Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171291.6215 | 1172727.8846 | -1436.2631 | 1123156.9358 | 2319009.6716 | -1195852.7358 |
Total P&L (%) | 1171.2916 | 1172.7279 | -1.4363 | 1123.1569 | 2319.0097 | -1195.8527 |
Avg Daily Profit (%) | 0.6412 | 0.642 | -0.0008 | 0.1372 | 0.1746 | 0 |
Buy And Hold Return (%) | 672.4968 | 672.4968 | 672.4968 | 672.4968 | 672.4968 | 672.4968 |
Max Trade Drawdown | -149424 | -77804 | -78907 | -6026020 | -3629894 | -2617879 |
Profit Factor | 2.5329 | 3.983 | 0.9961 | 1.0686 | 1.2672 | 0.8446 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Losing Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Profitability (%) | 44.4934 | 47.7876 | 41.2281 | 44.4934 | 47.7876 | 41.2281 |
Ratio Avg Win / Avg Loss | 3.1599 | 4.3518 | 1.42 | 1.3331 | 1.3845 | 1.2039 |
Largest Winning Trade | 730949 | 730949 | 76828 | 4104193 | 4104193 | 1311722 |
Largest Losing Trade | -23636 | -23212 | -23636 | -857548 | -857548 | -571491 |
Avg Bars in Trades | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Winners | 72 | 57 | 88 | 72 | 57 | 88 |
Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
Bars Traded | 10624 | 4865 | 5759 | 10624 | 4865 | 5759 |
Profit Streak | 20.8612 | 22.1946 | 20.8612 | 20.8612 | 22.1946 | 20.8612 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292648 | 367137 | -582221 | -163541 | 177164 | -582221 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603828800000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758688810128, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 7 } } }
{ "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": [ [ 1171291.6215236476, 1172727.8846011758, -1436.2630775282, 1123156.9358112551, 2319009.671572163, -1195852.7357609095 ], [ 1171.291622, 1172.727885, -1.436263, 1123.156936, 2319.009672, -1195.852736 ], [ 0.641217, 0.642003, -0.000786, 0.137175, 0.174565, 0 ], [ 672.496785, 672.496785, 672.496785, 672.496785, 672.496785, 672.496785 ], [ -149424, -77804, -78907, -6026020, -3629894, -2617879 ], [ 2.532896, 3.983018, 0.996128, 1.068601, 1.267189, 0.844554 ], [ 227, 113, 114, 227, 113, 114 ], [ 101, 54, 47, 101, 54, 47 ], [ 126, 59, 67, 126, 59, 67 ], [ 44.493392, 47.787611, 41.22807, 44.493392, 47.787611, 41.22807 ], [ 3.15985, 4.351816, 1.420013, 1.333106, 1.384521, 1.203939 ], [ 730949, 730949, 76828, 4104193, 4104193, 1311722 ], [ -23636, -23212, -23636, -857548, -857548, -571491 ], [ 46, 43, 50, 46, 43, 50 ], [ 72, 57, 88, 72, 57, 88 ], [ 26, 29, 23, 26, 29, 23 ], [ 10624, 4865, 5759, 10624, 4865, 5759 ], [ 20.861228, 22.194562, 20.861228, 20.861228, 22.194562, 20.861228 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 292648, 367137, -582221, -163541, 177164, -582221 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603828800000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758688810128, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 7 } } }
# | 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) |
---|