Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512644.0316 | 1396307.3385 | 116336.6931 | 6697822.3645 | 8950419.2201 | -2252596.8556 |
Total P&L (%) | 1512.644 | 1396.3073 | 116.3367 | 6697.8224 | 8950.4192 | -2252.5969 |
Avg Daily Profit (%) | 0.8307 | 0.7668 | 0.0639 | 0.232 | 0.2477 | 0 |
Buy And Hold Return (%) | 724.7564 | 724.7564 | 724.7564 | 724.7564 | 724.7564 | 724.7564 |
Max Trade Drawdown | -112446 | -85172 | -50329 | -15553220 | -10381444 | -6321824 |
Profit Factor | 4.6647 | 6.0966 | 1.8382 | 1.2244 | 1.4551 | 0.7788 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 41.9355 | 50 | 46.0317 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 5.4689 | 8.4414 | 1.8382 | 1.4355 | 2.0148 | 0.7788 |
Largest Winning Trade | 665447 | 665447 | 55790 | 14815115 | 14815115 | 2239101 |
Largest Losing Trade | -54385 | -54385 | -26749 | -5061408 | -5061408 | -2932505 |
Avg Bars in Trades | 81 | 135 | 29 | 81 | 135 | 29 |
Avg Bars in Winners | 118 | 217 | 37 | 118 | 217 | 37 |
Avg Bars in Losers | 49 | 75 | 20 | 49 | 75 | 20 |
Bars Traded | 5133 | 4195 | 938 | 5133 | 4195 | 938 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138109 | 390811 | -269669 | -144610 | 266847 | -580532 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 232, "std": 2.88369 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5463, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604217600000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758056579140, "expiration_time": 1762758432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 232, "std": 2.88369 } } }
# | 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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