Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -724330.2351 | 119020.8673 | -843351.1024 | -1384621.3986 | -5101232.3043 | 3716610.9057 |
Total P&L (%) | -724.3302 | 119.0209 | -843.3511 | -1384.6214 | -5101.2323 | 3716.6109 |
Avg Daily Profit (%) | -0.3957 | 0.065 | -0.4607 | 0 | 0 | 0.1991 |
Buy And Hold Return (%) | 538.0085 | 538.0085 | 538.0085 | 538.0085 | 538.0085 | 538.0085 |
Max Trade Drawdown | -879289 | -114074 | -895366 | -12186050 | -8265562 | -4135664 |
Profit Factor | 0.4915 | 1.453 | 0.274 | 0.9384 | 0.5539 | 1.3361 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 40 | 22 | 18 | 33 | 17 | 16 |
Losing Trades | 29 | 13 | 16 | 36 | 18 | 18 |
Profitability (%) | 57.971 | 62.8571 | 52.9412 | 47.8261 | 48.5714 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.3563 | 0.8586 | 0.2436 | 1.0238 | 0.5865 | 1.5031 |
Largest Winning Trade | 56422 | 56422 | 51824 | 9132387 | 1382179 | 9132387 |
Largest Losing Trade | -399386 | -77928 | -399386 | -7277260 | -7277260 | -3505488 |
Avg Bars in Trades | 76 | 81 | 70 | 76 | 81 | 70 |
Avg Bars in Winners | 45 | 50 | 40 | 74 | 82 | 65 |
Avg Bars in Losers | 117 | 134 | 104 | 77 | 80 | 74 |
Bars Traded | 5250 | 2847 | 2403 | 5250 | 2847 | 2403 |
Profit Streak | 49.4522 | 181.1188 | 0 | 0 | 0 | 117.1188 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685180 | -269504 | -580413 | -686234 | -581343 | 316350 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5492, "evaluation_days": 1830.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603382400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883868360, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 93, "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": [ [ -724330.23511427, 119020.8673196211, -843351.1024338909, -1384621.3986178197, -5101232.304282482, 3716610.9056646666 ], [ -724.330235, 119.020867, -843.351102, -1384.621399, -5101.232304, 3716.610906 ], [ -0.395664, 0.065015, -0.460679, 0, 0, 0.199139 ], [ 538.008528, 538.008528, 538.008528, 538.008528, 538.008528, 538.008528 ], [ -879289, -114074, -895366, -12186050, -8265562, -4135664 ], [ 0.491474, 1.45304, 0.274009, 0.938446, 0.553897, 1.336064 ], [ 69, 35, 34, 69, 35, 34 ], [ 40, 22, 18, 33, 17, 16 ], [ 29, 13, 16, 36, 18, 18 ], [ 57.971014, 62.857143, 52.941176, 47.826087, 48.571429, 47.058824 ], [ 0.356318, 0.858615, 0.243564, 1.023759, 0.586479, 1.503072 ], [ 56422, 56422, 51824, 9132387, 1382179, 9132387 ], [ -399386, -77928, -399386, -7277260, -7277260, -3505488 ], [ 76, 81, 70, 76, 81, 70 ], [ 45, 50, 40, 74, 82, 65 ], [ 117, 134, 104, 77, 80, 74 ], [ 5250, 2847, 2403, 5250, 2847, 2403 ], [ 49.45218, 181.118847, 0, 0, 0, 117.118847 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -685180, -269504, -580413, -686234, -581343, 316350 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5492, "evaluation_days": 1830.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603382400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883868360, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 93, "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) |
---|