Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117025.6511 | 57682.1969 | 59343.4542 | 117874.7757 | 58861.0148 | 59013.7609 |
Total P&L (%) | 117.0257 | 57.6822 | 59.3435 | 117.8748 | 58.861 | 59.0138 |
Avg Daily Profit (%) | 0.2247 | 0.1108 | 0.1139 | 0.1496 | 0.0889 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57598 | -62629 | -31689 | -82281 | -81949 | -43826 |
Profit Factor | 1.4747 | 1.375 | 1.6402 | 1.4022 | 1.3246 | 1.528 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 64.7727 | 63.6364 | 65.9091 | 64.7727 | 63.6364 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.802 | 0.7857 | 0.8484 | 0.7626 | 0.7569 | 0.7903 |
Largest Winning Trade | 29935 | 29935 | 12919 | 36720 | 36720 | 17568 |
Largest Losing Trade | -25872 | -25872 | -21133 | -35967 | -35967 | -27941 |
Avg Bars in Trades | 275 | 380 | 170 | 275 | 380 | 170 |
Avg Bars in Winners | 177 | 235 | 120 | 177 | 235 | 120 |
Avg Bars in Losers | 456 | 634 | 266 | 456 | 634 | 266 |
Bars Traded | 24244 | 16754 | 7490 | 24244 | 16754 | 7490 |
Profit Streak | 48.2925 | 76.9175 | 48.2925 | 48.2925 | 76.9175 | 48.2925 |
Trades During Streak | 11 | 9 | 5 | 11 | 9 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391570 | -44203 | -38167 | 335011 | -73555 | -71835 |
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{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 4.1876 } }, "second_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712520000000, "first_datapoint_time": 1712939400000, "last_datapoint_time": 1757518200000, "evaluation_time": 1757518267796, "expiration_time": 1763998200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 4.1876 } }, "second_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 1 } } }
# | 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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