Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1404785.0093 | -60551.8834 | -1344233.126 | -4110988.9239 | -10962761.7596 | 6851772.8357 |
Total P&L (%) | -1404.785 | -60.5519 | -1344.2331 | -4110.9889 | -10962.7618 | 6851.7728 |
Avg Daily Profit (%) | -0.7725 | -0.0333 | -0.7392 | 0 | 0 | 0.2335 |
Buy And Hold Return (%) | 763.8555 | 763.8555 | 763.8555 | 763.8555 | 763.8555 | 763.8555 |
Max Trade Drawdown | -1539516 | -161386 | -1420099 | -25220777 | -15547044 | -11217544 |
Profit Factor | 0.2714 | 0.7686 | 0.1933 | 0.8846 | 0.3942 | 1.3906 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 19 | 29 | 37 | 15 | 22 |
Losing Trades | 34 | 22 | 12 | 45 | 26 | 19 |
Profitability (%) | 58.5366 | 46.3415 | 70.7317 | 45.122 | 36.5854 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.1923 | 0.89 | 0.08 | 1.0759 | 0.6832 | 1.2009 |
Largest Winning Trade | 46113 | 23938 | 46113 | 9594120 | 2717177 | 9594120 |
Largest Losing Trade | -645497 | -44298 | -645497 | -5991997 | -4181099 | -5991997 |
Avg Bars in Trades | 41 | 25 | 57 | 41 | 25 | 57 |
Avg Bars in Winners | 30 | 17 | 39 | 45 | 26 | 58 |
Avg Bars in Losers | 56 | 32 | 100 | 37 | 24 | 55 |
Bars Traded | 3391 | 1042 | 2349 | 3391 | 1042 | 2349 |
Profit Streak | 171.6109 | 171.6109 | 254.6109 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586788 | -580918 | -576657 | -589785 | -585681 | 340973 |
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 3.27625 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757817583541, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 3.27625 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "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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