Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180738.4856 | 185607.8733 | -4869.3877 | 19934.3481 | 120379.0352 | -100444.6871 |
Total P&L (%) | 180.7385 | 185.6079 | -4.8694 | 19.9343 | 120.379 | -100.4447 |
Avg Daily Profit (%) | 0.1664 | 0.1709 | -0.0045 | 0.0167 | 0.0728 | 0 |
Buy And Hold Return (%) | 13.0635 | 13.0635 | 13.0635 | 13.0635 | 13.0635 | 13.0635 |
Max Trade Drawdown | -115486 | -84411 | -64476 | -402767 | -303788 | -249669 |
Profit Factor | 1.4818 | 1.9957 | 0.9742 | 1.0194 | 1.2261 | 0.7974 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50 | 51.6129 | 48.3871 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.4818 | 1.8709 | 1.0391 | 1.0194 | 1.1494 | 0.8505 |
Largest Winning Trade | 116960 | 116960 | 30235 | 182930 | 182930 | 100106 |
Largest Losing Trade | -48608 | -45537 | -48608 | -249669 | -181897 | -249669 |
Avg Bars in Trades | 65 | 77 | 54 | 65 | 77 | 54 |
Avg Bars in Winners | 61 | 44 | 79 | 61 | 44 | 79 |
Avg Bars in Losers | 70 | 112 | 30 | 70 | 112 | 30 |
Bars Traded | 4088 | 2408 | 1680 | 4088 | 2408 | 1680 |
Profit Streak | 7.2414 | 13.7414 | 0 | 7.2414 | 13.7414 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149289 | 446769 | -579778 | -537560 | -94901 | -581445 |
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{ "first_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4345, "evaluation_days": 1086.25, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669658400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759988860249, "expiration_time": 1762783560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "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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