Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342585.2483 | 1319283.278 | 23301.9703 | 1046879.8947 | 2515588.4295 | -1468708.5348 |
Total P&L (%) | 1342.5852 | 1319.2833 | 23.302 | 1046.8799 | 2515.5884 | -1468.7085 |
Avg Daily Profit (%) | 0.5355 | 0.5262 | 0.0093 | 0.0974 | 0.1303 | 0 |
Buy And Hold Return (%) | 493.5233 | 493.5233 | 493.5233 | 493.5233 | 493.5233 | 493.5233 |
Max Trade Drawdown | -186500 | -116209 | -95463 | -9812866 | -5826143 | -4136950 |
Profit Factor | 3.2757 | 4.7673 | 1.0972 | 1.0652 | 1.2813 | 0.7938 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 42.6667 | 37.8378 | 47.3684 | 42.6667 | 37.8378 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.4018 | 7.832 | 1.2191 | 1.4313 | 2.1049 | 0.8821 |
Largest Winning Trade | 1015781 | 1015781 | 53234 | 5174538 | 5174538 | 1459018 |
Largest Losing Trade | -41003 | -41003 | -30942 | -3239919 | -2526676 | -3239919 |
Avg Bars in Trades | 62 | 81 | 43 | 62 | 81 | 43 |
Avg Bars in Winners | 88 | 125 | 59 | 88 | 125 | 59 |
Avg Bars in Losers | 43 | 54 | 29 | 43 | 54 | 29 |
Bars Traded | 4681 | 3010 | 1670 | 4681 | 3010 | 1670 |
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 | -50321 | 371684 | -460822 | -281646 | -23591 | -581788 |
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{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5014, "evaluation_days": 2507, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1549195200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621403779, "expiration_time": 1766077344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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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