Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143880.902 | 953966.025 | 189914.8769 | 42779151.3869 | 38292123.3536 | 4487028.0332 |
Total P&L (%) | 1143.8809 | 953.966 | 189.9149 | 42779.1514 | 38292.1234 | 4487.028 |
Avg Daily Profit (%) | 0.4571 | 0.3812 | 0.0759 | 0.2425 | 0.2381 | 0.153 |
Buy And Hold Return (%) | 263.4624 | 263.4624 | 263.4624 | 263.4624 | 263.4624 | 263.4624 |
Max Trade Drawdown | -62333 | -52708 | -49945 | -49507534 | -32037428 | -31745454 |
Profit Factor | 2.9906 | 4.6496 | 1.6063 | 1.2426 | 1.4469 | 1.0495 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 34.7826 | 31.5217 | 38.0435 | 34.7826 | 31.5217 | 38.0435 |
Ratio Avg Win / Avg Loss | 5.6074 | 10.1008 | 2.616 | 2.33 | 3.1433 | 1.7092 |
Largest Winning Trade | 336869 | 336869 | 61304 | 45665581 | 45665581 | 21943179 |
Largest Losing Trade | -27712 | -21522 | -27712 | -16458048 | -8463462 | -16458048 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 63 | 58 | 67 | 63 | 58 | 67 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4923 | 2197 | 2726 | 4923 | 2197 | 2726 |
Profit Streak | 0 | 0 | 24.2354 | 0 | 0 | 24.2354 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336677 | 264549 | -258493 | 164478 | 116614 | -161453 |
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{ "first_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 2.638 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1544011200000, "first_datapoint_time": 1547035200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760204334408, "expiration_time": 1766670480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 2.638 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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