Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570903.2599 | 1410718.9524 | 160184.3075 | 25916774.1739 | 18974346.2552 | 6942427.9187 |
Total P&L (%) | 1570.9033 | 1410.719 | 160.1843 | 25916.7742 | 18974.3463 | 6942.4279 |
Avg Daily Profit (%) | 0.6279 | 0.5639 | 0.064 | 0.2225 | 0.2101 | 0.1702 |
Buy And Hold Return (%) | 338.6231 | 338.6231 | 338.6231 | 338.6231 | 338.6231 | 338.6231 |
Max Trade Drawdown | -102327 | -59055 | -77005 | -31375799 | -22671616 | -22524848 |
Profit Factor | 4.6691 | 8.1629 | 1.6928 | 1.2654 | 1.3528 | 1.1582 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.3366 | 12.5583 | 2.0314 | 1.7173 | 2.0813 | 1.3898 |
Largest Winning Trade | 846871 | 846871 | 58575 | 25646252 | 25646252 | 11568383 |
Largest Losing Trade | -37905 | -22297 | -37905 | -11662156 | -8319484 | -11662156 |
Avg Bars in Trades | 222 | 200 | 243 | 222 | 200 | 243 |
Avg Bars in Winners | 399 | 367 | 427 | 399 | 367 | 427 |
Avg Bars in Losers | 91 | 92 | 90 | 91 | 92 | 90 |
Bars Traded | 14661 | 6622 | 8039 | 14661 | 6622 | 8039 |
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 | -114130 | 484273 | -271799 | -122510 | 197731 | -40537 |
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{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15011, "evaluation_days": 2501.83, "actual_first_datapoint_time": 1543982400000, "first_datapoint_time": 1547352000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760210804368, "expiration_time": 1766683152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 79, "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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