Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397054.1323 | 596301.2755 | -199247.1431 | -117842.8584 | 2419327.9789 | -2537170.8373 |
Total P&L (%) | 397.0541 | 596.3013 | -199.2471 | -117.8429 | 2419.328 | -2537.1708 |
Avg Daily Profit (%) | 0.2169 | 0.3258 | -0.1089 | 0 | 0.1764 | 0 |
Buy And Hold Return (%) | 678.5834 | 678.5834 | 678.5834 | 678.5834 | 678.5834 | 678.5834 |
Max Trade Drawdown | -216348 | -94729 | -219102 | -3561596 | -427267 | -3940524 |
Profit Factor | 1.5115 | 3.0746 | 0.5924 | 0.9785 | 2.8305 | 0.3902 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 19 | 17 | 29 | 15 | 14 |
Losing Trades | 28 | 13 | 15 | 35 | 17 | 18 |
Profitability (%) | 56.25 | 59.375 | 53.125 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 1.1756 | 2.1037 | 0.5227 | 1.181 | 3.208 | 0.5017 |
Largest Winning Trade | 303943 | 303943 | 55591 | 1319908 | 1319908 | 1022495 |
Largest Losing Trade | -165724 | -69404 | -165724 | -2750773 | -322330 | -2750773 |
Avg Bars in Trades | 82 | 104 | 59 | 82 | 104 | 59 |
Avg Bars in Winners | 71 | 69 | 74 | 96 | 157 | 31 |
Avg Bars in Losers | 95 | 155 | 42 | 70 | 57 | 81 |
Bars Traded | 5251 | 3347 | 1904 | 5251 | 3347 | 1904 |
Profit Streak | 8.2098 | 148.8764 | 0 | 0 | 0 | 103.8764 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298652 | -148645 | -580405 | -724711 | 337791 | -582679 |
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{ "first_band": { "type": "ssf", "factors": { "length": 89, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5491, "evaluation_days": 1830.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606579200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758862924336, "expiration_time": 1763589024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 89, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "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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