Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519697.2436 | 1416113.8633 | 103583.3803 | 9584938.6087 | 6633562.8956 | 2951375.7131 |
Total P&L (%) | 1519.6972 | 1416.1139 | 103.5834 | 9584.9386 | 6633.5629 | 2951.3757 |
Avg Daily Profit (%) | 0.8344 | 0.7775 | 0.0569 | 0.2514 | 0.2314 | 0.1879 |
Buy And Hold Return (%) | 598.3759 | 598.3759 | 598.3759 | 598.3759 | 598.3759 | 598.3759 |
Max Trade Drawdown | -122613 | -88357 | -61345 | -18354159 | -10998453 | -11419901 |
Profit Factor | 3.145 | 4.9864 | 1.2932 | 1.1674 | 1.2273 | 1.1052 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Profitability (%) | 30.2222 | 28.5714 | 31.8584 | 30.2222 | 28.5714 | 31.8584 |
Ratio Avg Win / Avg Loss | 7.2612 | 12.4659 | 2.7661 | 2.6954 | 3.0683 | 2.3638 |
Largest Winning Trade | 889556 | 889556 | 75836 | 9521058 | 9521058 | 7378460 |
Largest Losing Trade | -15183 | -13971 | -15183 | -2552653 | -2552653 | -1616531 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5312 | 2426 | 2886 | 5312 | 2426 | 2886 |
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 | 340178 | 81405 | -288632 | -32987 | -4995 | -104213 |
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{ "first_band": { "type": "wma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5464, "evaluation_days": 1821.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603526400000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758092251291, "expiration_time": 1762788096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "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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