Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478407.5078 | 1348295.7178 | 130111.79 | 19576363.1705 | 14976054.3925 | 4600308.778 |
Total P&L (%) | 1478.4075 | 1348.2957 | 130.1118 | 19576.3632 | 14976.0544 | 4600.3088 |
Avg Daily Profit (%) | 0.8132 | 0.7417 | 0.0716 | 0.291 | 0.2763 | 0.212 |
Buy And Hold Return (%) | 558.0499 | 558.0499 | 558.0499 | 558.0499 | 558.0499 | 558.0499 |
Max Trade Drawdown | -86319 | -45305 | -56032 | -15265089 | -10555054 | -11961040 |
Profit Factor | 3.29 | 5.7248 | 1.3612 | 1.333 | 1.5776 | 1.14 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 34.1935 | 31.1688 | 37.1795 | 34.1935 | 31.1688 | 37.1795 |
Ratio Avg Win / Avg Loss | 6.3317 | 12.6422 | 2.2999 | 2.5653 | 3.484 | 1.9262 |
Largest Winning Trade | 857037 | 857037 | 76988 | 11317079 | 11317079 | 6892889 |
Largest Losing Trade | -26836 | -19763 | -26836 | -6500735 | -2048150 | -6500735 |
Avg Bars in Trades | 137 | 127 | 147 | 137 | 127 | 147 |
Avg Bars in Winners | 296 | 283 | 306 | 296 | 283 | 306 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 21340 | 9834 | 11506 | 21340 | 9834 | 11506 |
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 | 385542 | -32402 | -301029 | 175572 | -37699 | -96756 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21815, "evaluation_days": 1817.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602540000000, "last_datapoint_time": 1757858400000, "evaluation_time": 1757862854048, "expiration_time": 1763512848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 38, "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": [ [ 1478407.5078412604, 1348295.7178106902, 130111.7900305701, 19576363.170460332, 14976054.392504612, 4600308.777955721 ], [ 1478.407508, 1348.295718, 130.11179, 19576.36317, 14976.054393, 4600.308778 ], [ 0.813241, 0.741669, 0.071572, 0.290975, 0.276284, 0.212017 ], [ 558.049887, 558.049887, 558.049887, 558.049887, 558.049887, 558.049887 ], [ -86319, -45305, -56032, -15265089, -10555054, -11961040 ], [ 3.289988, 5.72479, 1.361191, 1.332968, 1.57764, 1.139966 ], [ 155, 77, 78, 155, 77, 78 ], [ 53, 24, 29, 53, 24, 29 ], [ 102, 53, 49, 102, 53, 49 ], [ 34.193548, 31.168831, 37.179487, 34.193548, 31.168831, 37.179487 ], [ 6.331675, 12.642244, 2.299943, 2.565334, 3.483956, 1.92615 ], [ 857037, 857037, 76988, 11317079, 11317079, 6892889 ], [ -26836, -19763, -26836, -6500735, -2048150, -6500735 ], [ 137, 127, 147, 137, 127, 147 ], [ 296, 283, 306, 296, 283, 306 ], [ 55, 57, 53, 55, 57, 53 ], [ 21340, 9834, 11506, 21340, 9834, 11506 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385542, -32402, -301029, 175572, -37699, -96756 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21815, "evaluation_days": 1817.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602540000000, "last_datapoint_time": 1757858400000, "evaluation_time": 1757862854048, "expiration_time": 1763512848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 38, "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) |
---|