Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481242.2272 | 1487008.9473 | -5766.72 | 581874.6243 | 1274937.6136 | -693062.9893 |
Total P&L (%) | 1481.2422 | 1487.0089 | -5.7667 | 581.8746 | 1274.9376 | -693.063 |
Avg Daily Profit (%) | 0.8168 | 0.82 | -0.0032 | 0.1059 | 0.1446 | 0 |
Buy And Hold Return (%) | 602.5038 | 602.5038 | 602.5038 | 602.5038 | 602.5038 | 602.5038 |
Max Trade Drawdown | -132150 | -99363 | -100031 | -1924076 | -1605475 | -1250177 |
Profit Factor | 2.6412 | 3.9598 | 0.9856 | 1.0662 | 1.2441 | 0.8055 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 44.1718 | 44.4444 | 43.9024 | 44.1718 | 44.4444 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.3382 | 4.9498 | 1.2594 | 1.3476 | 1.5551 | 1.0292 |
Largest Winning Trade | 988003 | 988003 | 56986 | 1707333 | 1707333 | 452370 |
Largest Losing Trade | -40222 | -36034 | -40222 | -715667 | -715667 | -366719 |
Avg Bars in Trades | 43 | 47 | 38 | 43 | 47 | 38 |
Avg Bars in Winners | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 7021 | 3861 | 3160 | 7021 | 3861 | 3160 |
Profit Streak | 60.5947 | 95.8447 | 60.5947 | 60.5947 | 95.8447 | 60.5947 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502184 | 134183 | -585380 | -365067 | -17529 | -585380 |
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{ "first_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7254, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604080800000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757427383744, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "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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