Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401881.3922 | 1276681.0197 | 125200.3725 | 12796186.397 | 9195290.8969 | 3600895.5 |
Total P&L (%) | 1401.8814 | 1276.681 | 125.2004 | 12796.1864 | 9195.2909 | 3600.8955 |
Avg Daily Profit (%) | 0.7674 | 0.6989 | 0.0685 | 0.2664 | 0.2484 | 0.1979 |
Buy And Hold Return (%) | 761.7001 | 761.7001 | 761.7001 | 761.7001 | 761.7001 | 761.7001 |
Max Trade Drawdown | -161775 | -95114 | -77572 | -7062057 | -4410884 | -4707095 |
Profit Factor | 3.0476 | 4.5199 | 1.3889 | 1.423 | 1.5508 | 1.2656 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 48.7342 | 44.3038 | 53.1646 | 48.7342 | 44.3038 | 53.1646 |
Ratio Avg Win / Avg Loss | 3.2059 | 5.6821 | 1.2235 | 1.4969 | 1.9496 | 1.1149 |
Largest Winning Trade | 594179 | 594179 | 78075 | 4609183 | 4609183 | 1960856 |
Largest Losing Trade | -50192 | -25071 | -50192 | -2829844 | -1952082 | -2829844 |
Avg Bars in Trades | 43 | 55 | 32 | 43 | 55 | 32 |
Avg Bars in Winners | 54 | 73 | 38 | 54 | 73 | 38 |
Avg Bars in Losers | 33 | 40 | 26 | 33 | 40 | 26 |
Bars Traded | 6942 | 4351 | 2592 | 6942 | 4351 | 2592 |
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 | 399327 | -18477 | -293122 | 351933 | -17994 | -20230 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7307, "evaluation_days": 1826.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605700800000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758568476348, "expiration_time": 1763298936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 90, "offset": 140 } }, "second_band": { "type": "midprice", "factors": { "length": 224, "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": [ [ 1401881.392241978, 1276681.0197128286, 125200.372529149, 12796186.396974683, 9195290.896938363, 3600895.5000363276 ], [ 1401.881392, 1276.68102, 125.200373, 12796.186397, 9195.290897, 3600.8955 ], [ 0.767418, 0.698881, 0.068537, 0.266374, 0.248404, 0.197878 ], [ 761.700111, 761.700111, 761.700111, 761.700111, 761.700111, 761.700111 ], [ -161775, -95114, -77572, -7062057, -4410884, -4707095 ], [ 3.047566, 4.519889, 1.388878, 1.422969, 1.550803, 1.265574 ], [ 158, 79, 79, 158, 79, 79 ], [ 77, 35, 42, 77, 35, 42 ], [ 81, 44, 37, 81, 44, 37 ], [ 48.734177, 44.303797, 53.164557, 48.734177, 44.303797, 53.164557 ], [ 3.205882, 5.682146, 1.223536, 1.49689, 1.949581, 1.114911 ], [ 594179, 594179, 78075, 4609183, 4609183, 1960856 ], [ -50192, -25071, -50192, -2829844, -1952082, -2829844 ], [ 43, 55, 32, 43, 55, 32 ], [ 54, 73, 38, 54, 73, 38 ], [ 33, 40, 26, 33, 40, 26 ], [ 6942, 4351, 2592, 6942, 4351, 2592 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399327, -18477, -293122, 351933, -17994, -20230 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7307, "evaluation_days": 1826.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605700800000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758568476348, "expiration_time": 1763298936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 90, "offset": 140 } }, "second_band": { "type": "midprice", "factors": { "length": 224, "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) |
---|