Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1696182.5125 | 1724867.3343 | -28684.8218 | 245626.537 | -274414.7133 | 520041.2504 |
Total P&L (%) | 1696.1825 | 1724.8673 | -28.6848 | 245.6265 | -274.4147 | 520.0413 |
Avg Daily Profit (%) | 0.6777 | 0.6891 | -0.0115 | 0.0496 | 0 | 0.0729 |
Buy And Hold Return (%) | 338.4946 | 338.4946 | 338.4946 | 338.4946 | 338.4946 | 338.4946 |
Max Trade Drawdown | -107663 | -109396 | -73663 | -1217404 | -1533020 | -454436 |
Profit Factor | 2.8365 | 3.8505 | 0.9099 | 1.0431 | 0.9341 | 1.3399 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 37.4194 | 36.3636 | 38.4615 | 37.4194 | 36.3636 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.7438 | 6.7383 | 1.4559 | 1.7446 | 1.6347 | 2.1439 |
Largest Winning Trade | 1341527 | 1341527 | 26623 | 1011368 | 1011368 | 325826 |
Largest Losing Trade | -48892 | -48892 | -29976 | -428604 | -428604 | -187517 |
Avg Bars in Trades | 31 | 45 | 17 | 31 | 45 | 17 |
Avg Bars in Winners | 53 | 83 | 24 | 53 | 83 | 24 |
Avg Bars in Losers | 18 | 24 | 13 | 18 | 24 | 13 |
Bars Traded | 4904 | 3535 | 1369 | 4904 | 3535 | 1369 |
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 | 436628 | -29360 | -617778 | -468553 | -625261 | -142366 |
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{ "first_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 2.25626 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5006, "evaluation_days": 2503, "actual_first_datapoint_time": 1544011200000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760262360710, "expiration_time": 1766714976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 2.25626 } }, "second_band": { "type": "dcu", "factors": { "length": 10, "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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