Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975917.374 | 875757.3255 | 100160.0485 | 8436270.5397 | 8083882.2463 | 352388.2934 |
Total P&L (%) | 975.9174 | 875.7573 | 100.16 | 8436.2705 | 8083.8822 | 352.3883 |
Avg Daily Profit (%) | 0.5344 | 0.4796 | 0.0548 | 0.2438 | 0.2415 | 0.0827 |
Buy And Hold Return (%) | 685.732 | 685.732 | 685.732 | 685.732 | 685.732 | 685.732 |
Max Trade Drawdown | -138037 | -71383 | -81924 | -19498988 | -10002128 | -10241180 |
Profit Factor | 2.647 | 4.247 | 1.3102 | 1.2238 | 1.4968 | 1.0165 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 47.619 | 50 | 45.283 | 47.619 | 50 | 45.283 |
Ratio Avg Win / Avg Loss | 2.9117 | 4.247 | 1.5832 | 1.3462 | 1.4968 | 1.2282 |
Largest Winning Trade | 294396 | 294396 | 77093 | 6298376 | 5744392 | 6298376 |
Largest Losing Trade | -28188 | -24436 | -28188 | -6228105 | -2243077 | -6228105 |
Avg Bars in Trades | 101 | 95 | 108 | 101 | 95 | 108 |
Avg Bars in Winners | 136 | 122 | 151 | 136 | 122 | 151 |
Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
Bars Traded | 10704 | 4963 | 5741 | 10704 | 4963 | 5741 |
Profit Streak | 40.0599 | 171.3932 | 40.0599 | 40.0599 | 171.3932 | 40.0599 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17316 | -240483 | -465099 | 320135 | -168909 | -631666 |
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 3.73778 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10957, "evaluation_days": 1826.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602360000000, "last_datapoint_time": 1758513600000, "evaluation_time": 1758518772533, "expiration_time": 1763247024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 3.73778 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 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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