Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1735095.4274 | 1710982.116 | 24113.3114 | 1119998.7516 | 1037252.6646 | 82746.087 |
Total P&L (%) | 1735.0954 | 1710.9821 | 24.1133 | 1119.9988 | 1037.2527 | 82.7461 |
Avg Daily Profit (%) | 0.9426 | 0.9295 | 0.0131 | 0.136 | 0.1322 | 0.0328 |
Buy And Hold Return (%) | 623.9296 | 623.9296 | 623.9296 | 623.9296 | 623.9296 | 623.9296 |
Max Trade Drawdown | -214656 | -193361 | -82095 | -3703511 | -3713926 | -1284100 |
Profit Factor | 2.3686 | 3.0323 | 1.0566 | 1.0703 | 1.0953 | 1.0164 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 163 | 69 | 94 | 163 | 69 | 94 |
Losing Trades | 206 | 115 | 91 | 206 | 115 | 91 |
Profitability (%) | 44.1734 | 37.5 | 50.8108 | 44.1734 | 37.5 | 50.8108 |
Ratio Avg Win / Avg Loss | 2.9935 | 5.0538 | 1.0229 | 1.3527 | 1.8255 | 0.984 |
Largest Winning Trade | 1194484 | 1194484 | 33013 | 1915689 | 1915689 | 848703 |
Largest Losing Trade | -35636 | -35636 | -16650 | -915500 | -915500 | -468276 |
Avg Bars in Trades | 29 | 49 | 9 | 29 | 49 | 9 |
Avg Bars in Winners | 39 | 77 | 10 | 39 | 77 | 10 |
Avg Bars in Losers | 22 | 32 | 9 | 22 | 32 | 9 |
Bars Traded | 10947 | 9120 | 1827 | 10947 | 9120 | 1827 |
Profit Streak | 0 | 67.3518 | 0 | 0 | 67.3518 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519714 | 457643 | -498563 | -162581 | -142906 | -518267 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11045, "evaluation_days": 1840.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601352000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759796794993, "expiration_time": 1764552240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 2.18465 } } }
{ "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": [ [ 1735095.427420719, 1710982.1159774973, 24113.3114432217, 1119998.7516247844, 1037252.6646460374, 82746.0869787486 ], [ 1735.095427, 1710.982116, 24.113311, 1119.998752, 1037.252665, 82.746087 ], [ 0.942561, 0.929462, 0.013099, 0.135979, 0.132158, 0.032758 ], [ 623.929566, 623.929566, 623.929566, 623.929566, 623.929566, 623.929566 ], [ -214656, -193361, -82095, -3703511, -3713926, -1284100 ], [ 2.368645, 3.032289, 1.056624, 1.070313, 1.095315, 1.016397 ], [ 369, 184, 185, 369, 184, 185 ], [ 163, 69, 94, 163, 69, 94 ], [ 206, 115, 91, 206, 115, 91 ], [ 44.173442, 37.5, 50.810811, 44.173442, 37.5, 50.810811 ], [ 2.993502, 5.053815, 1.022902, 1.352666, 1.825525, 0.983959 ], [ 1194484, 1194484, 33013, 1915689, 1915689, 848703 ], [ -35636, -35636, -16650, -915500, -915500, -468276 ], [ 29, 49, 9, 29, 49, 9 ], [ 39, 77, 10, 39, 77, 10 ], [ 22, 32, 9, 22, 32, 9 ], [ 10947, 9120, 1827, 10947, 9120, 1827 ], [ 0, 67.351794, 0, 0, 67.351794, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519714, 457643, -498563, -162581, -142906, -518267 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11045, "evaluation_days": 1840.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601352000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759796794993, "expiration_time": 1764552240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 2.18465 } } }
# | 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) |
---|