Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1403540.3889 | 1374772.932 | 28767.4569 | 1945283.1592 | 3159957.2205 | -1214674.0613 |
Total P&L (%) | 1403.5404 | 1374.7729 | 28.7675 | 1945.2832 | 3159.9572 | -1214.6741 |
Avg Daily Profit (%) | 0.7695 | 0.7537 | 0.0158 | 0.1656 | 0.1912 | 0 |
Buy And Hold Return (%) | 590.2803 | 590.2803 | 590.2803 | 590.2803 | 590.2803 | 590.2803 |
Max Trade Drawdown | -108465 | -81494 | -73709 | -5798708 | -3328168 | -3170904 |
Profit Factor | 3.1115 | 5.1043 | 1.0872 | 1.1166 | 1.3943 | 0.86 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 34.6939 | 30.6122 | 38.7755 | 34.6939 | 30.6122 | 38.7755 |
Ratio Avg Win / Avg Loss | 5.8569 | 11.5698 | 1.7167 | 2.1018 | 3.1604 | 1.3579 |
Largest Winning Trade | 789263 | 789263 | 75407 | 3607997 | 3607997 | 2098620 |
Largest Losing Trade | -25939 | -25939 | -23121 | -970306 | -970306 | -908099 |
Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Winners | 106 | 105 | 108 | 106 | 105 | 108 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 5312 | 2537 | 2775 | 5312 | 2537 | 2775 |
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 | 316383 | 306106 | -465281 | -91999 | 42931 | -583380 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5472, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758297600000, "evaluation_time": 1758309816960, "expiration_time": 1763025408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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