Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306396.8193 | 1358922.855 | -52526.0358 | 124509.127 | 534550.0057 | -410040.8787 |
Total P&L (%) | 1306.3968 | 1358.9229 | -52.526 | 124.5091 | 534.55 | -410.0409 |
Avg Daily Profit (%) | 0.7152 | 0.7439 | -0.0288 | 0.0443 | 0.1012 | 0 |
Buy And Hold Return (%) | 622.0446 | 622.0446 | 622.0446 | 622.0446 | 622.0446 | 622.0446 |
Max Trade Drawdown | -141842 | -112720 | -107965 | -663477 | -536655 | -477474 |
Profit Factor | 2.2784 | 3.384 | 0.8838 | 1.0337 | 1.2479 | 0.7335 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 43.75 | 38.5417 | 48.9583 | 43.75 | 38.5417 | 48.9583 |
Ratio Avg Win / Avg Loss | 2.9294 | 5.3961 | 0.9214 | 1.329 | 1.99 | 0.7647 |
Largest Winning Trade | 922871 | 922871 | 59387 | 551833 | 551833 | 121265 |
Largest Losing Trade | -33283 | -33283 | -29369 | -224781 | -224781 | -100631 |
Avg Bars in Trades | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Winners | 68 | 89 | 51 | 68 | 89 | 51 |
Avg Bars in Losers | 44 | 46 | 43 | 44 | 46 | 43 |
Bars Traded | 10559 | 6024 | 4535 | 10559 | 6024 | 4535 |
Profit Streak | 73.9607 | 108.9607 | 73.9607 | 73.9607 | 108.9607 | 73.9607 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363526 | 364927 | -580923 | -483455 | -225713 | -580923 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603699200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758567803382, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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": [ [ 1306396.8192685079, 1358922.8550421223, -52526.0357736145, 124509.1270285595, 534550.0056816199, -410040.8786530602 ], [ 1306.396819, 1358.922855, -52.526036, 124.509127, 534.550006, -410.040879 ], [ 0.715179, 0.743935, -0.028755, 0.044284, 0.101205, 0 ], [ 622.044584, 622.044584, 622.044584, 622.044584, 622.044584, 622.044584 ], [ -141842, -112720, -107965, -663477, -536655, -477474 ], [ 2.278402, 3.384012, 0.883762, 1.0337, 1.247935, 0.733492 ], [ 192, 96, 96, 192, 96, 96 ], [ 84, 37, 47, 84, 37, 47 ], [ 108, 59, 49, 108, 59, 49 ], [ 43.75, 38.541667, 48.958333, 43.75, 38.541667, 48.958333 ], [ 2.929374, 5.396127, 0.921369, 1.329043, 1.98995, 0.764704 ], [ 922871, 922871, 59387, 551833, 551833, 121265 ], [ -33283, -33283, -29369, -224781, -224781, -100631 ], [ 54, 62, 47, 54, 62, 47 ], [ 68, 89, 51, 68, 89, 51 ], [ 44, 46, 43, 44, 46, 43 ], [ 10559, 6024, 4535, 10559, 6024, 4535 ], [ 73.960687, 108.960687, 73.960687, 73.960687, 108.960687, 73.960687 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363526, 364927, -580923, -483455, -225713, -580923 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603699200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758567803382, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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) |
---|