Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1053976.945 | 118444.6202 | -1172421.5652 | -929295.6612 | -20457375.9842 | 19528080.323 |
Total P&L (%) | -1053.9769 | 118.4446 | -1172.4216 | -929.2957 | -20457.376 | 19528.0803 |
Avg Daily Profit (%) | -0.5766 | 0.0648 | -0.6414 | 0 | 0 | 0.2892 |
Buy And Hold Return (%) | 732.6243 | 732.6243 | 732.6243 | 732.6243 | 732.6243 | 732.6243 |
Max Trade Drawdown | -1226989 | -171021 | -1194564 | -43588290 | -33684512 | -10414125 |
Profit Factor | 0.428 | 1.347 | 0.219 | 0.9876 | 0.5258 | 1.6128 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 23 | 20 | 34 | 17 | 17 |
Losing Trades | 34 | 16 | 18 | 43 | 22 | 21 |
Profitability (%) | 55.8442 | 58.9744 | 52.6316 | 44.1558 | 43.5897 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.3384 | 0.937 | 0.1971 | 1.249 | 0.6804 | 1.9923 |
Largest Winning Trade | 89198 | 89198 | 50314 | 34937187 | 6579287 | 34937187 |
Largest Losing Trade | -705171 | -79503 | -705171 | -31421976 | -31421976 | -9434652 |
Avg Bars in Trades | 92 | 98 | 85 | 92 | 98 | 85 |
Avg Bars in Winners | 62 | 68 | 56 | 90 | 97 | 82 |
Avg Bars in Losers | 129 | 141 | 118 | 93 | 98 | 88 |
Bars Traded | 7095 | 3838 | 3257 | 7095 | 3838 | 3257 |
Profit Streak | 46.8858 | 131.8858 | 46.8858 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624602 | -270951 | -579864 | -627661 | -583250 | 353507 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7312, "evaluation_days": 1828, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758683737090, "expiration_time": 1763410176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 144, "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": [ [ -1053976.9450474924, 118444.6201901027, -1172421.5652375955, -929295.6612185732, -20457375.984216116, 19528080.32299753 ], [ -1053.976945, 118.44462, -1172.421565, -929.295661, -20457.375984, 19528.080323 ], [ -0.576574, 0.064795, -0.641368, 0, 0, 0.289233 ], [ 732.624286, 732.624286, 732.624286, 732.624286, 732.624286, 732.624286 ], [ -1226989, -171021, -1194564, -43588290, -33684512, -10414125 ], [ 0.427985, 1.346963, 0.219007, 0.98761, 0.525758, 1.612795 ], [ 77, 39, 38, 77, 39, 38 ], [ 43, 23, 20, 34, 17, 17 ], [ 34, 16, 18, 43, 22, 21 ], [ 55.844156, 58.974359, 52.631579, 44.155844, 43.589744, 44.736842 ], [ 0.338407, 0.937018, 0.197106, 1.249036, 0.680393, 1.992276 ], [ 89198, 89198, 50314, 34937187, 6579287, 34937187 ], [ -705171, -79503, -705171, -31421976, -31421976, -9434652 ], [ 92, 98, 85, 92, 98, 85 ], [ 62, 68, 56, 90, 97, 82 ], [ 129, 141, 118, 93, 98, 88 ], [ 7095, 3838, 3257, 7095, 3838, 3257 ], [ 46.885846, 131.885846, 46.885846, 0, 0, 0 ], [ 3, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -624602, -270951, -579864, -627661, -583250, 353507 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7312, "evaluation_days": 1828, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758683737090, "expiration_time": 1763410176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 144, "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) |
---|