Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350163.0983 | 1387699.384 | -37536.2857 | 305378.7402 | 1794497.5357 | -1489118.7954 |
Total P&L (%) | 1350.1631 | 1387.6994 | -37.5363 | 305.3787 | 1794.4975 | -1489.1188 |
Avg Daily Profit (%) | 0.741 | 0.7616 | -0.0206 | 0.0768 | 0.1616 | 0 |
Buy And Hold Return (%) | 683.3658 | 683.3658 | 683.3658 | 683.3658 | 683.3658 | 683.3658 |
Max Trade Drawdown | -179675 | -124570 | -107517 | -3676300 | -2956182 | -1633097 |
Profit Factor | 3.1141 | 4.4029 | 0.8374 | 1.0322 | 1.2956 | 0.5626 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 37.7778 | 40 | 35.5556 | 37.7778 | 40 | 35.5556 |
Ratio Avg Win / Avg Loss | 5.1291 | 6.6044 | 1.5178 | 1.7001 | 1.9434 | 1.0197 |
Largest Winning Trade | 1041423 | 1041423 | 49059 | 2976474 | 2976474 | 713969 |
Largest Losing Trade | -53883 | -53883 | -23836 | -1197048 | -1197048 | -637963 |
Avg Bars in Trades | 58 | 90 | 26 | 58 | 90 | 26 |
Avg Bars in Winners | 69 | 104 | 31 | 69 | 104 | 31 |
Avg Bars in Losers | 51 | 81 | 24 | 51 | 81 | 24 |
Bars Traded | 5274 | 4080 | 1193 | 5274 | 4080 | 1193 |
Profit Streak | 0 | 87.4042 | 0 | 0 | 87.4042 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253756 | 399392 | -583273 | -444594 | 108622 | -584384 |
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{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758130919554, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "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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