Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284824.0803 | 1307391.9565 | -22567.8762 | 392549.2726 | 1291927.4203 | -899378.1476 |
Total P&L (%) | 1284.8241 | 1307.392 | -22.5679 | 392.5493 | 1291.9274 | -899.3781 |
Avg Daily Profit (%) | 0.7082 | 0.7206 | -0.0124 | 0.0879 | 0.1452 | 0 |
Buy And Hold Return (%) | 668.6126 | 668.6126 | 668.6126 | 668.6126 | 668.6126 | 668.6126 |
Max Trade Drawdown | -189544 | -161889 | -120507 | -5670470 | -4770158 | -1472366 |
Profit Factor | 2.7729 | 3.9125 | 0.9182 | 1.0336 | 1.167 | 0.7729 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.2771 | 5.4775 | 0.9182 | 1.2215 | 1.6338 | 0.7729 |
Largest Winning Trade | 932138 | 932138 | 50513 | 2925344 | 2925344 | 1107410 |
Largest Losing Trade | -45770 | -45770 | -36776 | -1705610 | -1705610 | -809697 |
Avg Bars in Trades | 73 | 110 | 35 | 73 | 110 | 35 |
Avg Bars in Winners | 96 | 157 | 45 | 96 | 157 | 45 |
Avg Bars in Losers | 53 | 77 | 24 | 53 | 77 | 24 |
Bars Traded | 7010 | 5326 | 1684 | 7010 | 5326 | 1684 |
Profit Streak | 74.9819 | 79.9819 | 74.9819 | 74.9819 | 79.9819 | 74.9819 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355046 | 349359 | -580131 | -425366 | -44393 | -580131 |
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{ "first_band": { "type": "sma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7257, "evaluation_days": 1814.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605117600000, "last_datapoint_time": 1757484000000, "evaluation_time": 1757504040138, "expiration_time": 1762186536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 203, "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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