Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310961.2404 | 1238708.8138 | 72252.4266 | 4461514.9461 | 3737201.079 | 724313.8671 |
Total P&L (%) | 1310.9612 | 1238.7088 | 72.2524 | 4461.5149 | 3737.2011 | 724.3139 |
Avg Daily Profit (%) | 0.7182 | 0.6786 | 0.0396 | 0.2095 | 0.2 | 0.1156 |
Buy And Hold Return (%) | 668.6937 | 668.6937 | 668.6937 | 668.6937 | 668.6937 | 668.6937 |
Max Trade Drawdown | -103469 | -68480 | -55474 | -4549317 | -2801391 | -1747925 |
Profit Factor | 3.316 | 5.5586 | 1.2455 | 1.3512 | 1.6514 | 1.104 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 38.8235 | 33.3333 | 44.186 | 38.8235 | 33.3333 | 44.186 |
Ratio Avg Win / Avg Loss | 5.2253 | 11.1172 | 1.5733 | 2.1292 | 3.3028 | 1.3945 |
Largest Winning Trade | 684742 | 684742 | 76012 | 3340053 | 3340053 | 1747117 |
Largest Losing Trade | -32632 | -20484 | -32632 | -1249848 | -1249848 | -1124926 |
Avg Bars in Trades | 252 | 242 | 261 | 252 | 242 | 261 |
Avg Bars in Winners | 430 | 415 | 441 | 430 | 415 | 441 |
Avg Bars in Losers | 138 | 156 | 118 | 138 | 156 | 118 |
Bars Traded | 21431 | 10202 | 11229 | 21431 | 10202 | 11229 |
Profit Streak | 40.9093 | 119.4093 | 40.9093 | 40.9093 | 119.4093 | 40.9093 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306811 | 251300 | -306605 | 225956 | 170809 | -285915 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21904, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758505765573, "expiration_time": 1764176716800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 127, "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": [ [ 1310961.2404076664, 1238708.8138287405, 72252.426578926, 4461514.946059568, 3737201.0789747904, 724313.8670847772 ], [ 1310.96124, 1238.708814, 72.252427, 4461.514946, 3737.201079, 724.313867 ], [ 0.718205, 0.678622, 0.039583, 0.20951, 0.200017, 0.115628 ], [ 668.693726, 668.693726, 668.693726, 668.693726, 668.693726, 668.693726 ], [ -103469, -68480, -55474, -4549317, -2801391, -1747925 ], [ 3.316039, 5.558591, 1.245502, 1.351239, 1.651397, 1.103993 ], [ 85, 42, 43, 85, 42, 43 ], [ 33, 14, 19, 33, 14, 19 ], [ 52, 28, 24, 52, 28, 24 ], [ 38.823529, 33.333333, 44.186047, 38.823529, 33.333333, 44.186047 ], [ 5.225274, 11.117183, 1.573265, 2.129226, 3.302793, 1.394518 ], [ 684742, 684742, 76012, 3340053, 3340053, 1747117 ], [ -32632, -20484, -32632, -1249848, -1249848, -1124926 ], [ 252, 242, 261, 252, 242, 261 ], [ 430, 415, 441, 430, 415, 441 ], [ 138, 156, 118, 138, 156, 118 ], [ 21431, 10202, 11229, 21431, 10202, 11229 ], [ 40.909324, 119.409324, 40.909324, 40.909324, 119.409324, 40.909324 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306811, 251300, -306605, 225956, 170809, -285915 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21904, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758505765573, "expiration_time": 1764176716800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 127, "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) |
---|