Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436921.0149 | 1285144.3812 | 151776.6337 | 27211687.6205 | 17357909.5937 | 9853778.0268 |
Total P&L (%) | 1436.921 | 1285.1444 | 151.7766 | 27211.6876 | 17357.9096 | 9853.778 |
Avg Daily Profit (%) | 0.7898 | 0.7064 | 0.0834 | 0.3088 | 0.2842 | 0.2532 |
Buy And Hold Return (%) | 680.232 | 680.232 | 680.232 | 680.232 | 680.232 | 680.232 |
Max Trade Drawdown | -120827 | -53723 | -66779 | -7105505 | -4062732 | -5880771 |
Profit Factor | 4.4853 | 7.1676 | 1.7443 | 2.4572 | 2.868 | 2.0504 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 37.7049 | 37.7049 | 37.7049 | 37.7049 | 37.7049 | 37.7049 |
Ratio Avg Win / Avg Loss | 7.4104 | 11.8421 | 2.8819 | 4.0598 | 4.7385 | 3.3876 |
Largest Winning Trade | 638321 | 638321 | 74612 | 7923795 | 5914648 | 7923795 |
Largest Losing Trade | -20920 | -16501 | -20920 | -2856567 | -2075162 | -2856567 |
Avg Bars in Trades | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Winners | 122 | 119 | 126 | 122 | 119 | 126 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 6979 | 3351 | 3628 | 6979 | 3351 | 3628 |
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 | 356376 | -153472 | -410779 | 330944 | -152507 | -154349 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 123 } }, "second_band": { "type": "wma", "factors": { "length": 2, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7277, "evaluation_days": 1819.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1757916000000, "evaluation_time": 1757919002405, "expiration_time": 1762631496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 123 } }, "second_band": { "type": "wma", "factors": { "length": 2, "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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