Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090454.0475 | 1241459.3801 | -151005.3327 | -41885.0783 | 531127.0402 | -573012.1185 |
Total P&L (%) | 1090.454 | 1241.4594 | -151.0053 | -41.8851 | 531.127 | -573.0121 |
Avg Daily Profit (%) | 0.6011 | 0.6844 | -0.0832 | -0.0299 | 0.1016 | 0 |
Buy And Hold Return (%) | 574.4318 | 574.4318 | 574.4318 | 574.4318 | 574.4318 | 574.4318 |
Max Trade Drawdown | -254524 | -140156 | -194078 | -1961750 | -923541 | -1307330 |
Profit Factor | 2.6179 | 4.6956 | 0.5533 | 0.9888 | 1.3072 | 0.7141 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 35.3846 | 42.4242 | 28.125 | 35.3846 | 42.4242 | 28.125 |
Ratio Avg Win / Avg Loss | 4.7805 | 6.3726 | 1.4141 | 1.8056 | 1.774 | 1.8248 |
Largest Winning Trade | 948949 | 948949 | 74751 | 948949 | 948949 | 862826 |
Largest Losing Trade | -62830 | -62830 | -39233 | -523136 | -400489 | -523136 |
Avg Bars in Trades | 105 | 118 | 92 | 105 | 118 | 92 |
Avg Bars in Winners | 159 | 152 | 171 | 159 | 152 | 171 |
Avg Bars in Losers | 75 | 93 | 61 | 75 | 93 | 61 |
Bars Traded | 6855 | 3900 | 2955 | 6855 | 3900 | 2955 |
Profit Streak | 54.3708 | 83.1208 | 0 | 54.3708 | 83.1208 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132506 | 414801 | -595185 | -719399 | -223856 | -594074 |
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{ "first_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7256, "evaluation_days": 1814, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606068000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757472834523, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "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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