Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164183.1445 | 1213320.671 | -49137.5265 | 164398.6756 | 848539.2294 | -684140.5539 |
Total P&L (%) | 1164.1831 | 1213.3207 | -49.1375 | 164.3987 | 848.5392 | -684.1406 |
Avg Daily Profit (%) | 0.6412 | 0.6683 | -0.0271 | 0.0536 | 0.124 | 0 |
Buy And Hold Return (%) | 620.6065 | 620.6065 | 620.6065 | 620.6065 | 620.6065 | 620.6065 |
Max Trade Drawdown | -136818 | -93111 | -120924 | -770436 | -372720 | -910914 |
Profit Factor | 1.9868 | 3.2798 | 0.9241 | 1.0348 | 1.4043 | 0.7395 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 47.1074 | 47.1074 | 47.1074 | 47.1074 | 47.1074 | 47.1074 |
Ratio Avg Win / Avg Loss | 2.2308 | 3.6825 | 1.0376 | 1.1619 | 1.5768 | 0.8303 |
Largest Winning Trade | 879734 | 879734 | 59473 | 739016 | 739016 | 138915 |
Largest Losing Trade | -65383 | -26150 | -65383 | -445358 | -166714 | -445358 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 7143 | 3629 | 3514 | 7143 | 3629 | 3514 |
Profit Streak | 0 | 83.2403 | 0 | 0 | 83.2403 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298319 | 412297 | -580191 | -468990 | -76413 | -581857 |
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7262, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602352800000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757612761783, "expiration_time": 1762297776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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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