Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147316.4683 | 1107091.2449 | 40225.2234 | 2378031.0901 | 2961683.8643 | -583652.7741 |
Total P&L (%) | 1147.3165 | 1107.0912 | 40.2252 | 2378.0311 | 2961.6839 | -583.6528 |
Avg Daily Profit (%) | 0.6313 | 0.6092 | 0.0221 | 0.1768 | 0.1885 | 0 |
Buy And Hold Return (%) | 636.3689 | 636.3689 | 636.3689 | 636.3689 | 636.3689 | 636.3689 |
Max Trade Drawdown | -107477 | -55595 | -64369 | -4767783 | -3116583 | -2489940 |
Profit Factor | 3.2943 | 5.4667 | 1.1595 | 1.2131 | 1.5238 | 0.894 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40.9091 | 42.4242 | 39.3939 | 40.9091 | 42.4242 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.7585 | 7.4191 | 1.7838 | 1.7522 | 2.068 | 1.3754 |
Largest Winning Trade | 568646 | 568646 | 76021 | 3837126 | 3837126 | 1290319 |
Largest Losing Trade | -31393 | -23691 | -31393 | -1176449 | -1176449 | -730230 |
Avg Bars in Trades | 159 | 142 | 175 | 159 | 142 | 175 |
Avg Bars in Winners | 274 | 234 | 317 | 274 | 234 | 317 |
Avg Bars in Losers | 79 | 74 | 83 | 79 | 74 | 83 |
Bars Traded | 10506 | 4700 | 5806 | 10506 | 4700 | 5806 |
Profit Streak | 0 | 104.736 | 0 | 0 | 104.736 | 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 | -122493 | 310974 | -377196 | -126265 | 232230 | -583260 |
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10904, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757756387298, "expiration_time": 1762460928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 80, "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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