Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306036.789 | 1268078.8383 | 37957.9507 | 2971909.0493 | 5497327.6199 | -2525418.5706 |
Total P&L (%) | 1306.0368 | 1268.0788 | 37.958 | 2971.909 | 5497.3276 | -2525.4186 |
Avg Daily Profit (%) | 0.7178 | 0.6969 | 0.0209 | 0.1884 | 0.2215 | 0 |
Buy And Hold Return (%) | 414.2253 | 414.2253 | 414.2253 | 414.2253 | 414.2253 | 414.2253 |
Max Trade Drawdown | -80230 | -75762 | -67291 | -5715433 | -3101270 | -2940399 |
Profit Factor | 2.9554 | 4.9198 | 1.1102 | 1.1292 | 1.4898 | 0.7855 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 38.961 | 38.961 | 38.961 | 38.961 | 38.961 | 38.961 |
Ratio Avg Win / Avg Loss | 4.6302 | 7.7076 | 1.7393 | 1.7691 | 2.3339 | 1.2306 |
Largest Winning Trade | 779385 | 779385 | 70792 | 5794776 | 5794776 | 1907386 |
Largest Losing Trade | -29759 | -29759 | -29173 | -1174198 | -1174198 | -984251 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3414 | 1535 | 1878 | 3414 | 1535 | 1878 |
Profit Streak | 18.6636 | 0 | 37.1636 | 18.6636 | 0 | 37.1636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449477 | -29008 | -474375 | -71965 | -35397 | -624540 |
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{ "first_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.78405, "nc": 0.36153 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757908533559, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.78405, "nc": 0.36153 } } }
# | 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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