Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129843.2 | 85406.4432 | 44436.7568 | 99876.799 | 65871.895 | 34004.904 |
Total P&L (%) | 129.8432 | 85.4064 | 44.4368 | 99.8768 | 65.8719 | 34.0049 |
Avg Daily Profit (%) | 0.2493 | 0.164 | 0.0853 | 0.1331 | 0.0972 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62313 | -55716 | -44100 | -67957 | -63427 | -57433 |
Profit Factor | 1.2681 | 1.3224 | 1.2025 | 1.1701 | 1.2075 | 1.1262 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Profitability (%) | 49.0291 | 51.4563 | 46.6019 | 49.0291 | 51.4563 | 46.6019 |
Ratio Avg Win / Avg Loss | 1.3183 | 1.2476 | 1.3778 | 1.2165 | 1.1392 | 1.2904 |
Largest Winning Trade | 24906 | 24906 | 16274 | 31888 | 31888 | 21449 |
Largest Losing Trade | -34798 | -34798 | -19407 | -44658 | -41280 | -44658 |
Avg Bars in Trades | 118 | 131 | 105 | 118 | 131 | 105 |
Avg Bars in Winners | 151 | 150 | 151 | 151 | 150 | 151 |
Avg Bars in Losers | 87 | 112 | 64 | 87 | 112 | 64 |
Bars Traded | 24434 | 13584 | 10850 | 24434 | 13584 | 10850 |
Profit Streak | 7.1646 | 7.2063 | 0 | 7.1646 | 7.2063 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314836 | 272019 | -83557 | -47949 | -63928 | -204530 |
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{ "first_band": { "type": "t3", "factors": { "length": 112, "offset": 0, "a": 0.89188 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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": 1713124800000, "first_datapoint_time": 1713531600000, "last_datapoint_time": 1758123000000, "evaluation_time": 1758124625252, "expiration_time": 1764603000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 112, "offset": 0, "a": 0.89188 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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