Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353377.4331 | 1296938.1891 | 56439.244 | 3858495.0148 | 4898106.4633 | -1039611.4486 |
Total P&L (%) | 1353.3774 | 1296.9382 | 56.4392 | 3858.495 | 4898.1065 | -1039.6114 |
Avg Daily Profit (%) | 0.7437 | 0.7127 | 0.031 | 0.2023 | 0.2152 | 0 |
Buy And Hold Return (%) | 560.4172 | 560.4172 | 560.4172 | 560.4172 | 560.4172 | 560.4172 |
Max Trade Drawdown | -92005 | -65817 | -49261 | -7445598 | -5299378 | -3833555 |
Profit Factor | 3.6193 | 6.2044 | 1.211 | 1.1786 | 1.4596 | 0.905 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 39.4737 | 36.8421 | 42.1053 | 39.4737 | 36.8421 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.5496 | 10.636 | 1.6651 | 1.8072 | 2.5022 | 1.2444 |
Largest Winning Trade | 721386 | 721386 | 77185 | 6852128 | 6852128 | 2332936 |
Largest Losing Trade | -31620 | -31620 | -24944 | -1697865 | -1697865 | -1682051 |
Avg Bars in Trades | 138 | 127 | 148 | 138 | 127 | 148 |
Avg Bars in Winners | 240 | 217 | 260 | 240 | 217 | 260 |
Avg Bars in Losers | 71 | 75 | 67 | 71 | 75 | 67 |
Bars Traded | 10502 | 4852 | 5650 | 10502 | 4852 | 5650 |
Profit Streak | 34.1569 | 107.9902 | 34.1569 | 34.1569 | 107.9902 | 34.1569 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41533 | 432282 | -319097 | -71816 | 222908 | -581626 |
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{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10919, "evaluation_days": 1819.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1757966400000, "evaluation_time": 1757979954326, "expiration_time": 1762683408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "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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