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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