Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362184.2747 | 1317922.3577 | 44261.917 | 2508237.5921 | 3338853.8904 | -830616.2983 |
Total P&L (%) | 1362.1843 | 1317.9224 | 44.2619 | 2508.2376 | 3338.8539 | -830.6163 |
Avg Daily Profit (%) | 0.7491 | 0.7247 | 0.0243 | 0.1795 | 0.1947 | 0 |
Buy And Hold Return (%) | 592.2463 | 592.2463 | 592.2463 | 592.2463 | 592.2463 | 592.2463 |
Max Trade Drawdown | -98135 | -70388 | -57693 | -5414012 | -3291003 | -2884283 |
Profit Factor | 3.2498 | 5.8426 | 1.1328 | 1.153 | 1.4975 | 0.9143 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 34.8837 | 30.2326 | 39.5349 | 34.8837 | 30.2326 | 39.5349 |
Ratio Avg Win / Avg Loss | 6.0664 | 13.4829 | 1.7325 | 2.1522 | 3.4558 | 1.3983 |
Largest Winning Trade | 737747 | 737747 | 75104 | 4425945 | 4425945 | 1763502 |
Largest Losing Trade | -32957 | -28074 | -32957 | -1233453 | -917981 | -1233453 |
Avg Bars in Trades | 83 | 80 | 85 | 83 | 80 | 85 |
Avg Bars in Winners | 151 | 150 | 151 | 151 | 150 | 151 |
Avg Bars in Losers | 46 | 50 | 42 | 46 | 50 | 42 |
Bars Traded | 7150 | 3458 | 3693 | 7150 | 3458 | 3693 |
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 | 302592 | 284835 | -403487 | -50960 | 66602 | -583130 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 1.58869 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7274, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757870267726, "expiration_time": 1762564752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 1.58869 } } }
# | 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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