Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405102.549 | 453024.9358 | -47922.3868 | -64014.2368 | 94761.0855 | -158775.3223 |
Total P&L (%) | 405.1025 | 453.0249 | -47.9224 | -64.0142 | 94.7611 | -158.7753 |
Avg Daily Profit (%) | 0.2167 | 0.2424 | -0.0256 | -0.0547 | 0.0357 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196892 | -177009 | -78022 | -569073 | -426413 | -198914 |
Profit Factor | 1.6591 | 2.2446 | 0.8088 | 0.944 | 1.1293 | 0.6141 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.7059 | 42.8571 | 46.5116 | 44.7059 | 42.8571 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.0521 | 2.9928 | 0.9301 | 1.1676 | 1.5058 | 0.7062 |
Largest Winning Trade | 537104 | 537104 | 32351 | 499973 | 499973 | 60898 |
Largest Losing Trade | -48018 | -48018 | -32854 | -181235 | -163715 | -181235 |
Avg Bars in Trades | 41 | 59 | 23 | 41 | 59 | 23 |
Avg Bars in Winners | 51 | 66 | 37 | 51 | 66 | 37 |
Avg Bars in Losers | 33 | 53 | 12 | 33 | 53 | 12 |
Bars Traded | 3505 | 2482 | 1023 | 3505 | 2482 | 1023 |
Profit Streak | 91.485 | 99.985 | 91.485 | 91.485 | 99.985 | 91.485 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361240 | 362924 | -581247 | -579983 | -224552 | -581247 |
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{ "first_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759232300205, "expiration_time": 1764034848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 120, "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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