Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199546.1096 | 1234565.7302 | -35019.6206 | 415613.0329 | 859025.0429 | -443412.01 |
Total P&L (%) | 1199.5461 | 1234.5657 | -35.0196 | 415.613 | 859.025 | -443.412 |
Avg Daily Profit (%) | 0.6596 | 0.6789 | -0.0193 | 0.0902 | 0.1244 | 0 |
Buy And Hold Return (%) | 415.959 | 415.959 | 415.959 | 415.959 | 415.959 | 415.959 |
Max Trade Drawdown | -130644 | -77345 | -158486 | -709291 | -491584 | -572550 |
Profit Factor | 2.0779 | 3.3894 | 0.9413 | 1.0934 | 1.3862 | 0.8009 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 40.1709 | 37.6068 | 42.735 | 40.1709 | 37.6068 | 42.735 |
Ratio Avg Win / Avg Loss | 3.0947 | 5.6233 | 1.2613 | 1.6284 | 2.2998 | 1.0732 |
Largest Winning Trade | 800173 | 800173 | 66607 | 511833 | 511833 | 228299 |
Largest Losing Trade | -30095 | -22956 | -30095 | -193607 | -150763 | -193607 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 3539 | 1704 | 1835 | 3539 | 1704 | 1835 |
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 | 373760 | 384761 | -581902 | -357313 | -36044 | -581902 |
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.37343, "nb": 0.35822, "nc": 0.61355 } } }
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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": 1600732800000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757822858128, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.37343, "nb": 0.35822, "nc": 0.61355 } } }
# | 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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