Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -483425.8911 | 54136.3349 | -537562.226 | 8662810.6267 | 1554126.5449 | 7108684.0817 |
Total P&L (%) | -483.4259 | 54.1363 | -537.5622 | 8662.8106 | 1554.1265 | 7108.6841 |
Avg Daily Profit (%) | -0.265 | 0.0297 | -0.2946 | 0.2455 | 0.1539 | 0.2347 |
Buy And Hold Return (%) | 792.8668 | 792.8668 | 792.8668 | 792.8668 | 792.8668 | 792.8668 |
Max Trade Drawdown | -681628 | -66115 | -671769 | -2812233 | -1200828 | -3107289 |
Profit Factor | 0.5086 | 1.423 | 0.3719 | 1.9991 | 1.4736 | 2.3192 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 93 | 42 | 51 | 55 | 27 | 28 |
Losing Trades | 22 | 16 | 6 | 60 | 31 | 29 |
Profitability (%) | 80.8696 | 72.4138 | 89.4737 | 47.8261 | 46.5517 | 49.1228 |
Ratio Avg Win / Avg Loss | 0.1203 | 0.5421 | 0.0437 | 2.1809 | 1.6919 | 2.402 |
Largest Winning Trade | 30029 | 30029 | 27118 | 6227198 | 1125458 | 6227198 |
Largest Losing Trade | -525535 | -65717 | -525535 | -1858456 | -603728 | -1858456 |
Avg Bars in Trades | 51 | 21 | 83 | 51 | 21 | 83 |
Avg Bars in Winners | 26 | 8 | 41 | 51 | 27 | 75 |
Avg Bars in Losers | 160 | 55 | 439 | 51 | 15 | 90 |
Bars Traded | 5969 | 1231 | 4738 | 5969 | 1231 | 4738 |
Profit Streak | 184.8368 | 184.8368 | 229.8368 | 184.8368 | 184.8368 | 229.8368 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574675 | -495313 | -754523 | 476312 | -176962 | -166146 |
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{ "first_band": { "type": "dcm", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7298, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605895200000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758377099553, "expiration_time": 1763098704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 5 } } }
# | 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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