Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313798.1836 | 1283772.911 | 30025.2726 | 1585983.5285 | 1575801.3731 | 10182.1554 |
Total P&L (%) | 1313.7982 | 1283.7729 | 30.0253 | 1585.9835 | 1575.8014 | 10.1822 |
Avg Daily Profit (%) | 0.712 | 0.6957 | 0.0163 | 0.1532 | 0.1529 | 0.0053 |
Buy And Hold Return (%) | 448.9515 | 448.9515 | 448.9515 | 448.9515 | 448.9515 | 448.9515 |
Max Trade Drawdown | -145117 | -88828 | -87177 | -3554723 | -2105605 | -1948726 |
Profit Factor | 2.5637 | 4.2524 | 1.0674 | 1.1402 | 1.2871 | 1.0017 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 30.8176 | 30.3797 | 31.25 | 30.8176 | 30.3797 | 31.25 |
Ratio Avg Win / Avg Loss | 5.7551 | 9.7451 | 2.3483 | 2.5597 | 2.9496 | 2.2038 |
Largest Winning Trade | 835607 | 835607 | 74789 | 1943114 | 1943114 | 1137625 |
Largest Losing Trade | -30148 | -18236 | -30148 | -749409 | -572162 | -749409 |
Avg Bars in Trades | 45 | 41 | 50 | 45 | 41 | 50 |
Avg Bars in Winners | 99 | 91 | 106 | 99 | 91 | 106 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 7297 | 3279 | 4019 | 7297 | 3279 | 4019 |
Profit Streak | 33.1741 | 35.1741 | 33.1741 | 33.1741 | 35.1741 | 33.1741 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305768 | -17760 | -508376 | -65812 | -27952 | -595278 |
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{ "first_band": { "type": "midprice", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7381, "evaluation_days": 1845.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760177446099, "expiration_time": 1764945288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "jma", "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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