Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067273.7927 | 912242.357 | 155031.4357 | 16114460.7197 | 16368255.076 | -253794.3563 |
Total P&L (%) | 1067.2738 | 912.2424 | 155.0314 | 16114.4607 | 16368.2551 | -253.7944 |
Avg Daily Profit (%) | 0.5825 | 0.4979 | 0.0846 | 0.2781 | 0.279 | 0 |
Buy And Hold Return (%) | 638.7419 | 638.7419 | 638.7419 | 638.7419 | 638.7419 | 638.7419 |
Max Trade Drawdown | -97982 | -60449 | -100714 | -13148311 | -10077010 | -10085006 |
Profit Factor | 2.2119 | 3.2661 | 1.3243 | 1.2546 | 1.5444 | 0.9924 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 51.9651 | 52.1739 | 51.7544 | 51.9651 | 52.1739 | 51.7544 |
Ratio Avg Win / Avg Loss | 2.0446 | 2.9939 | 1.2345 | 1.1597 | 1.4157 | 0.9251 |
Largest Winning Trade | 256545 | 256545 | 71443 | 9146640 | 9146640 | 4127142 |
Largest Losing Trade | -73903 | -24576 | -73903 | -4826555 | -3761802 | -4826555 |
Avg Bars in Trades | 94 | 89 | 100 | 94 | 89 | 100 |
Avg Bars in Winners | 111 | 100 | 121 | 111 | 100 | 121 |
Avg Bars in Losers | 77 | 77 | 77 | 77 | 77 | 77 |
Bars Traded | 21729 | 10292 | 11437 | 21729 | 10292 | 11437 |
Profit Streak | 0 | 0 | 18.0868 | 0 | 0 | 18.0868 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283917 | -15703 | -244989 | 358730 | 371636 | -580237 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21986, "evaluation_days": 1832.17, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759089901323, "expiration_time": 1764788371200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "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": [ [ 1067273.792681986, 912242.3570293766, 155031.4356526101, 16114460.719719876, 16368255.07600043, -253794.3562805561 ], [ 1067.273793, 912.242357, 155.031436, 16114.46072, 16368.255076, -253.794356 ], [ 0.582519, 0.497903, 0.084616, 0.278116, 0.278966, 0 ], [ 638.741949, 638.741949, 638.741949, 638.741949, 638.741949, 638.741949 ], [ -97982, -60449, -100714, -13148311, -10077010, -10085006 ], [ 2.211915, 3.266064, 1.324277, 1.254564, 1.544364, 0.992363 ], [ 229, 115, 114, 229, 115, 114 ], [ 119, 60, 59, 119, 60, 59 ], [ 110, 55, 55, 110, 55, 55 ], [ 51.965066, 52.173913, 51.754386, 51.965066, 52.173913, 51.754386 ], [ 2.044627, 2.993892, 1.234495, 1.159681, 1.415667, 0.925084 ], [ 256545, 256545, 71443, 9146640, 9146640, 4127142 ], [ -73903, -24576, -73903, -4826555, -3761802, -4826555 ], [ 94, 89, 100, 94, 89, 100 ], [ 111, 100, 121, 111, 100, 121 ], [ 77, 77, 77, 77, 77, 77 ], [ 21729, 10292, 11437, 21729, 10292, 11437 ], [ 0, 0, 18.086821, 0, 0, 18.086821 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 283917, -15703, -244989, 358730, 371636, -580237 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21986, "evaluation_days": 1832.17, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759089901323, "expiration_time": 1764788371200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "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) |
---|