Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991419.7569 | 842257.9682 | 149161.7887 | 15542860.6754 | 19374513.5731 | -3831652.8977 |
Total P&L (%) | 991.4198 | 842.258 | 149.1618 | 15542.8607 | 19374.5136 | -3831.6529 |
Avg Daily Profit (%) | 0.5466 | 0.4644 | 0.0822 | 0.2789 | 0.2911 | 0 |
Buy And Hold Return (%) | 578.9798 | 578.9798 | 578.9798 | 578.9798 | 578.9798 | 578.9798 |
Max Trade Drawdown | -107961 | -77796 | -92043 | -21999693 | -10888874 | -17149999 |
Profit Factor | 2.0358 | 2.8361 | 1.2992 | 1.1421 | 1.3447 | 0.928 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 53.5433 | 51.1811 | 55.9055 | 53.5433 | 51.1811 | 55.9055 |
Ratio Avg Win / Avg Loss | 1.7663 | 2.7052 | 1.0248 | 0.9909 | 1.2827 | 0.7319 |
Largest Winning Trade | 227088 | 227088 | 75693 | 9875201 | 9875201 | 7605054 |
Largest Losing Trade | -65401 | -22864 | -65401 | -5761400 | -4470149 | -5761400 |
Avg Bars in Trades | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Winners | 94 | 88 | 98 | 94 | 88 | 98 |
Avg Bars in Losers | 73 | 67 | 80 | 73 | 67 | 80 |
Bars Traded | 21469 | 9917 | 11552 | 21469 | 9917 | 11552 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282635 | -8660 | -248308 | -55397 | 327928 | -580229 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21766, "evaluation_days": 1813.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757506423063, "expiration_time": 1763147347200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 149, "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": [ [ 991419.7568938055, 842257.9681534499, 149161.7887403549, 15542860.67538296, 19374513.573090438, -3831652.8977074814 ], [ 991.419757, 842.257968, 149.161789, 15542.860675, 19374.513573, -3831.652898 ], [ 0.546589, 0.464353, 0.082236, 0.278948, 0.291061, 0 ], [ 578.979771, 578.979771, 578.979771, 578.979771, 578.979771, 578.979771 ], [ -107961, -77796, -92043, -21999693, -10888874, -17149999 ], [ 2.035764, 2.8361, 1.299242, 1.142087, 1.344715, 0.927957 ], [ 254, 127, 127, 254, 127, 127 ], [ 136, 65, 71, 136, 65, 71 ], [ 118, 62, 56, 118, 62, 56 ], [ 53.543307, 51.181102, 55.905512, 53.543307, 51.181102, 55.905512 ], [ 1.766325, 2.705203, 1.024754, 0.990928, 1.282651, 0.73191 ], [ 227088, 227088, 75693, 9875201, 9875201, 7605054 ], [ -65401, -22864, -65401, -5761400, -4470149, -5761400 ], [ 84, 78, 90, 84, 78, 90 ], [ 94, 88, 98, 94, 88, 98 ], [ 73, 67, 80, 73, 67, 80 ], [ 21469, 9917, 11552, 21469, 9917, 11552 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 282635, -8660, -248308, -55397, 327928, -580229 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21766, "evaluation_days": 1813.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757506423063, "expiration_time": 1763147347200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 149, "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) |
---|