Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1443089.5766 | 1380172.6573 | 62916.9193 | 4390156.214 | 6873860.1305 | -2483703.9165 |
Total P&L (%) | 1443.0896 | 1380.1727 | 62.9169 | 4390.1562 | 6873.8601 | -2483.7039 |
Avg Daily Profit (%) | 0.7949 | 0.7602 | 0.0347 | 0.2098 | 0.2341 | 0 |
Buy And Hold Return (%) | 618.0719 | 618.0719 | 618.0719 | 618.0719 | 618.0719 | 618.0719 |
Max Trade Drawdown | -110494 | -93276 | -93336 | -11481917 | -7032821 | -5508068 |
Profit Factor | 3.0064 | 4.9602 | 1.1697 | 1.1544 | 1.492 | 0.8283 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 36.9565 | 39.1304 | 34.7826 | 36.9565 | 39.1304 | 34.7826 |
Ratio Avg Win / Avg Loss | 5.1286 | 7.7158 | 2.1932 | 1.9693 | 2.3208 | 1.553 |
Largest Winning Trade | 835607 | 835607 | 76256 | 6143577 | 6143577 | 3358076 |
Largest Losing Trade | -35638 | -28129 | -35638 | -3093332 | -2531512 | -3093332 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 49 | 43 | 57 | 49 | 43 | 57 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 3577 | 1653 | 1924 | 3577 | 1653 | 1924 |
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 | 352028 | -90651 | -452707 | -45895 | -95210 | -685598 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 21, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757591907436, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 21, "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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