Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1114529.5262 | 28659.7804 | -1143189.3066 | -2443185.5826 | -7364836.3942 | 4921650.8116 |
Total P&L (%) | -1114.5295 | 28.6598 | -1143.1893 | -2443.1856 | -7364.8364 | 4921.6508 |
Avg Daily Profit (%) | -0.6149 | 0.0158 | -0.6307 | 0 | 0 | 0.2163 |
Buy And Hold Return (%) | 464.1723 | 464.1723 | 464.1723 | 464.1723 | 464.1723 | 464.1723 |
Max Trade Drawdown | -1177759 | -161055 | -1173331 | -21150053 | -13542172 | -10256934 |
Profit Factor | 0.3793 | 1.0927 | 0.2308 | 0.9361 | 0.6281 | 1.267 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 24 | 26 | 35 | 15 | 20 |
Losing Trades | 26 | 14 | 12 | 41 | 23 | 18 |
Profitability (%) | 65.7895 | 63.1579 | 68.4211 | 46.0526 | 39.4737 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.1972 | 0.6374 | 0.1065 | 1.0966 | 0.963 | 1.1403 |
Largest Winning Trade | 42441 | 42441 | 30370 | 10097096 | 2788840 | 10097096 |
Largest Losing Trade | -633334 | -68425 | -633334 | -11512447 | -11512447 | -6905654 |
Avg Bars in Trades | 46 | 46 | 47 | 46 | 46 | 47 |
Avg Bars in Winners | 25 | 23 | 27 | 50 | 50 | 51 |
Avg Bars in Losers | 87 | 85 | 90 | 43 | 44 | 42 |
Bars Traded | 3558 | 1769 | 1789 | 3558 | 1769 | 1789 |
Profit Streak | 35.1463 | 61.6463 | 35.1463 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630789 | -455085 | -577834 | -634423 | -584858 | 302886 |
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{ "first_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757302236043, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } } }
# | 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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