Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230616.4051 | 1198887.5273 | 31728.8778 | 2089123.3274 | 2996007.3131 | -906883.9857 |
Total P&L (%) | 1230.6164 | 1198.8875 | 31.7289 | 2089.1233 | 2996.0073 | -906.884 |
Avg Daily Profit (%) | 0.6747 | 0.6573 | 0.0174 | 0.1693 | 0.1884 | 0 |
Buy And Hold Return (%) | 720.4271 | 720.4271 | 720.4271 | 720.4271 | 720.4271 | 720.4271 |
Max Trade Drawdown | -132908 | -80245 | -70847 | -7940402 | -5847913 | -2186315 |
Profit Factor | 3.7444 | 6.1251 | 1.1479 | 1.1666 | 1.3875 | 0.8112 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 38.4615 | 43.75 | 33.3333 | 38.4615 | 43.75 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.9911 | 7.8752 | 2.2959 | 1.8666 | 1.7839 | 1.6224 |
Largest Winning Trade | 754241 | 754241 | 76739 | 4902357 | 4902357 | 1050870 |
Largest Losing Trade | -38821 | -38821 | -33866 | -3932454 | -3932454 | -695477 |
Avg Bars in Trades | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Winners | 192 | 170 | 220 | 192 | 170 | 220 |
Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
Bars Traded | 7120 | 3431 | 3689 | 7120 | 3431 | 3689 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130630 | 319807 | -398586 | -172293 | 184454 | -584506 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7296, "evaluation_days": 1824, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603605600000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758329328694, "expiration_time": 1763054208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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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