Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035397.4923 | 999958.9501 | 35438.5422 | 1616774.3225 | 1684134.3828 | -67360.0603 |
Total P&L (%) | 1035.3975 | 999.959 | 35.4385 | 1616.7743 | 1684.1344 | -67.3601 |
Avg Daily Profit (%) | 0.571 | 0.5515 | 0.0195 | 0.1569 | 0.159 | -0.0617 |
Buy And Hold Return (%) | 569.644 | 569.644 | 569.644 | 569.644 | 569.644 | 569.644 |
Max Trade Drawdown | -77692 | -88183 | -47300 | -1316261 | -1144668 | -985095 |
Profit Factor | 3.4436 | 5.921 | 1.1607 | 1.2851 | 1.7239 | 0.9799 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 43.4211 | 44.7368 | 42.1053 | 43.4211 | 44.7368 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.4872 | 7.3141 | 1.596 | 1.6746 | 2.1295 | 1.3473 |
Largest Winning Trade | 491567 | 491567 | 65626 | 1808326 | 1808326 | 849252 |
Largest Losing Trade | -42039 | -42039 | -35058 | -959450 | -424948 | -959450 |
Avg Bars in Trades | 89 | 79 | 100 | 89 | 79 | 100 |
Avg Bars in Winners | 137 | 112 | 162 | 137 | 112 | 162 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 6833 | 3017 | 3816 | 6833 | 3017 | 3816 |
Profit Streak | 44.7599 | 82.0099 | 44.7599 | 44.7599 | 82.0099 | 44.7599 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45658 | 357157 | -377659 | -49829 | 242410 | -581613 |
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{ "first_band": { "type": "sma", "factors": { "length": 2, "offset": 236 } }, "second_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 1.96879 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7253, "evaluation_days": 1813.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605873600000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757398452214, "expiration_time": 1762097544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 2, "offset": 236 } }, "second_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 1.96879 } } }
# | 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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