Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506082.066 | 1409747.0573 | 96335.0087 | 8926344.7987 | 11493067.5239 | -2566722.7252 |
Total P&L (%) | 1506.0821 | 1409.7471 | 96.335 | 8926.3448 | 11493.0675 | -2566.7227 |
Avg Daily Profit (%) | 0.8315 | 0.7783 | 0.0532 | 0.2489 | 0.2628 | 0 |
Buy And Hold Return (%) | 479.8875 | 479.8875 | 479.8875 | 479.8875 | 479.8875 | 479.8875 |
Max Trade Drawdown | -113604 | -76249 | -71955 | -26356220 | -16992085 | -15175293 |
Profit Factor | 3.3603 | 5.902 | 1.2748 | 1.1296 | 1.3756 | 0.9329 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 36.4407 | 33.8983 | 38.9831 | 36.4407 | 33.8983 | 38.9831 |
Ratio Avg Win / Avg Loss | 5.861 | 11.5089 | 1.9954 | 1.9702 | 2.6824 | 1.4603 |
Largest Winning Trade | 863507 | 863507 | 75301 | 13887134 | 13887134 | 9382876 |
Largest Losing Trade | -31492 | -16324 | -31492 | -4916446 | -4401185 | -4916446 |
Avg Bars in Trades | 181 | 169 | 193 | 181 | 169 | 193 |
Avg Bars in Winners | 351 | 322 | 376 | 351 | 322 | 376 |
Avg Bars in Losers | 84 | 91 | 77 | 84 | 91 | 77 |
Bars Traded | 21443 | 9998 | 11445 | 21443 | 9998 | 11445 |
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 | 420146 | -164949 | -467869 | -73373 | -172989 | -760353 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21735, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602280800000, "last_datapoint_time": 1757282400000, "evaluation_time": 1757285548600, "expiration_time": 1762916112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "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": [ [ 1506082.0659747613, 1409747.057302588, 96335.0086721737, 8926344.798707085, 11493067.523910683, -2566722.725203598 ], [ 1506.082066, 1409.747057, 96.335009, 8926.344799, 11493.067524, -2566.722725 ], [ 0.831515, 0.778328, 0.053187, 0.248907, 0.26276, 0 ], [ 479.887506, 479.887506, 479.887506, 479.887506, 479.887506, 479.887506 ], [ -113604, -76249, -71955, -26356220, -16992085, -15175293 ], [ 3.360297, 5.902018, 1.274846, 1.129588, 1.375565, 0.932949 ], [ 118, 59, 59, 118, 59, 59 ], [ 43, 20, 23, 43, 20, 23 ], [ 75, 39, 36, 75, 39, 36 ], [ 36.440678, 33.898305, 38.983051, 36.440678, 33.898305, 38.983051 ], [ 5.860983, 11.508936, 1.995412, 1.970212, 2.682352, 1.460269 ], [ 863507, 863507, 75301, 13887134, 13887134, 9382876 ], [ -31492, -16324, -31492, -4916446, -4401185, -4916446 ], [ 181, 169, 193, 181, 169, 193 ], [ 351, 322, 376, 351, 322, 376 ], [ 84, 91, 77, 84, 91, 77 ], [ 21443, 9998, 11445, 21443, 9998, 11445 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 420146, -164949, -467869, -73373, -172989, -760353 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21735, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602280800000, "last_datapoint_time": 1757282400000, "evaluation_time": 1757285548600, "expiration_time": 1762916112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "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) |
---|