Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1155609.6898 | -36935.5774 | -1118674.1124 | -798191.8788 | -4501550.5899 | 3703358.7111 |
Total P&L (%) | -1155.6097 | -36.9356 | -1118.6741 | -798.1919 | -4501.5506 | 3703.3587 |
Avg Daily Profit (%) | -0.6345 | -0.0203 | -0.6142 | 0 | 0 | 0.2 |
Buy And Hold Return (%) | 656.924 | 656.924 | 656.924 | 656.924 | 656.924 | 656.924 |
Max Trade Drawdown | -1247105 | -194939 | -1170838 | -10068032 | -7448555 | -2952909 |
Profit Factor | 0.311 | 0.8786 | 0.1852 | 0.9495 | 0.5326 | 1.5991 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 27 | 12 | 15 |
Losing Trades | 28 | 14 | 14 | 33 | 18 | 15 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 0.2721 | 0.7688 | 0.1621 | 1.1605 | 0.7989 | 1.5991 |
Largest Winning Trade | 43275 | 43275 | 38137 | 5621829 | 1685650 | 5621829 |
Largest Losing Trade | -564110 | -74268 | -564110 | -6575582 | -6575582 | -1895413 |
Avg Bars in Trades | 175 | 190 | 161 | 175 | 190 | 161 |
Avg Bars in Winners | 85 | 88 | 81 | 179 | 206 | 158 |
Avg Bars in Losers | 279 | 306 | 252 | 172 | 179 | 164 |
Bars Traded | 10553 | 5709 | 4844 | 10553 | 5709 | 4844 |
Profit Streak | 43.0878 | 69.5878 | 0 | 0 | 0 | 164.9212 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753293 | -579835 | -580393 | -754555 | -584714 | 398544 |
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{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10928, "evaluation_days": 1821.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603281600000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758103590056, "expiration_time": 1762816896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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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