Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344902.0954 | 459805.799 | -114903.7036 | -40255.4307 | 2887436.0414 | -2927691.472 |
Total P&L (%) | 344.9021 | 459.8058 | -114.9037 | -40.2554 | 2887.436 | -2927.6915 |
Avg Daily Profit (%) | 0.1902 | 0.2536 | -0.0634 | -0.0284 | 0.1875 | 0 |
Buy And Hold Return (%) | 491.8092 | 491.8092 | 491.8092 | 491.8092 | 491.8092 | 491.8092 |
Max Trade Drawdown | -328163 | -159596 | -214732 | -5694221 | -2402958 | -3888106 |
Profit Factor | 1.1645 | 1.4335 | 0.889 | 0.9983 | 1.2494 | 0.7612 |
Total Trades | 800 | 400 | 400 | 800 | 400 | 400 |
Winning Trades | 345 | 175 | 170 | 345 | 175 | 170 |
Losing Trades | 455 | 225 | 230 | 455 | 225 | 230 |
Profitability (%) | 43.125 | 43.75 | 42.5 | 43.125 | 43.75 | 42.5 |
Ratio Avg Win / Avg Loss | 1.5358 | 1.8431 | 1.2028 | 1.3166 | 1.6063 | 1.0299 |
Largest Winning Trade | 164257 | 164257 | 40705 | 3288531 | 3288531 | 585105 |
Largest Losing Trade | -31160 | -25556 | -31160 | -1294963 | -902935 | -1294963 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 10853 | 5479 | 5374 | 10853 | 5479 | 5374 |
Profit Streak | 0 | 19.0471 | 0 | 0 | 19.0471 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -194875 | -154736 | -580214 | -577328 | 324553 | -580214 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10880, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757408866284, "expiration_time": 1762104960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10880, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757408866284, "expiration_time": 1762104960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "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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