Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301113.6342 | 1318786.5688 | -17672.9346 | 286889.5317 | 831823.5133 | -544933.9817 |
Total P&L (%) | 1301.1136 | 1318.7866 | -17.6729 | 286.8895 | 831.8235 | -544.934 |
Avg Daily Profit (%) | 0.7118 | 0.7214 | -0.0097 | 0.074 | 0.1222 | 0 |
Buy And Hold Return (%) | 691.9094 | 691.9094 | 691.9094 | 691.9094 | 691.9094 | 691.9094 |
Max Trade Drawdown | -167663 | -164618 | -55968 | -1864962 | -1577843 | -763785 |
Profit Factor | 3.035 | 3.9935 | 0.9111 | 1.0484 | 1.2098 | 0.7223 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 45.977 | 39.5349 | 52.2727 | 45.977 | 39.5349 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.5662 | 6.1077 | 0.8319 | 1.2319 | 1.8503 | 0.6594 |
Largest Winning Trade | 785254 | 785254 | 21574 | 1373164 | 1373164 | 287376 |
Largest Losing Trade | -44331 | -44331 | -34640 | -597551 | -543380 | -597551 |
Avg Bars in Trades | 38 | 65 | 10 | 38 | 65 | 10 |
Avg Bars in Winners | 53 | 111 | 10 | 53 | 111 | 10 |
Avg Bars in Losers | 25 | 36 | 11 | 25 | 36 | 11 |
Bars Traded | 3313 | 2837 | 477 | 3313 | 2837 | 477 |
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 | 330896 | 288611 | -580147 | -428472 | -135732 | -580147 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 1.92709 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3656, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758673492826, "expiration_time": 1763366976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 1.92709 } } }
# | 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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