Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420176.7554 | 1352903.1754 | 67273.58 | 5467734.4351 | 7169053.1419 | -1701318.7068 |
Total P&L (%) | 1420.1768 | 1352.9032 | 67.2736 | 5467.7344 | 7169.0531 | -1701.3187 |
Avg Daily Profit (%) | 0.7702 | 0.7337 | 0.0365 | 0.2182 | 0.2327 | 0 |
Buy And Hold Return (%) | 583.3496 | 583.3496 | 583.3496 | 583.3496 | 583.3496 | 583.3496 |
Max Trade Drawdown | -118865 | -64219 | -73091 | -17201746 | -8350724 | -9488396 |
Profit Factor | 3.5645 | 6.0666 | 1.2346 | 1.1435 | 1.4146 | 0.9182 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 33.7079 | 33.3333 | 34.0909 | 33.7079 | 33.3333 | 34.0909 |
Ratio Avg Win / Avg Loss | 7.0101 | 12.1333 | 2.3869 | 2.249 | 2.8293 | 1.7752 |
Largest Winning Trade | 687057 | 687057 | 76429 | 10104709 | 10104709 | 4496705 |
Largest Losing Trade | -25033 | -25033 | -21962 | -3999034 | -3088081 | -3999034 |
Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Winners | 121 | 106 | 136 | 121 | 106 | 136 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 5356 | 2495 | 2860 | 5356 | 2495 | 2860 |
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 | 344261 | 358236 | -315274 | -59433 | 136707 | -584128 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5532, "evaluation_days": 1844, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760050362215, "expiration_time": 1764805248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 60, "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": [ [ 1420176.7554220718, 1352903.1753841552, 67273.5800379158, 5467734.435090213, 7169053.141922821, -1701318.7068326017 ], [ 1420.176755, 1352.903175, 67.27358, 5467.734435, 7169.053142, -1701.318707 ], [ 0.770161, 0.733679, 0.036482, 0.218219, 0.232711, 0 ], [ 583.349609, 583.349609, 583.349609, 583.349609, 583.349609, 583.349609 ], [ -118865, -64219, -73091, -17201746, -8350724, -9488396 ], [ 3.564475, 6.066648, 1.234593, 1.143534, 1.414644, 0.918222 ], [ 89, 45, 44, 89, 45, 44 ], [ 30, 15, 15, 30, 15, 15 ], [ 59, 30, 29, 59, 30, 29 ], [ 33.707865, 33.333333, 34.090909, 33.707865, 33.333333, 34.090909 ], [ 7.010134, 12.133295, 2.38688, 2.24895, 2.829287, 1.775229 ], [ 687057, 687057, 76429, 10104709, 10104709, 4496705 ], [ -25033, -25033, -21962, -3999034, -3088081, -3999034 ], [ 60, 55, 65, 60, 55, 65 ], [ 121, 106, 136, 121, 106, 136 ], [ 29, 29, 28, 29, 29, 28 ], [ 5356, 2495, 2860, 5356, 2495, 2860 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344261, 358236, -315274, -59433, 136707, -584128 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5532, "evaluation_days": 1844, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760050362215, "expiration_time": 1764805248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 60, "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) |
---|