Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750074.3038 | 747186.2108 | 2888.093 | 790063.6072 | 4328445.9173 | -3538382.3101 |
Total P&L (%) | 750.0743 | 747.1862 | 2.8881 | 790.0636 | 4328.4459 | -3538.3823 |
Avg Daily Profit (%) | 0.4115 | 0.4099 | 0.0016 | 0.12 | 0.2082 | 0 |
Buy And Hold Return (%) | 674.3724 | 674.3724 | 674.3724 | 674.3724 | 674.3724 | 674.3724 |
Max Trade Drawdown | -180333 | -99473 | -125364 | -6086260 | -3612329 | -4510509 |
Profit Factor | 1.4479 | 1.8879 | 1.0035 | 1.0197 | 1.2159 | 0.8236 |
Total Trades | 545 | 272 | 273 | 545 | 272 | 273 |
Winning Trades | 274 | 132 | 142 | 274 | 132 | 142 |
Losing Trades | 271 | 140 | 131 | 271 | 140 | 131 |
Profitability (%) | 50.2752 | 48.5294 | 52.0147 | 50.2752 | 48.5294 | 52.0147 |
Ratio Avg Win / Avg Loss | 1.4321 | 2.0023 | 0.9257 | 1.0085 | 1.2896 | 0.7598 |
Largest Winning Trade | 229036 | 229036 | 45757 | 2995013 | 2995013 | 1078717 |
Largest Losing Trade | -35638 | -27253 | -35638 | -1194914 | -1019138 | -1194914 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 7260 | 3420 | 3841 | 7260 | 3420 | 3841 |
Profit Streak | 0 | 12.219 | 0 | 0 | 12.219 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116859 | -117112 | -573440 | -340504 | 322132 | -579366 |
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{ "first_band": { "type": "fwma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7292, "evaluation_days": 1823, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758258920536, "expiration_time": 1762965216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 10, "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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