Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1006101.3875 | 68438.6324 | -1074540.0199 | -3136123.6826 | -9376584.3537 | 6240460.671 |
Total P&L (%) | -1006.1014 | 68.4386 | -1074.54 | -3136.1237 | -9376.5844 | 6240.4607 |
Avg Daily Profit (%) | -0.5512 | 0.0375 | -0.5887 | 0 | 0 | 0.2276 |
Buy And Hold Return (%) | 742.6694 | 742.6694 | 742.6694 | 742.6694 | 742.6694 | 742.6694 |
Max Trade Drawdown | -1110148 | -148085 | -1143924 | -25305589 | -17558887 | -8856911 |
Profit Factor | 0.4041 | 1.242 | 0.2355 | 0.9199 | 0.5793 | 1.37 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 19 | 19 | 31 | 15 | 16 |
Losing Trades | 24 | 12 | 12 | 31 | 16 | 15 |
Profitability (%) | 61.2903 | 61.2903 | 61.2903 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2552 | 0.7844 | 0.1487 | 0.9199 | 0.6179 | 1.2844 |
Largest Winning Trade | 57977 | 57977 | 41942 | 10596029 | 2920096 | 10596029 |
Largest Losing Trade | -622638 | -73575 | -622638 | -14373046 | -14373046 | -6167500 |
Avg Bars in Trades | 340 | 365 | 315 | 340 | 365 | 315 |
Avg Bars in Winners | 178 | 186 | 171 | 346 | 380 | 314 |
Avg Bars in Losers | 595 | 649 | 542 | 334 | 351 | 316 |
Bars Traded | 21102 | 11326 | 9776 | 21102 | 11326 | 9776 |
Profit Streak | 46.0314 | 73.198 | 0 | 0 | 0 | 168.7814 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737256 | -308543 | -579354 | -739277 | -581445 | 357196 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21902, "evaluation_days": 1825.17, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603260000000, "last_datapoint_time": 1758484800000, "evaluation_time": 1758487510409, "expiration_time": 1764161798400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 209, "offset": 140 } } }
{ "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": [ [ -1006101.3875037576, 68438.6324081065, -1074540.0199118638, -3136123.682635691, -9376584.353657428, 6240460.671021737 ], [ -1006.101388, 68.438632, -1074.54002, -3136.123683, -9376.584354, 6240.460671 ], [ -0.551237, 0.037497, -0.588734, 0, 0, 0.227609 ], [ 742.669389, 742.669389, 742.669389, 742.669389, 742.669389, 742.669389 ], [ -1110148, -148085, -1143924, -25305589, -17558887, -8856911 ], [ 0.404071, 1.242029, 0.235486, 0.919902, 0.579297, 1.370015 ], [ 62, 31, 31, 62, 31, 31 ], [ 38, 19, 19, 31, 15, 16 ], [ 24, 12, 12, 31, 16, 15 ], [ 61.290323, 61.290323, 61.290323, 50, 48.387097, 51.612903 ], [ 0.255203, 0.784439, 0.148728, 0.919902, 0.617917, 1.284389 ], [ 57977, 57977, 41942, 10596029, 2920096, 10596029 ], [ -622638, -73575, -622638, -14373046, -14373046, -6167500 ], [ 340, 365, 315, 340, 365, 315 ], [ 178, 186, 171, 346, 380, 314 ], [ 595, 649, 542, 334, 351, 316 ], [ 21102, 11326, 9776, 21102, 11326, 9776 ], [ 46.03137, 73.198037, 0, 0, 0, 168.78137 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -737256, -308543, -579354, -739277, -581445, 357196 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21902, "evaluation_days": 1825.17, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603260000000, "last_datapoint_time": 1758484800000, "evaluation_time": 1758487510409, "expiration_time": 1764161798400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 209, "offset": 140 } } }
# | 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) |
---|