Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246362.8357 | 1277104.5971 | -30741.7613 | 167739.7482 | 542889.586 | -375149.8379 |
Total P&L (%) | 1246.3628 | 1277.1046 | -30.7418 | 167.7397 | 542.8896 | -375.1498 |
Avg Daily Profit (%) | 0.6871 | 0.7041 | -0.0169 | 0.0543 | 0.1026 | 0 |
Buy And Hold Return (%) | 672.4556 | 672.4556 | 672.4556 | 672.4556 | 672.4556 | 672.4556 |
Max Trade Drawdown | -161890 | -152295 | -47948 | -1483557 | -1306469 | -484066 |
Profit Factor | 3.0047 | 3.6784 | 0.7879 | 1.0438 | 1.1833 | 0.5668 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 51.8519 | 42.5 | 60.9756 | 51.8519 | 42.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.7901 | 4.9767 | 0.5042 | 0.9693 | 1.601 | 0.3627 |
Largest Winning Trade | 728817 | 728817 | 17207 | 803060 | 803060 | 75908 |
Largest Losing Trade | -62995 | -62995 | -24272 | -750981 | -750981 | -269193 |
Avg Bars in Trades | 127 | 238 | 19 | 127 | 238 | 19 |
Avg Bars in Winners | 160 | 371 | 17 | 160 | 371 | 17 |
Avg Bars in Losers | 92 | 141 | 21 | 92 | 141 | 21 |
Bars Traded | 10343 | 9555 | 788 | 10343 | 9555 | 788 |
Profit Streak | 76.0556 | 0 | 175.0556 | 76.0556 | 0 | 175.0556 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5405 | 314007 | -578072 | -475628 | -241935 | -578072 |
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{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10883, "evaluation_days": 1813.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602086400000, "last_datapoint_time": 1757448000000, "evaluation_time": 1757452801725, "expiration_time": 1762149456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 52, "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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