Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274069.0196 | 1207341.3725 | 66727.6471 | 2904993.2415 | 3441363.3884 | -536370.1469 |
Total P&L (%) | 1274.069 | 1207.3414 | 66.7276 | 2904.9932 | 3441.3634 | -536.3701 |
Avg Daily Profit (%) | 0.7025 | 0.6658 | 0.0368 | 0.1878 | 0.1969 | 0 |
Buy And Hold Return (%) | 482.3071 | 482.3071 | 482.3071 | 482.3071 | 482.3071 | 482.3071 |
Max Trade Drawdown | -85606 | -51721 | -112792 | -2602781 | -1712671 | -1689598 |
Profit Factor | 3.4936 | 7.1008 | 1.2132 | 1.2858 | 1.8799 | 0.9142 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.25 | 40 | 42.5 | 41.25 | 40 | 42.5 |
Ratio Avg Win / Avg Loss | 4.9758 | 10.6512 | 1.6413 | 1.8312 | 2.8199 | 1.2369 |
Largest Winning Trade | 731691 | 731691 | 75950 | 2486723 | 2486723 | 1259422 |
Largest Losing Trade | -74733 | -20479 | -74733 | -981062 | -690463 | -981062 |
Avg Bars in Trades | 268 | 249 | 286 | 268 | 249 | 286 |
Avg Bars in Winners | 434 | 368 | 496 | 434 | 368 | 496 |
Avg Bars in Losers | 151 | 170 | 131 | 151 | 170 | 131 |
Bars Traded | 21441 | 9989 | 11452 | 21441 | 9989 | 11452 |
Profit Streak | 0 | 106.4493 | 0 | 0 | 106.4493 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11594 | 521562 | -311748 | -18790 | 326640 | -581999 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21762, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757479622943, "expiration_time": 1763117510400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 172 } }, "second_band": { "type": "zlma", "factors": { "length": 179, "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": [ [ 1274069.01960451, 1207341.3724761924, 66727.6471283166, 2904993.241469762, 3441363.388418947, -536370.1469491837 ], [ 1274.06902, 1207.341372, 66.727647, 2904.993241, 3441.363388, -536.370147 ], [ 0.702547, 0.665752, 0.036795, 0.187817, 0.19689, 0 ], [ 482.307079, 482.307079, 482.307079, 482.307079, 482.307079, 482.307079 ], [ -85606, -51721, -112792, -2602781, -1712671, -1689598 ], [ 3.493624, 7.100771, 1.213166, 1.285764, 1.879912, 0.914245 ], [ 80, 40, 40, 80, 40, 40 ], [ 33, 16, 17, 33, 16, 17 ], [ 47, 24, 23, 47, 24, 23 ], [ 41.25, 40, 42.5, 41.25, 40, 42.5 ], [ 4.975768, 10.651157, 1.641343, 1.83124, 2.819869, 1.236919 ], [ 731691, 731691, 75950, 2486723, 2486723, 1259422 ], [ -74733, -20479, -74733, -981062, -690463, -981062 ], [ 268, 249, 286, 268, 249, 286 ], [ 434, 368, 496, 434, 368, 496 ], [ 151, 170, 131, 151, 170, 131 ], [ 21441, 9989, 11452, 21441, 9989, 11452 ], [ 0, 106.44934, 0, 0, 106.44934, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11594, 521562, -311748, -18790, 326640, -581999 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21762, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757479622943, "expiration_time": 1763117510400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 172 } }, "second_band": { "type": "zlma", "factors": { "length": 179, "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) |
---|