Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1177142.2107 | 625.1333 | -1177767.3441 | -1296736.1397 | -8417823.6616 | 7121087.5219 |
Total P&L (%) | -1177.1422 | 0.6251 | -1177.7673 | -1296.7361 | -8417.8237 | 7121.0875 |
Avg Daily Profit (%) | -0.6489 | 0.0003 | -0.6493 | 0 | 0 | 0.2362 |
Buy And Hold Return (%) | 656.2976 | 656.2976 | 656.2976 | 656.2976 | 656.2976 | 656.2976 |
Max Trade Drawdown | -1280020 | -183515 | -1231122 | -23006924 | -17303939 | -6217924 |
Profit Factor | 0.3881 | 1.0016 | 0.2272 | 0.9657 | 0.6467 | 1.5088 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 185 | 90 | 95 | 124 | 59 | 65 |
Losing Trades | 63 | 34 | 29 | 124 | 65 | 59 |
Profitability (%) | 74.5968 | 72.5806 | 76.6129 | 50 | 47.5806 | 52.4194 |
Ratio Avg Win / Avg Loss | 0.1322 | 0.3784 | 0.0694 | 0.9657 | 0.7125 | 1.3696 |
Largest Winning Trade | 25795 | 25795 | 13655 | 9367435 | 2456804 | 9367435 |
Largest Losing Trade | -612276 | -76380 | -612276 | -14763901 | -14763901 | -3575172 |
Avg Bars in Trades | 14 | 15 | 12 | 14 | 15 | 12 |
Avg Bars in Winners | 4 | 4 | 4 | 13 | 14 | 12 |
Avg Bars in Losers | 42 | 45 | 39 | 14 | 16 | 12 |
Bars Traded | 3499 | 1911 | 1588 | 3499 | 1911 | 1588 |
Profit Streak | 10.1745 | 10.1745 | 29.1745 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574432 | -574237 | -575389 | -579202 | -581666 | 362649 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.82836, "nb": 0.77002, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 85, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3628, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757434279658, "expiration_time": 1762121088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.82836, "nb": 0.77002, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 85, "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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