Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776816.8458 | 657748.6903 | 119068.1555 | 7847093.4585 | 7493239.8462 | 353853.6122 |
Total P&L (%) | 776.8168 | 657.7487 | 119.0682 | 7847.0935 | 7493.2398 | 353.8536 |
Avg Daily Profit (%) | 0.4271 | 0.3616 | 0.0655 | 0.2408 | 0.2383 | 0.0832 |
Buy And Hold Return (%) | 587.2935 | 587.2935 | 587.2935 | 587.2935 | 587.2935 | 587.2935 |
Max Trade Drawdown | -95072 | -87592 | -93883 | -7032222 | -5295359 | -7350364 |
Profit Factor | 1.5893 | 2.082 | 1.1676 | 1.1604 | 1.3304 | 1.0135 |
Total Trades | 487 | 243 | 244 | 487 | 243 | 244 |
Winning Trades | 231 | 117 | 114 | 231 | 117 | 114 |
Losing Trades | 256 | 126 | 130 | 256 | 126 | 130 |
Profitability (%) | 47.4333 | 48.1481 | 46.7213 | 47.4333 | 48.1481 | 46.7213 |
Ratio Avg Win / Avg Loss | 1.7613 | 2.2421 | 1.3315 | 1.286 | 1.4328 | 1.1557 |
Largest Winning Trade | 93117 | 93117 | 55801 | 2725590 | 2725590 | 2418621 |
Largest Losing Trade | -34173 | -33316 | -34173 | -2395355 | -1617009 | -2395355 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 59 | 46 | 72 | 59 | 46 | 72 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 21570 | 9503 | 12067 | 21570 | 9503 | 12067 |
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 | -50892 | -115081 | -308004 | -34171 | 310708 | -453917 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "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": 21828, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601575200000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757955914098, "expiration_time": 1763609817600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 115, "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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