Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252759.3372 | 1206984.7349 | 45774.6023 | 2798577.8999 | 3596043.6819 | -797465.782 |
Total P&L (%) | 1252.7593 | 1206.9847 | 45.7746 | 2798.5779 | 3596.0437 | -797.4658 |
Avg Daily Profit (%) | 0.6902 | 0.665 | 0.0252 | 0.1857 | 0.1991 | 0 |
Buy And Hold Return (%) | 652.8917 | 652.8917 | 652.8917 | 652.8917 | 652.8917 | 652.8917 |
Max Trade Drawdown | -101607 | -62331 | -87557 | -5147963 | -2834511 | -2802429 |
Profit Factor | 3.5277 | 6.5383 | 1.1648 | 1.2314 | 1.705 | 0.886 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 38.4615 | 40.625 | 36.3636 | 38.4615 | 40.625 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.6442 | 9.5559 | 2.0385 | 1.9702 | 2.492 | 1.5504 |
Largest Winning Trade | 664041 | 664041 | 75937 | 3694492 | 3694492 | 1431216 |
Largest Losing Trade | -34561 | -19876 | -34561 | -1303165 | -1303165 | -1151064 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 139 | 118 | 161 | 139 | 118 | 161 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 5248 | 2380 | 2868 | 5248 | 2380 | 2868 |
Profit Streak | 0 | 103.7642 | 0 | 0 | 103.7642 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129252 | 342915 | -368374 | -134041 | 257361 | -583328 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5445, "evaluation_days": 1815, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757528430013, "expiration_time": 1762224480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 44, "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": [ [ 1252759.337202911, 1206984.734864795, 45774.6023381159, 2798577.8999236557, 3596043.6818788764, -797465.7819552217 ], [ 1252.759337, 1206.984735, 45.774602, 2798.5779, 3596.043682, -797.465782 ], [ 0.690226, 0.665005, 0.02522, 0.185671, 0.199088, 0 ], [ 652.891693, 652.891693, 652.891693, 652.891693, 652.891693, 652.891693 ], [ -101607, -62331, -87557, -5147963, -2834511, -2802429 ], [ 3.527654, 6.538278, 1.164843, 1.231404, 1.705046, 0.88597 ], [ 65, 32, 33, 65, 32, 33 ], [ 25, 13, 12, 25, 13, 12 ], [ 40, 19, 21, 40, 19, 21 ], [ 38.461538, 40.625, 36.363636, 38.461538, 40.625, 36.363636 ], [ 5.644247, 9.555944, 2.038475, 1.970247, 2.49199, 1.550447 ], [ 664041, 664041, 75937, 3694492, 3694492, 1431216 ], [ -34561, -19876, -34561, -1303165, -1303165, -1151064 ], [ 80, 74, 86, 80, 74, 86 ], [ 139, 118, 161, 139, 118, 161 ], [ 44, 44, 44, 44, 44, 44 ], [ 5248, 2380, 2868, 5248, 2380, 2868 ], [ 0, 103.764236, 0, 0, 103.764236, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129252, 342915, -368374, -134041, 257361, -583328 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5445, "evaluation_days": 1815, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757528430013, "expiration_time": 1762224480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 44, "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) |
---|