Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497981.1756 | 1379634.3277 | 118346.8479 | 8300498.1442 | 5651516.718 | 2648981.4263 |
Total P&L (%) | 1497.9812 | 1379.6343 | 118.3468 | 8300.4981 | 5651.5167 | 2648.9814 |
Avg Daily Profit (%) | 0.8196 | 0.7549 | 0.0648 | 0.2427 | 0.222 | 0.1815 |
Buy And Hold Return (%) | 893.75 | 893.75 | 893.75 | 893.75 | 893.75 | 893.75 |
Max Trade Drawdown | -105004 | -107374 | -70184 | -2286647 | -1675718 | -1333681 |
Profit Factor | 3.6247 | 4.8551 | 1.556 | 1.9557 | 1.9985 | 1.8757 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 51.0638 | 42.5532 | 59.5745 | 51.0638 | 42.5532 | 59.5745 |
Ratio Avg Win / Avg Loss | 3.4736 | 6.5544 | 1.0558 | 1.8743 | 2.698 | 1.2728 |
Largest Winning Trade | 548688 | 548688 | 68201 | 2158034 | 2158034 | 1056625 |
Largest Losing Trade | -47094 | -32744 | -47094 | -1094379 | -952841 | -1094379 |
Avg Bars in Trades | 55 | 70 | 41 | 55 | 70 | 41 |
Avg Bars in Winners | 63 | 88 | 45 | 63 | 88 | 45 |
Avg Bars in Losers | 48 | 56 | 36 | 48 | 56 | 36 |
Bars Traded | 5255 | 3293 | 1961 | 5255 | 3293 | 1961 |
Profit Streak | 38.4837 | 39.1504 | 38.4837 | 38.4837 | 39.1504 | 38.4837 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442723 | 297701 | -268730 | 485810 | 334926 | 325930 |
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{ "first_band": { "type": "jma", "factors": { "length": 50, "offset": 90 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758627391283, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 50, "offset": 90 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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