Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256927.3747 | 1312563.1539 | -55635.7791 | 146279.1595 | 1904772.6046 | -1758493.4451 |
Total P&L (%) | 1256.9274 | 1312.5632 | -55.6358 | 146.2792 | 1904.7726 | -1758.4934 |
Avg Daily Profit (%) | 0.688 | 0.7184 | -0.0305 | 0.0493 | 0.1642 | 0 |
Buy And Hold Return (%) | 771.2445 | 771.2445 | 771.2445 | 771.2445 | 771.2445 | 771.2445 |
Max Trade Drawdown | -149304 | -109185 | -132042 | -2398393 | -1244985 | -1944637 |
Profit Factor | 2.7859 | 4.5301 | 0.8324 | 1.0221 | 1.6392 | 0.5156 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 40.2778 | 41.6667 | 38.8889 | 40.2778 | 41.6667 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.1308 | 6.3422 | 1.3081 | 1.5156 | 2.2949 | 0.8102 |
Largest Winning Trade | 919246 | 919246 | 58571 | 2021201 | 2021201 | 370619 |
Largest Losing Trade | -44109 | -35742 | -44109 | -897541 | -722191 | -897541 |
Avg Bars in Trades | 72 | 73 | 71 | 72 | 73 | 71 |
Avg Bars in Winners | 101 | 104 | 97 | 101 | 104 | 97 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 5221 | 2650 | 2571 | 5221 | 2650 | 2571 |
Profit Streak | 41.8622 | 108.1956 | 41.8622 | 41.8622 | 108.1956 | 41.8622 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78403 | 315280 | -582883 | -574437 | 172574 | -584550 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5481, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758573695522, "expiration_time": 1763292384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 118, "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": [ [ 1256927.3747172481, 1312563.1538625157, -55635.7791452679, 146279.1595314187, 1904772.6045883072, -1758493.4450568883 ], [ 1256.927375, 1312.563154, -55.635779, 146.27916, 1904.772605, -1758.493445 ], [ 0.687973, 0.718425, -0.030452, 0.049344, 0.164235, 0 ], [ 771.244517, 771.244517, 771.244517, 771.244517, 771.244517, 771.244517 ], [ -149304, -109185, -132042, -2398393, -1244985, -1944637 ], [ 2.7859, 4.530124, 0.832416, 1.022129, 1.639186, 0.515604 ], [ 72, 36, 36, 72, 36, 36 ], [ 29, 15, 14, 29, 15, 14 ], [ 43, 21, 22, 43, 21, 22 ], [ 40.277778, 41.666667, 38.888889, 40.277778, 41.666667, 38.888889 ], [ 4.130818, 6.342174, 1.308083, 1.515571, 2.29486, 0.810234 ], [ 919246, 919246, 58571, 2021201, 2021201, 370619 ], [ -44109, -35742, -44109, -897541, -722191, -897541 ], [ 72, 73, 71, 72, 73, 71 ], [ 101, 104, 97, 101, 104, 97 ], [ 53, 51, 54, 53, 51, 54 ], [ 5221, 2650, 2571, 5221, 2650, 2571 ], [ 41.862217, 108.19555, 41.862217, 41.862217, 108.19555, 41.862217 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -78403, 315280, -582883, -574437, 172574, -584550 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5481, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758573695522, "expiration_time": 1763292384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 118, "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) |
---|