Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591217.5231 | 1608862.4928 | -17644.9697 | 377320.2473 | 534658.8908 | -157338.6435 |
Total P&L (%) | 1591.2175 | 1608.8625 | -17.645 | 377.3202 | 534.6589 | -157.3386 |
Avg Daily Profit (%) | 0.8741 | 0.8838 | -0.0097 | 0.0859 | 0.1016 | 0 |
Buy And Hold Return (%) | 593.0968 | 593.0968 | 593.0968 | 593.0968 | 593.0968 | 593.0968 |
Max Trade Drawdown | -153993 | -151609 | -95556 | -1332551 | -1128554 | -391747 |
Profit Factor | 2.1709 | 2.8002 | 0.9621 | 1.0611 | 1.1315 | 0.9253 |
Total Trades | 509 | 254 | 255 | 509 | 254 | 255 |
Winning Trades | 183 | 70 | 113 | 183 | 70 | 113 |
Losing Trades | 326 | 184 | 142 | 326 | 184 | 142 |
Profitability (%) | 35.9528 | 27.5591 | 44.3137 | 35.9528 | 27.5591 | 44.3137 |
Ratio Avg Win / Avg Loss | 3.8673 | 7.3605 | 1.209 | 1.8903 | 2.9741 | 1.1628 |
Largest Winning Trade | 1165546 | 1165546 | 23185 | 767758 | 767758 | 155228 |
Largest Losing Trade | -25296 | -25296 | -21371 | -132578 | -132578 | -127357 |
Avg Bars in Trades | 41 | 70 | 13 | 41 | 70 | 13 |
Avg Bars in Winners | 77 | 173 | 17 | 77 | 173 | 17 |
Avg Bars in Losers | 22 | 31 | 9 | 22 | 31 | 9 |
Bars Traded | 21332 | 17967 | 3365 | 21332 | 17967 | 3365 |
Profit Streak | 88.1279 | 88.1279 | 88.7945 | 88.1279 | 88.1279 | 88.7945 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454084 | -1585 | -578904 | -397588 | -314349 | -578904 |
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{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 3.54792 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21844, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601280000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758071046794, "expiration_time": 1763729164800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 3.54792 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 3 } } }
# | 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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