Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130788.6246 | 81928.6694 | 48859.9552 | 121511.5703 | 77605.675 | 43905.8954 |
Total P&L (%) | 130.7886 | 81.9287 | 48.86 | 121.5116 | 77.6057 | 43.9059 |
Avg Daily Profit (%) | 0.2511 | 0.1573 | 0.0938 | 0.1528 | 0.1103 | 0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35467 | -37375 | -36078 | -82410 | -57520 | -104311 |
Profit Factor | 1.6831 | 1.823 | 1.5316 | 1.3591 | 1.5392 | 1.2258 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 65.1515 | 63.6364 | 66.6667 | 65.1515 | 63.6364 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9003 | 1.0417 | 0.7658 | 0.727 | 0.8795 | 0.6129 |
Largest Winning Trade | 66817 | 66817 | 35425 | 56163 | 56163 | 54545 |
Largest Losing Trade | -26936 | -25324 | -26936 | -80251 | -29746 | -80251 |
Avg Bars in Trades | 369 | 426 | 313 | 369 | 426 | 313 |
Avg Bars in Winners | 353 | 473 | 239 | 353 | 473 | 239 |
Avg Bars in Losers | 399 | 343 | 460 | 399 | 343 | 460 |
Bars Traded | 24394 | 14063 | 10331 | 24394 | 14063 | 10331 |
Profit Streak | 0 | 30.3299 | 0 | 0 | 30.3299 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118635 | 407439 | -67759 | -121108 | -44086 | -101936 |
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 241, "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": 1713114000000, "first_datapoint_time": 1713546000000, "last_datapoint_time": 1758112200000, "evaluation_time": 1758113704398, "expiration_time": 1764592200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 241, "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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