Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130843.9484 | 910148.6825 | 220695.2659 | 51406749.483 | 27396802.8859 | 24009946.597 |
Total P&L (%) | 1130.8439 | 910.1487 | 220.6953 | 51406.7495 | 27396.8029 | 24009.9466 |
Avg Daily Profit (%) | 0.6241 | 0.5023 | 0.1218 | 0.3452 | 0.3105 | 0.3032 |
Buy And Hold Return (%) | 516.7867 | 516.7867 | 516.7867 | 516.7867 | 516.7867 | 516.7867 |
Max Trade Drawdown | -123140 | -76002 | -102371 | -8660515 | -12102308 | -9371828 |
Profit Factor | 2.0454 | 2.4484 | 1.4868 | 1.6291 | 1.5571 | 1.7381 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 169 | 72 | 97 | 169 | 72 | 97 |
Losing Trades | 158 | 91 | 67 | 158 | 91 | 67 |
Profitability (%) | 51.682 | 44.1718 | 59.1463 | 51.682 | 44.1718 | 59.1463 |
Ratio Avg Win / Avg Loss | 1.9122 | 3.0945 | 1.0269 | 1.5231 | 1.968 | 1.2005 |
Largest Winning Trade | 209987 | 209987 | 36774 | 9266586 | 9266586 | 4895653 |
Largest Losing Trade | -42296 | -42296 | -37574 | -5147088 | -5147088 | -3513426 |
Avg Bars in Trades | 16 | 24 | 8 | 16 | 24 | 8 |
Avg Bars in Winners | 17 | 29 | 8 | 17 | 29 | 8 |
Avg Bars in Losers | 15 | 20 | 7 | 15 | 20 | 7 |
Bars Traded | 5379 | 4038 | 1341 | 5379 | 4038 | 1341 |
Profit Streak | 0 | 39.8709 | 0 | 0 | 39.8709 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436385 | 219718 | -193195 | 524484 | 397621 | 463329 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601884800000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757278448543, "expiration_time": 1761957504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 1130843.9484353398, 910148.6825126593, 220695.2659226815, 51406749.48295946, 27396802.88592304, 24009946.5970364 ], [ 1130.843948, 910.148683, 220.695266, 51406.749483, 27396.802886, 24009.946597 ], [ 0.624086, 0.50229, 0.121797, 0.345203, 0.310451, 0.303174 ], [ 516.786667, 516.786667, 516.786667, 516.786667, 516.786667, 516.786667 ], [ -123140, -76002, -102371, -8660515, -12102308, -9371828 ], [ 2.045364, 2.448404, 1.486767, 1.629127, 1.557061, 1.73808 ], [ 327, 163, 164, 327, 163, 164 ], [ 169, 72, 97, 169, 72, 97 ], [ 158, 91, 67, 158, 91, 67 ], [ 51.681957, 44.171779, 59.146341, 51.681957, 44.171779, 59.146341 ], [ 1.912234, 3.09451, 1.026942, 1.523089, 1.967952, 1.200529 ], [ 209987, 209987, 36774, 9266586, 9266586, 4895653 ], [ -42296, -42296, -37574, -5147088, -5147088, -3513426 ], [ 16, 24, 8, 16, 24, 8 ], [ 17, 29, 8, 17, 29, 8 ], [ 15, 20, 7, 15, 20, 7 ], [ 5379, 4038, 1341, 5379, 4038, 1341 ], [ 0, 39.870932, 0, 0, 39.870932, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436385, 219718, -193195, 524484, 397621, 463329 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601884800000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757278448543, "expiration_time": 1761957504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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) |
---|