Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646223.0318 | 1497818.5432 | 148404.4886 | 13293332.5702 | 9551886.8792 | 3741445.691 |
Total P&L (%) | 1646.223 | 1497.8185 | 148.4045 | 13293.3326 | 9551.8869 | 3741.4457 |
Avg Daily Profit (%) | 0.6576 | 0.5983 | 0.0593 | 0.1958 | 0.1827 | 0.1458 |
Buy And Hold Return (%) | 440.9003 | 440.9003 | 440.9003 | 440.9003 | 440.9003 | 440.9003 |
Max Trade Drawdown | -70842 | -75829 | -65898 | -18010055 | -19120966 | -18533415 |
Profit Factor | 4.9396 | 8.6088 | 1.6715 | 1.1816 | 1.2455 | 1.109 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 35.4839 | 53.3333 | 44.2623 | 35.4839 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.2202 | 15.6523 | 1.4625 | 1.4879 | 2.2646 | 0.9704 |
Largest Winning Trade | 1022472 | 1022472 | 55291 | 18051041 | 18051041 | 9607391 |
Largest Losing Trade | -56688 | -34140 | -56688 | -15673205 | -10368139 | -15673205 |
Avg Bars in Trades | 79 | 68 | 91 | 79 | 68 | 91 |
Avg Bars in Winners | 136 | 137 | 135 | 136 | 137 | 135 |
Avg Bars in Losers | 34 | 30 | 41 | 34 | 30 | 41 |
Bars Traded | 4867 | 2128 | 2739 | 4867 | 2128 | 2739 |
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 | -150990 | 414973 | -277105 | -181051 | 110409 | -99828 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5007, "evaluation_days": 2503.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759318412630, "expiration_time": 1765765872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
# | 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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