Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103312.2858 | 45471.3352 | 57840.9506 | 122976.8357 | 78068.0851 | 44908.7506 |
Total P&L (%) | 103.3123 | 45.4713 | 57.841 | 122.9768 | 78.0681 | 44.9088 |
Avg Daily Profit (%) | 0.3967 | 0.1746 | 0.2221 | 0.3084 | 0.2218 | 0.1425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37632 | -22161 | -20102 | -54790 | -36076 | -50972 |
Profit Factor | 1.6406 | 1.468 | 1.9021 | 1.4631 | 1.5432 | 1.3686 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 59.1837 | 53.0612 | 65.3061 | 59.1837 | 53.0612 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.1315 | 1.2986 | 1.0105 | 1.009 | 1.3651 | 0.727 |
Largest Winning Trade | 30032 | 18951 | 30032 | 32579 | 29121 | 32579 |
Largest Losing Trade | -17118 | -17118 | -15570 | -39291 | -27956 | -39291 |
Avg Bars in Trades | 247 | 236 | 259 | 247 | 236 | 259 |
Avg Bars in Winners | 278 | 275 | 279 | 278 | 275 | 279 |
Avg Bars in Losers | 203 | 191 | 220 | 203 | 191 | 220 |
Bars Traded | 24261 | 11565 | 12695 | 24261 | 11565 | 12695 |
Profit Streak | 4.1129 | 14.3317 | 4.1129 | 4.1129 | 14.3317 | 4.1129 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421224 | 267494 | 362507 | 361104 | 361046 | -5135 |
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{ "first_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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": 1735863300000, "first_datapoint_time": 1735905600000, "last_datapoint_time": 1758362400000, "evaluation_time": 1758363155564, "expiration_time": 1764842400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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