Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407239.6883 | 1246929.0679 | 160310.6204 | 31040616.3918 | 21030606.9312 | 10010009.4607 |
Total P&L (%) | 1407.2397 | 1246.9291 | 160.3106 | 31040.6164 | 21030.6069 | 10010.0095 |
Avg Daily Profit (%) | 0.7761 | 0.6876 | 0.0884 | 0.3171 | 0.2957 | 0.2549 |
Buy And Hold Return (%) | 590.1462 | 590.1462 | 590.1462 | 590.1462 | 590.1462 | 590.1462 |
Max Trade Drawdown | -50997 | -35429 | -49082 | -9613258 | -6413756 | -7979491 |
Profit Factor | 5.294 | 8.5571 | 1.9852 | 2.0076 | 2.2591 | 1.7097 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 41 | 38 | 44 | 41 | 38 | 44 |
Ratio Avg Win / Avg Loss | 7.6182 | 13.9616 | 2.5266 | 2.8889 | 3.686 | 2.1759 |
Largest Winning Trade | 619358 | 619358 | 75124 | 12496706 | 12080704 | 12496706 |
Largest Losing Trade | -18841 | -12976 | -18841 | -4322361 | -2682160 | -4322361 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 102 | 102 | 102 | 102 | 102 | 102 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 5203 | 2428 | 2775 | 5203 | 2428 | 2775 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482867 | -170124 | -419325 | 346311 | -171566 | -170641 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606608000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757394933385, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63529, "nb": 0.1, "nc": 0.52581 } } }
{ "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": [ [ 1407239.6882608326, 1246929.0679058675, 160310.6203549652, 31040616.39183032, 21030606.931176953, 10010009.460653355 ], [ 1407.239688, 1246.929068, 160.31062, 31040.616392, 21030.606931, 10010.009461 ], [ 0.776053, 0.687646, 0.088407, 0.317107, 0.295656, 0.25489 ], [ 590.146245, 590.146245, 590.146245, 590.146245, 590.146245, 590.146245 ], [ -50997, -35429, -49082, -9613258, -6413756, -7979491 ], [ 5.294025, 8.557093, 1.985198, 2.007568, 2.259139, 1.709673 ], [ 100, 50, 50, 100, 50, 50 ], [ 41, 19, 22, 41, 19, 22 ], [ 59, 31, 28, 59, 31, 28 ], [ 41, 38, 44, 41, 38, 44 ], [ 7.618232, 13.961572, 2.526615, 2.888939, 3.685963, 2.175947 ], [ 619358, 619358, 75124, 12496706, 12080704, 12496706 ], [ -18841, -12976, -18841, -4322361, -2682160, -4322361 ], [ 52, 48, 55, 52, 48, 55 ], [ 102, 102, 102, 102, 102, 102 ], [ 16, 15, 18, 16, 15, 18 ], [ 5203, 2428, 2775, 5203, 2428, 2775 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482867, -170124, -419325, 346311, -171566, -170641 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606608000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757394933385, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63529, "nb": 0.1, "nc": 0.52581 } } }
# | 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) |
---|