Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1591487.0243 | 2140.6364 | -1593627.6606 | -622282.3967 | 2435942.0027 | -3058224.3994 |
Total P&L (%) | -1591.487 | 2.1406 | -1593.6277 | -622.2824 | 2435.942 | -3058.2244 |
Avg Daily Profit (%) | -0.8765 | 0.0012 | -0.8776 | 0 | 0.1782 | 0 |
Buy And Hold Return (%) | 557.139 | 557.139 | 557.139 | 557.139 | 557.139 | 557.139 |
Max Trade Drawdown | -1660250 | -67665 | -1659304 | -8424843 | -588897 | -8793880 |
Profit Factor | 0.4437 | 1.0056 | 0.3577 | 0.9738 | 1.6356 | 0.8466 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 229 | 108 | 121 | 214 | 110 | 104 |
Losing Trades | 158 | 86 | 72 | 173 | 84 | 89 |
Profitability (%) | 59.1731 | 55.6701 | 62.6943 | 55.2972 | 56.701 | 53.886 |
Ratio Avg Win / Avg Loss | 0.3061 | 0.8008 | 0.2128 | 0.7873 | 1.249 | 0.7245 |
Largest Winning Trade | 33337 | 23023 | 33337 | 7668416 | 777478 | 7668416 |
Largest Losing Trade | -1169662 | -27191 | -1169662 | -3744079 | -406981 | -3744079 |
Avg Bars in Trades | 27 | 5 | 50 | 27 | 5 | 50 |
Avg Bars in Winners | 19 | 5 | 32 | 24 | 5 | 45 |
Avg Bars in Losers | 39 | 5 | 80 | 31 | 6 | 55 |
Bars Traded | 10787 | 1098 | 9689 | 10787 | 1098 | 9689 |
Profit Streak | 12.2667 | 41.9334 | 0 | 0 | 0 | 40.9334 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576668 | -570110 | -578677 | -577790 | 343895 | -578831 |
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{ "first_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 3.91989 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10895, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757629443058, "expiration_time": 1762327440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 3.91989 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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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