Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485856.7462 | 1463349.3224 | 22507.4238 | 1287669.5953 | 1684762.8712 | -397093.2759 |
Total P&L (%) | 1485.8567 | 1463.3493 | 22.5074 | 1287.6696 | 1684.7629 | -397.0933 |
Avg Daily Profit (%) | 0.8178 | 0.8054 | 0.0124 | 0.1449 | 0.1587 | 0 |
Buy And Hold Return (%) | 669.4379 | 669.4379 | 669.4379 | 669.4379 | 669.4379 | 669.4379 |
Max Trade Drawdown | -202238 | -154402 | -107746 | -9772131 | -8039772 | -5659370 |
Profit Factor | 2.9581 | 4.302 | 1.0713 | 1.046 | 1.1062 | 0.9673 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 42.7419 | 45.1613 | 40.3226 | 42.7419 | 45.1613 | 40.3226 |
Ratio Avg Win / Avg Loss | 3.9628 | 5.2239 | 1.5855 | 1.4012 | 1.3432 | 1.4316 |
Largest Winning Trade | 924466 | 924466 | 56172 | 4086522 | 4086522 | 2879316 |
Largest Losing Trade | -39704 | -39704 | -37947 | -2925629 | -2682081 | -2925629 |
Avg Bars in Trades | 27 | 35 | 20 | 27 | 35 | 20 |
Avg Bars in Winners | 36 | 47 | 23 | 36 | 47 | 23 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 3463 | 2200 | 1263 | 3463 | 2200 | 1263 |
Profit Streak | 0 | 81.2427 | 0 | 0 | 81.2427 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402824 | -139890 | -640991 | -178824 | -254300 | -737055 |
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605484800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757699366747, "expiration_time": 1762388064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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