Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1418762.5804 | -60464.3704 | -1358298.2099 | -1299252.0299 | -5297692.9802 | 3998440.9503 |
Total P&L (%) | -1418.7626 | -60.4644 | -1358.2982 | -1299.252 | -5297.693 | 3998.441 |
Avg Daily Profit (%) | -0.7716 | -0.0329 | -0.7387 | 0 | 0 | 0.2021 |
Buy And Hold Return (%) | 688.8054 | 688.8054 | 688.8054 | 688.8054 | 688.8054 | 688.8054 |
Max Trade Drawdown | -1489264 | -172911 | -1376383 | -8973612 | -6409076 | -4325706 |
Profit Factor | 0.244 | 0.7945 | 0.1416 | 0.9198 | 0.4132 | 1.558 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 69 | 33 | 36 | 48 | 21 | 27 |
Losing Trades | 30 | 17 | 13 | 51 | 29 | 22 |
Profitability (%) | 69.697 | 66 | 73.4694 | 48.4848 | 42 | 55.102 |
Ratio Avg Win / Avg Loss | 0.1061 | 0.4093 | 0.0511 | 0.9773 | 0.5707 | 1.2695 |
Largest Winning Trade | 40205 | 40205 | 26633 | 7061233 | 1015787 | 7061233 |
Largest Losing Trade | -647774 | -67008 | -647774 | -3313192 | -3313192 | -3081238 |
Avg Bars in Trades | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Winners | 28 | 31 | 25 | 63 | 65 | 61 |
Avg Bars in Losers | 168 | 160 | 179 | 77 | 81 | 72 |
Bars Traded | 6989 | 3746 | 3243 | 6989 | 3746 | 3243 |
Profit Streak | 30.5769 | 165.5769 | 0 | 0 | 0 | 80.8269 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577143 | -757319 | -577639 | -581103 | -763944 | 368484 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7355, "evaluation_days": 1838.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605852000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759629044525, "expiration_time": 1764366840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 54, "offset": 183 } } }
{ "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": [ [ -1418762.580358049, -60464.3704451117, -1358298.2099129383, -1299252.0299287902, -5297692.980195455, 3998440.950266665 ], [ -1418.76258, -60.46437, -1358.29821, -1299.25203, -5297.69298, 3998.44095 ], [ -0.771591, -0.032883, -0.738707, 0, 0, 0.202145 ], [ 688.805404, 688.805404, 688.805404, 688.805404, 688.805404, 688.805404 ], [ -1489264, -172911, -1376383, -8973612, -6409076, -4325706 ], [ 0.243975, 0.794473, 0.14163, 0.919769, 0.413246, 1.558045 ], [ 99, 50, 49, 99, 50, 49 ], [ 69, 33, 36, 48, 21, 27 ], [ 30, 17, 13, 51, 29, 22 ], [ 69.69697, 66, 73.469388, 48.484848, 42, 55.102041 ], [ 0.106076, 0.409274, 0.051144, 0.977255, 0.570674, 1.269518 ], [ 40205, 40205, 26633, 7061233, 1015787, 7061233 ], [ -647774, -67008, -647774, -3313192, -3313192, -3081238 ], [ 70, 74, 66, 70, 74, 66 ], [ 28, 31, 25, 63, 65, 61 ], [ 168, 160, 179, 77, 81, 72 ], [ 6989, 3746, 3243, 6989, 3746, 3243 ], [ 30.576904, 165.576904, 0, 0, 0, 80.826904 ], [ 1, 6, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577143, -757319, -577639, -581103, -763944, 368484 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7355, "evaluation_days": 1838.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605852000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759629044525, "expiration_time": 1764366840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 54, "offset": 183 } } }
# | 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) |
---|