Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314955.4527 | 1215711.7695 | 99243.6832 | 9616175.602 | 8616818.8411 | 999356.761 |
Total P&L (%) | 1314.9555 | 1215.7118 | 99.2437 | 9616.1756 | 8616.8188 | 999.3568 |
Avg Daily Profit (%) | 0.717 | 0.6629 | 0.0541 | 0.2498 | 0.2439 | 0.1308 |
Buy And Hold Return (%) | 749.2918 | 749.2918 | 749.2918 | 749.2918 | 749.2918 | 749.2918 |
Max Trade Drawdown | -122014 | -73417 | -60519 | -4590182 | -2923754 | -3804080 |
Profit Factor | 3.733 | 6.2935 | 1.3946 | 1.574 | 2.3392 | 1.0968 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 45.3333 | 44.7368 | 45.9459 | 45.3333 | 44.7368 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.5016 | 7.7743 | 1.6408 | 1.898 | 2.8897 | 1.2904 |
Largest Winning Trade | 675498 | 675498 | 71505 | 3974359 | 2537431 | 3974359 |
Largest Losing Trade | -28653 | -28653 | -26251 | -2002606 | -1262145 | -2002606 |
Avg Bars in Trades | 94 | 99 | 88 | 94 | 99 | 88 |
Avg Bars in Winners | 136 | 130 | 142 | 136 | 130 | 142 |
Avg Bars in Losers | 59 | 74 | 43 | 59 | 74 | 43 |
Bars Traded | 7075 | 3784 | 3291 | 7075 | 3784 | 3291 |
Profit Streak | 19.1584 | 27.1584 | 0 | 19.1584 | 27.1584 | 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 | -51733 | 346456 | -286231 | -51200 | 409507 | -195516 |
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{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7336, "evaluation_days": 1834, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604815200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204089057, "expiration_time": 1763944128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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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