Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -999695.6731 | 11023.6095 | -1010719.2826 | -616861.6108 | -5011071.1889 | 4394209.5781 |
Total P&L (%) | -999.6957 | 11.0236 | -1010.7193 | -616.8616 | -5011.0712 | 4394.2096 |
Avg Daily Profit (%) | -0.5467 | 0.006 | -0.5528 | 0 | 0 | 0.2083 |
Buy And Hold Return (%) | 703.1782 | 703.1782 | 703.1782 | 703.1782 | 703.1782 | 703.1782 |
Max Trade Drawdown | -1090706 | -182133 | -1069905 | -9904104 | -7926095 | -1978009 |
Profit Factor | 0.3603 | 1.0375 | 0.2034 | 0.9581 | 0.4841 | 1.8779 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 17 | 18 | 26 | 11 | 15 |
Losing Trades | 25 | 13 | 12 | 34 | 19 | 15 |
Profitability (%) | 58.3333 | 56.6667 | 60 | 43.3333 | 36.6667 | 50 |
Ratio Avg Win / Avg Loss | 0.2574 | 0.7934 | 0.1356 | 1.2529 | 0.8361 | 1.8779 |
Largest Winning Trade | 61446 | 61446 | 28811 | 5611801 | 1539255 | 5611801 |
Largest Losing Trade | -531758 | -75713 | -531758 | -6917448 | -6917448 | -1038514 |
Avg Bars in Trades | 175 | 192 | 158 | 175 | 192 | 158 |
Avg Bars in Winners | 94 | 100 | 87 | 177 | 202 | 158 |
Avg Bars in Losers | 290 | 313 | 265 | 174 | 186 | 159 |
Bars Traded | 10551 | 5782 | 4769 | 10551 | 5782 | 4769 |
Profit Streak | 53.7285 | 185.7285 | 0 | 0 | 0 | 173.8951 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752634 | -529325 | -579529 | -755203 | -586010 | 435397 |
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{ "first_band": { "type": "jma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10971, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758994139526, "expiration_time": 1763454672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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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