Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081330.2621 | 1121594.3292 | -40264.0671 | 282415.4725 | 636265.5046 | -353850.0321 |
Total P&L (%) | 1081.3303 | 1121.5943 | -40.2641 | 282.4155 | 636.2655 | -353.85 |
Avg Daily Profit (%) | 0.5964 | 0.6186 | -0.0222 | 0.074 | 0.1102 | 0 |
Buy And Hold Return (%) | 505.9091 | 505.9091 | 505.9091 | 505.9091 | 505.9091 | 505.9091 |
Max Trade Drawdown | -146142 | -78477 | -161191 | -343245 | -201129 | -435071 |
Profit Factor | 2.8413 | 4.7804 | 0.8614 | 1.1987 | 2.0208 | 0.5566 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 39.3939 | 36.3636 | 42.4242 | 39.3939 | 36.3636 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.3712 | 8.3657 | 1.1691 | 1.8441 | 3.5363 | 0.7554 |
Largest Winning Trade | 655483 | 655483 | 74361 | 354261 | 354261 | 130548 |
Largest Losing Trade | -52299 | -52299 | -40551 | -140668 | -74369 | -140668 |
Avg Bars in Trades | 160 | 151 | 169 | 160 | 151 | 169 |
Avg Bars in Winners | 275 | 281 | 270 | 275 | 281 | 270 |
Avg Bars in Losers | 85 | 76 | 95 | 85 | 76 | 95 |
Bars Traded | 10578 | 4987 | 5591 | 10578 | 4987 | 5591 |
Profit Streak | 96.9236 | 96.9236 | 137.5902 | 96.9236 | 96.9236 | 137.5902 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120668 | 325395 | -581121 | -392310 | -132042 | -582788 |
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{ "first_band": { "type": "wma", "factors": { "length": 47, "offset": 152 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.23903 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10879, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603598400000, "last_datapoint_time": 1757390400000, "evaluation_time": 1757398195098, "expiration_time": 1762090128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 47, "offset": 152 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.23903 } } }
# | 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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