Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095725.6238 | 1113374.4857 | -17648.8619 | 409140.1701 | 808865.696 | -399725.5259 |
Total P&L (%) | 1095.7256 | 1113.3745 | -17.6489 | 409.1402 | 808.8657 | -399.7255 |
Avg Daily Profit (%) | 0.6024 | 0.6121 | -0.0097 | 0.0895 | 0.1214 | 0 |
Buy And Hold Return (%) | 624.0327 | 624.0327 | 624.0327 | 624.0327 | 624.0327 | 624.0327 |
Max Trade Drawdown | -188290 | -80598 | -186213 | -740044 | -213577 | -629279 |
Profit Factor | 2.5537 | 4.5542 | 0.955 | 1.2396 | 2.1641 | 0.6053 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 38.8889 | 42.2222 | 35.5556 | 38.8889 | 42.2222 | 35.5556 |
Ratio Avg Win / Avg Loss | 4.013 | 6.232 | 1.7309 | 1.9479 | 2.9614 | 1.0972 |
Largest Winning Trade | 678906 | 678906 | 78123 | 679801 | 679801 | 189551 |
Largest Losing Trade | -75983 | -34926 | -75983 | -226062 | -171932 | -226062 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 96 | 85 | 110 | 96 | 85 | 110 |
Avg Bars in Losers | 34 | 36 | 33 | 34 | 36 | 33 |
Bars Traded | 5282 | 2564 | 2718 | 5282 | 2564 | 2718 |
Profit Streak | 0 | 161.1913 | 0 | 0 | 161.1913 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 134947 | 313448 | -583551 | -242485 | -102020 | -584662 |
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 3.93272 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602835200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757882124054, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 3.93272 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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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