Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118356.3993 | 57878.7749 | 60477.6244 | 161230.9716 | 114452.849 | 46778.1226 |
Total P&L (%) | 118.3564 | 57.8788 | 60.4776 | 161.231 | 114.4528 | 46.7781 |
Avg Daily Profit (%) | 0.4545 | 0.2223 | 0.2322 | 0.3694 | 0.2934 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24170 | -25053 | -24716 | -59264 | -34583 | -80066 |
Profit Factor | 1.7702 | 1.8147 | 1.732 | 1.5339 | 2.0076 | 1.2483 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 61.1765 | 64.2857 | 58.1395 | 61.1765 | 64.2857 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.1234 | 1.0082 | 1.247 | 0.9734 | 1.1154 | 0.8987 |
Largest Winning Trade | 27010 | 25660 | 27010 | 43512 | 43512 | 28068 |
Largest Losing Trade | -17804 | -12042 | -17804 | -56584 | -25822 | -56584 |
Avg Bars in Trades | 288 | 238 | 336 | 288 | 238 | 336 |
Avg Bars in Winners | 310 | 234 | 393 | 310 | 234 | 393 |
Avg Bars in Losers | 252 | 246 | 256 | 252 | 246 | 256 |
Bars Traded | 24486 | 10023 | 14462 | 24486 | 10023 | 14462 |
Profit Streak | 0 | 7.5962 | 0 | 0 | 7.5962 | 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 | 453600 | 378448 | 329186 | 341048 | 442831 | 294 |
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{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735272900000, "first_datapoint_time": 1735456500000, "last_datapoint_time": 1757772000000, "evaluation_time": 1757772210589, "expiration_time": 1764252000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "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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