Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1088537.9726 | 22409.0243 | -1110946.9969 | -1631504.2682 | -5871716.5572 | 4240212.2889 |
Total P&L (%) | -1088.538 | 22.409 | -1110.947 | -1631.5043 | -5871.7166 | 4240.2123 |
Avg Daily Profit (%) | -0.589 | 0.0121 | -0.6012 | 0 | 0 | 0.2042 |
Buy And Hold Return (%) | 473.6345 | 473.6345 | 473.6345 | 473.6345 | 473.6345 | 473.6345 |
Max Trade Drawdown | -1173599 | -143266 | -1154416 | -14106277 | -9833380 | -4966003 |
Profit Factor | 0.3543 | 1.0786 | 0.2068 | 0.9329 | 0.5659 | 1.3929 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 22 | 19 | 35 | 15 | 20 |
Losing Trades | 25 | 11 | 14 | 31 | 18 | 13 |
Profitability (%) | 62.1212 | 66.6667 | 57.5758 | 53.0303 | 45.4545 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.216 | 0.5393 | 0.1524 | 0.8263 | 0.6791 | 0.9054 |
Largest Winning Trade | 48278 | 48278 | 39273 | 8052343 | 1695926 | 8052343 |
Largest Losing Trade | -569726 | -71744 | -569726 | -7460645 | -7460645 | -3270460 |
Avg Bars in Trades | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Winners | 42 | 44 | 40 | 76 | 73 | 78 |
Avg Bars in Losers | 147 | 161 | 137 | 89 | 91 | 85 |
Bars Traded | 5445 | 2760 | 2685 | 5445 | 2760 | 2685 |
Profit Streak | 0 | 202.9885 | 0 | 36.9885 | 0 | 190.3219 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707706 | -474670 | -579820 | -708340 | -582570 | 352584 |
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{ "first_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 4.4149 } }, "second_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.5955 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603008000000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760399007886, "expiration_time": 1765161216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 4.4149 } }, "second_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.5955 } } }
# | 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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