Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302465.6176 | 1057519.9246 | 244945.693 | 115876377.4539 | 79059100.448 | 36817277.0058 |
Total P&L (%) | 1302.4656 | 1057.5199 | 244.9457 | 115876.3775 | 79059.1004 | 36817.277 |
Avg Daily Profit (%) | 0.7181 | 0.5831 | 0.1351 | 0.3898 | 0.3687 | 0.3265 |
Buy And Hold Return (%) | 426.1121 | 426.1121 | 426.1121 | 426.1121 | 426.1121 | 426.1121 |
Max Trade Drawdown | -49937 | -55393 | -34743 | -88834906 | -92504291 | -57980819 |
Profit Factor | 2.6756 | 3.6776 | 1.6406 | 1.2301 | 1.3111 | 1.1475 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 188 | 98 | 90 | 188 | 98 | 90 |
Profitability (%) | 31.8841 | 28.9855 | 34.7826 | 31.8841 | 28.9855 | 34.7826 |
Ratio Avg Win / Avg Loss | 5.7161 | 9.0102 | 3.0762 | 2.6279 | 3.2123 | 2.1516 |
Largest Winning Trade | 287928 | 287928 | 53690 | 85562291 | 85562291 | 41626568 |
Largest Losing Trade | -16386 | -16159 | -16386 | -33561936 | -29358151 | -33561936 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5382 | 2516 | 2866 | 5382 | 2516 | 2866 |
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 | 330697 | 82818 | -181232 | 183743 | -1417 | -53850 |
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757429818217, "expiration_time": 1762105824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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