Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141645.5552 | 1146480.036 | -4834.4808 | 447481.944 | 1078798.1276 | -631316.1837 |
Total P&L (%) | 1141.6456 | 1146.48 | -4.8345 | 447.4819 | 1078.7981 | -631.3162 |
Avg Daily Profit (%) | 0.6272 | 0.6298 | -0.0027 | 0.0934 | 0.1356 | 0 |
Buy And Hold Return (%) | 642.6259 | 642.6259 | 642.6259 | 642.6259 | 642.6259 | 642.6259 |
Max Trade Drawdown | -120800 | -128279 | -57568 | -2191989 | -1700598 | -888218 |
Profit Factor | 2.6359 | 3.3531 | 0.9771 | 1.0639 | 1.2141 | 0.6783 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 49.5575 | 39.2857 | 59.6491 | 49.5575 | 39.2857 | 59.6491 |
Ratio Avg Win / Avg Loss | 2.6829 | 5.182 | 0.6609 | 1.0829 | 1.8764 | 0.4589 |
Largest Winning Trade | 669630 | 669630 | 34679 | 1844903 | 1844903 | 187648 |
Largest Losing Trade | -41718 | -41718 | -20306 | -804799 | -804799 | -289255 |
Avg Bars in Trades | 58 | 97 | 19 | 58 | 97 | 19 |
Avg Bars in Winners | 75 | 160 | 20 | 75 | 160 | 20 |
Avg Bars in Losers | 41 | 56 | 18 | 41 | 56 | 18 |
Bars Traded | 6574 | 5445 | 1129 | 6574 | 5445 | 1129 |
Profit Streak | 89.4849 | 89.4849 | 197.9849 | 89.4849 | 89.4849 | 197.9849 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353776 | -173868 | -757918 | -382712 | -203577 | -757918 |
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.63494 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7281, "evaluation_days": 1820.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603605600000, "last_datapoint_time": 1758002400000, "evaluation_time": 1758022691723, "expiration_time": 1762720488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.63494 } } }
# | 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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