Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1582038.601 | 1463094.411 | 118944.19 | 13891479.0036 | 19600302.2765 | -5708823.2729 |
Total P&L (%) | 1582.0386 | 1463.0944 | 118.9442 | 13891.479 | 19600.3023 | -5708.8233 |
Avg Daily Profit (%) | 0.8685 | 0.8032 | 0.0653 | 0.2716 | 0.2904 | 0 |
Buy And Hold Return (%) | 631.6001 | 631.6001 | 631.6001 | 631.6001 | 631.6001 | 631.6001 |
Max Trade Drawdown | -95936 | -61532 | -57629 | -40773813 | -24545033 | -19008379 |
Profit Factor | 3.6556 | 6.0648 | 1.3876 | 1.1105 | 1.3165 | 0.9106 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 44.5378 | 42.3729 | 46.6667 | 44.5378 | 42.3729 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.5522 | 8.2481 | 1.5858 | 1.3828 | 1.7904 | 1.0406 |
Largest Winning Trade | 738932 | 738932 | 78665 | 36712339 | 36712339 | 9734233 |
Largest Losing Trade | -25489 | -24017 | -25489 | -7277099 | -6000292 | -7277099 |
Avg Bars in Trades | 89 | 81 | 97 | 89 | 81 | 97 |
Avg Bars in Winners | 138 | 130 | 145 | 138 | 130 | 145 |
Avg Bars in Losers | 50 | 45 | 55 | 50 | 45 | 55 |
Bars Traded | 10680 | 4818 | 5862 | 10680 | 4818 | 5862 |
Profit Streak | 21.8063 | 73.9729 | 21.8063 | 21.8063 | 73.9729 | 21.8063 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565998 | -161354 | -439722 | -91135 | -168166 | -749038 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10930, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758136860008, "expiration_time": 1762846560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 147, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1582038.6009570342, 1463094.4109745338, 118944.1899824999, 13891479.003645437, 19600302.276517645, -5708823.27287219 ], [ 1582.038601, 1463.094411, 118.94419, 13891.479004, 19600.302277, -5708.823273 ], [ 0.868455, 0.803161, 0.065294, 0.271605, 0.290442, 0 ], [ 631.600146, 631.600146, 631.600146, 631.600146, 631.600146, 631.600146 ], [ -95936, -61532, -57629, -40773813, -24545033, -19008379 ], [ 3.655571, 6.064806, 1.387606, 1.110457, 1.316457, 0.910558 ], [ 119, 59, 60, 119, 59, 60 ], [ 53, 25, 28, 53, 25, 28 ], [ 66, 34, 32, 66, 34, 32 ], [ 44.537815, 42.372881, 46.666667, 44.537815, 42.372881, 46.666667 ], [ 4.55222, 8.248137, 1.585836, 1.382833, 1.790382, 1.040637 ], [ 738932, 738932, 78665, 36712339, 36712339, 9734233 ], [ -25489, -24017, -25489, -7277099, -6000292, -7277099 ], [ 89, 81, 97, 89, 81, 97 ], [ 138, 130, 145, 138, 130, 145 ], [ 50, 45, 55, 50, 45, 55 ], [ 10680, 4818, 5862, 10680, 4818, 5862 ], [ 21.80625, 73.972917, 21.80625, 21.80625, 73.972917, 21.80625 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 565998, -161354, -439722, -91135, -168166, -749038 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10930, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758136860008, "expiration_time": 1762846560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 147, "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) |
---|