Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204668.5787 | 121348.8698 | 83319.7089 | 390726.7957 | 270482.9905 | 120243.8052 |
Total P&L (%) | 204.6686 | 121.3489 | 83.3197 | 390.7268 | 270.483 | 120.2438 |
Avg Daily Profit (%) | 0.393 | 0.233 | 0.16 | 0.3059 | 0.2518 | 0.1517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34547 | -47288 | -22528 | -136869 | -131894 | -101059 |
Profit Factor | 1.5433 | 1.6247 | 1.4566 | 1.3934 | 1.5146 | 1.2571 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 46.9072 | 46.3918 | 47.4227 | 46.9072 | 46.3918 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.7468 | 1.8775 | 1.6149 | 1.5771 | 1.7502 | 1.3937 |
Largest Winning Trade | 29076 | 29076 | 23772 | 89665 | 89665 | 56548 |
Largest Losing Trade | -14692 | -12111 | -14692 | -47242 | -47242 | -43152 |
Avg Bars in Trades | 127 | 122 | 132 | 127 | 122 | 132 |
Avg Bars in Winners | 173 | 167 | 179 | 173 | 167 | 179 |
Avg Bars in Losers | 86 | 83 | 89 | 86 | 83 | 89 |
Bars Traded | 24676 | 11856 | 12820 | 24676 | 11856 | 12820 |
Profit Streak | 5.5503 | 6.9045 | 0 | 5.5503 | 6.9045 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428466 | 338286 | 272323 | 368685 | 323557 | 185888 |
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 97, "std": 2.29692 } }, "second_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713529800000, "first_datapoint_time": 1713756600000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758528747212, "expiration_time": 1765008000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 97, "std": 2.29692 } }, "second_band": { "type": "ssf", "factors": { "length": 152, "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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