Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1288426.6985 | 1321823.099 | -33396.4005 | 205751.4202 | 641796.7994 | -436045.3791 |
Total P&L (%) | 1288.4267 | 1321.8231 | -33.3964 | 205.7514 | 641.7968 | -436.0454 |
Avg Daily Profit (%) | 0.7069 | 0.7252 | -0.0183 | 0.0613 | 0.11 | 0 |
Buy And Hold Return (%) | 690.8084 | 690.8084 | 690.8084 | 690.8084 | 690.8084 | 690.8084 |
Max Trade Drawdown | -117053 | -86465 | -99736 | -802352 | -601040 | -565776 |
Profit Factor | 2.2717 | 3.4415 | 0.9292 | 1.0436 | 1.2572 | 0.8038 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 44.8864 | 39.7727 | 50 | 44.8864 | 39.7727 | 50 |
Ratio Avg Win / Avg Loss | 2.7894 | 5.2114 | 0.9292 | 1.2814 | 1.9038 | 0.8038 |
Largest Winning Trade | 817228 | 817228 | 58713 | 640720 | 640720 | 151929 |
Largest Losing Trade | -49743 | -39736 | -49743 | -283535 | -283535 | -240828 |
Avg Bars in Trades | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Winners | 40 | 52 | 30 | 40 | 52 | 30 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 5279 | 2980 | 2299 | 5279 | 2980 | 2299 |
Profit Streak | 69.7522 | 104.7522 | 69.7522 | 69.7522 | 104.7522 | 69.7522 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327093 | 314644 | -580260 | -449178 | -213464 | -580260 |
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.32631 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5468, "evaluation_days": 1822.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758189790418, "expiration_time": 1762906752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.32631 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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