Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -102942.8217 | 388117.7171 | -491060.5388 | -423506.7062 | -5705910.1419 | 5282403.4357 |
Total P&L (%) | -102.9428 | 388.1177 | -491.0605 | -423.5067 | -5705.9101 | 5282.4034 |
Avg Daily Profit (%) | -0.0567 | 0.2137 | -0.2704 | 0 | 0 | 0.2197 |
Buy And Hold Return (%) | 544.5565 | 544.5565 | 544.5565 | 544.5565 | 544.5565 | 544.5565 |
Max Trade Drawdown | -490435 | -96545 | -516702 | -15026411 | -11557689 | -5099368 |
Profit Factor | 0.9162 | 2.2306 | 0.462 | 0.9852 | 0.6312 | 1.4028 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 29 | 26 | 47 | 22 | 25 |
Losing Trades | 36 | 16 | 20 | 44 | 23 | 21 |
Profitability (%) | 60.4396 | 64.4444 | 56.5217 | 51.6484 | 48.8889 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.5997 | 1.2307 | 0.3554 | 0.9223 | 0.6599 | 1.1784 |
Largest Winning Trade | 185233 | 185233 | 54754 | 9476778 | 1743854 | 9476778 |
Largest Losing Trade | -350660 | -79401 | -350660 | -11120127 | -11120127 | -5099368 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 29 | 30 | 28 | 41 | 48 | 34 |
Avg Bars in Losers | 54 | 64 | 46 | 37 | 36 | 37 |
Bars Traded | 3570 | 1911 | 1659 | 3570 | 1911 | 1659 |
Profit Streak | 0 | 64.0462 | 0 | 24.0462 | 0 | 105.0462 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579181 | -152407 | -579859 | -579776 | -581144 | 378491 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 4.4748 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757595992118, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 4.4748 } } }
# | 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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