Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629764.0576 | 669874.2598 | -40110.2022 | 274599.5485 | 7496873.1209 | -7222273.5723 |
Total P&L (%) | 629.7641 | 669.8743 | -40.1102 | 274.5995 | 7496.8731 | -7222.2736 |
Avg Daily Profit (%) | 0.3444 | 0.3664 | -0.0219 | 0.0723 | 0.2371 | 0 |
Buy And Hold Return (%) | 652.7494 | 652.7494 | 652.7494 | 652.7494 | 652.7494 | 652.7494 |
Max Trade Drawdown | -243980 | -178789 | -179969 | -12883840 | -4438678 | -10137123 |
Profit Factor | 1.366 | 1.7954 | 0.9543 | 1.0071 | 1.4398 | 0.6643 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 255 | 122 | 133 | 255 | 122 | 133 |
Losing Trades | 282 | 147 | 135 | 282 | 147 | 135 |
Profitability (%) | 47.486 | 45.3532 | 49.6269 | 47.486 | 45.3532 | 49.6269 |
Ratio Avg Win / Avg Loss | 1.5106 | 2.1633 | 0.9687 | 1.1138 | 1.7349 | 0.6743 |
Largest Winning Trade | 203634 | 203634 | 48560 | 8834982 | 8834982 | 878547 |
Largest Losing Trade | -48045 | -34213 | -48045 | -3946564 | -1743869 | -3946564 |
Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3645 | 1716 | 1929 | 3645 | 1716 | 1929 |
Profit Streak | 14.9136 | 24.9136 | 0 | 14.9136 | 24.9136 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152214 | -143964 | -579798 | -472246 | 402884 | -579798 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3657, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758707738312, "expiration_time": 1763411472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 3, "na": 0.79287, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 629764.0576254196, 669874.2597837796, -40110.2021583597, 274599.5485162074, 7496873.120862188, -7222273.572345985 ], [ 629.764058, 669.87426, -40.110202, 274.599549, 7496.873121, -7222.273572 ], [ 0.344416, 0.366352, -0.021936, 0.072254, 0.237104, 0 ], [ 652.749419, 652.749419, 652.749419, 652.749419, 652.749419, 652.749419 ], [ -243980, -178789, -179969, -12883840, -4438678, -10137123 ], [ 1.365978, 1.795431, 0.954349, 1.007121, 1.439842, 0.664313 ], [ 537, 269, 268, 537, 269, 268 ], [ 255, 122, 133, 255, 122, 133 ], [ 282, 147, 135, 282, 147, 135 ], [ 47.486034, 45.35316, 49.626866, 47.486034, 45.35316, 49.626866 ], [ 1.510611, 2.163347, 0.9687, 1.113758, 1.734892, 0.674302 ], [ 203634, 203634, 48560, 8834982, 8834982, 878547 ], [ -48045, -34213, -48045, -3946564, -1743869, -3946564 ], [ 6, 6, 7, 6, 6, 7 ], [ 7, 7, 8, 7, 7, 8 ], [ 5, 5, 5, 5, 5, 5 ], [ 3645, 1716, 1929, 3645, 1716, 1929 ], [ 14.913638, 24.913638, 0, 14.913638, 24.913638, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152214, -143964, -579798, -472246, 402884, -579798 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3657, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758707738312, "expiration_time": 1763411472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 3, "na": 0.79287, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|