Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137566.7106 | 959018.2555 | 178548.4551 | 30062787.4621 | 10387843.2039 | 19674944.2581 |
Total P&L (%) | 1137.5667 | 959.0183 | 178.5485 | 30062.7875 | 10387.8432 | 19674.9443 |
Avg Daily Profit (%) | 0.4539 | 0.3827 | 0.0712 | 0.2281 | 0.1858 | 0.2112 |
Buy And Hold Return (%) | 455.0807 | 455.0807 | 455.0807 | 455.0807 | 455.0807 | 455.0807 |
Max Trade Drawdown | -69397 | -56353 | -67553 | -16170607 | -13368344 | -5316643 |
Profit Factor | 2.8134 | 3.8231 | 1.6208 | 1.5354 | 1.2881 | 1.979 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 44.7368 | 45.614 | 43.8596 | 44.7368 | 45.614 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.4754 | 4.5583 | 2.0746 | 1.8967 | 1.5359 | 2.5331 |
Largest Winning Trade | 300378 | 300378 | 56158 | 16308082 | 16308082 | 14676694 |
Largest Losing Trade | -36563 | -34767 | -36563 | -5370809 | -5370809 | -4217804 |
Avg Bars in Trades | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Winners | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 7381 | 3790 | 3592 | 7381 | 3790 | 3592 |
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 | 369957 | -171403 | -442961 | 330026 | -172721 | -170550 |
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{ "first_band": { "type": "bbu", "factors": { "length": 227, "offset": 0, "std": 1.13421 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7518, "evaluation_days": 2506, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545811200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551653608, "expiration_time": 1766031552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 227, "offset": 0, "std": 1.13421 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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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