Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199041.1072 | 1219159.8379 | -20118.7307 | 530851.9065 | 1792617.9749 | -1261766.0683 |
Total P&L (%) | 1199.0411 | 1219.1598 | -20.1187 | 530.8519 | 1792.618 | -1261.7661 |
Avg Daily Profit (%) | 0.6605 | 0.6716 | -0.0111 | 0.1015 | 0.1621 | 0 |
Buy And Hold Return (%) | 601.1061 | 601.1061 | 601.1061 | 601.1061 | 601.1061 | 601.1061 |
Max Trade Drawdown | -136317 | -115395 | -112480 | -2214240 | -1935129 | -1746128 |
Profit Factor | 2.7745 | 4.7316 | 0.9424 | 1.0623 | 1.4389 | 0.7153 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 41.4894 | 40.4255 | 42.5532 | 41.4894 | 40.4255 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.9127 | 6.9729 | 1.2722 | 1.4982 | 2.1205 | 0.9656 |
Largest Winning Trade | 863615 | 863615 | 59081 | 1941827 | 1941827 | 625147 |
Largest Losing Trade | -36034 | -36034 | -34186 | -760043 | -760043 | -644487 |
Avg Bars in Trades | 74 | 73 | 76 | 74 | 73 | 76 |
Avg Bars in Winners | 105 | 102 | 108 | 105 | 102 | 108 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 7042 | 3435 | 3608 | 7042 | 3435 | 3608 |
Profit Streak | 0 | 98.3752 | 0 | 0 | 98.3752 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262284 | 355806 | -581926 | -377824 | 127742 | -583592 |
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7261, "evaluation_days": 1815.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757581217166, "expiration_time": 1762275528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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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