Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138043.415 | 88407.7884 | 49635.6266 | 103157.1058 | 53835.5187 | 49321.5871 |
Total P&L (%) | 138.0434 | 88.4078 | 49.6356 | 103.1571 | 53.8355 | 49.3216 |
Avg Daily Profit (%) | 0.265 | 0.1697 | 0.0953 | 0.1362 | 0.0827 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57004 | -41466 | -49479 | -89349 | -67731 | -49911 |
Profit Factor | 1.2277 | 1.2909 | 1.1641 | 1.1649 | 1.1628 | 1.1672 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 145 | 77 | 68 | 145 | 77 | 68 |
Losing Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Profitability (%) | 47.2313 | 50 | 44.4444 | 47.2313 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.3716 | 1.2909 | 1.4552 | 1.3015 | 1.1628 | 1.459 |
Largest Winning Trade | 25018 | 24596 | 25018 | 26443 | 21482 | 26443 |
Largest Losing Trade | -37566 | -29416 | -37566 | -26340 | -26340 | -23992 |
Avg Bars in Trades | 80 | 87 | 73 | 80 | 87 | 73 |
Avg Bars in Winners | 109 | 106 | 112 | 109 | 106 | 112 |
Avg Bars in Losers | 54 | 69 | 41 | 54 | 69 | 41 |
Bars Traded | 24706 | 13512 | 11194 | 24706 | 13512 | 11194 |
Profit Streak | 2.4123 | 8.4956 | 0 | 2.4123 | 8.4956 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218945 | 310556 | -109575 | -52118 | -123748 | -130632 |
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{ "first_band": { "type": "bbm", "factors": { "length": 138, "offset": 214, "std": 4.14578 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712687400000, "first_datapoint_time": 1713108600000, "last_datapoint_time": 1757685600000, "evaluation_time": 1757687023403, "expiration_time": 1764165600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 138, "offset": 214, "std": 4.14578 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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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