Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668210.5232 | 597183.9663 | 71026.5569 | 3382179.6202 | 4237833.7824 | -855654.1622 |
Total P&L (%) | 668.2105 | 597.184 | 71.0266 | 3382.1796 | 4237.8338 | -855.6542 |
Avg Daily Profit (%) | 0.3673 | 0.3282 | 0.039 | 0.1953 | 0.2074 | 0 |
Buy And Hold Return (%) | 626.0767 | 626.0767 | 626.0767 | 626.0767 | 626.0767 | 626.0767 |
Max Trade Drawdown | -114351 | -70242 | -117865 | -4106689 | -2748391 | -3916948 |
Profit Factor | 1.4449 | 1.8575 | 1.0882 | 1.1195 | 1.3156 | 0.9425 |
Total Trades | 541 | 270 | 271 | 541 | 270 | 271 |
Winning Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Losing Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Profitability (%) | 47.5046 | 47.4074 | 47.6015 | 47.5046 | 47.4074 | 47.6015 |
Ratio Avg Win / Avg Loss | 1.5967 | 2.0607 | 1.1979 | 1.2371 | 1.4595 | 1.0375 |
Largest Winning Trade | 86638 | 86638 | 55801 | 1297733 | 1121889 | 1297733 |
Largest Losing Trade | -34173 | -27468 | -34173 | -1468846 | -759445 | -1468846 |
Avg Bars in Trades | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Winners | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 21670 | 9535 | 12136 | 21670 | 9535 | 12136 |
Profit Streak | 0 | 17.4027 | 0 | 0 | 17.4027 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131436 | -152701 | -430124 | -80304 | 307547 | -579182 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21833, "evaluation_days": 1819.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601460000000, "last_datapoint_time": 1757988000000, "evaluation_time": 1757993989411, "expiration_time": 1763647113600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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