Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342370.8322 | 1328117.253 | 14253.5792 | 547060.4082 | 631511.3096 | -84450.9015 |
Total P&L (%) | 1342.3708 | 1328.1173 | 14.2536 | 547.0604 | 631.5113 | -84.4509 |
Avg Daily Profit (%) | 0.738 | 0.7302 | 0.0078 | 0.1027 | 0.1095 | -0.1023 |
Buy And Hold Return (%) | 611.4272 | 611.4272 | 611.4272 | 611.4272 | 611.4272 | 611.4272 |
Max Trade Drawdown | -105996 | -108067 | -95790 | -1022465 | -767398 | -595096 |
Profit Factor | 3.2492 | 5.1999 | 1.0508 | 1.1164 | 1.2307 | 0.9569 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 39.1304 | 39.1304 | 39.1304 | 39.1304 | 39.1304 | 39.1304 |
Ratio Avg Win / Avg Loss | 5.0543 | 8.0888 | 1.6346 | 1.7367 | 1.9144 | 1.4885 |
Largest Winning Trade | 799314 | 799314 | 55660 | 745224 | 745224 | 343397 |
Largest Losing Trade | -76456 | -36474 | -76456 | -517519 | -517519 | -517346 |
Avg Bars in Trades | 113 | 128 | 97 | 113 | 128 | 97 |
Avg Bars in Winners | 184 | 208 | 161 | 184 | 208 | 161 |
Avg Bars in Losers | 67 | 77 | 56 | 67 | 77 | 56 |
Bars Traded | 10408 | 5927 | 4481 | 10408 | 5927 | 4481 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334080 | 382187 | -515826 | -316517 | -205372 | -583264 |
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{ "first_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 209, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10913, "evaluation_days": 1818.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603742400000, "last_datapoint_time": 1757880000000, "evaluation_time": 1757885348238, "expiration_time": 1762594416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 209, "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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