Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83035.8311 | 39646.2559 | 43389.5752 | 85937.9554 | 53938.8361 | 31999.1193 |
Total P&L (%) | 83.0358 | 39.6463 | 43.3896 | 85.938 | 53.9388 | 31.9991 |
Avg Daily Profit (%) | 0.3189 | 0.1522 | 0.1666 | 0.2385 | 0.1658 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31256 | -39917 | -29452 | -59854 | -42276 | -54853 |
Profit Factor | 1.3683 | 1.3188 | 1.4292 | 1.2548 | 1.2994 | 1.2036 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.4627 | 1.3188 | 1.6334 | 1.3413 | 1.2994 | 1.3756 |
Largest Winning Trade | 20570 | 20570 | 17161 | 31973 | 31973 | 21698 |
Largest Losing Trade | -12129 | -8828 | -12129 | -18445 | -15587 | -18445 |
Avg Bars in Trades | 206 | 207 | 205 | 206 | 207 | 205 |
Avg Bars in Winners | 271 | 256 | 287 | 271 | 256 | 287 |
Avg Bars in Losers | 145 | 157 | 133 | 145 | 157 | 133 |
Bars Traded | 24753 | 12422 | 12331 | 24753 | 12422 | 12331 |
Profit Streak | 10.0277 | 11.2777 | 10.0277 | 10.0277 | 11.2777 | 10.0277 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322407 | -164326 | -163809 | 272692 | -163146 | -225235 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735225200000, "first_datapoint_time": 1735442100000, "last_datapoint_time": 1757724300000, "evaluation_time": 1757724893309, "expiration_time": 1764204300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "sinwma", "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": [ [ 83035.8311471232, 39646.2559068445, 43389.5752402786, 85937.9553568678, 53938.836087048, 31999.1192698198 ], [ 83.035831, 39.646256, 43.389575, 85.937955, 53.938836, 31.999119 ], [ 0.318854, 0.15224, 0.166614, 0.238454, 0.165787, 0.106664 ], [ 10, 10, 10, 10, 10, 10 ], [ -31256, -39917, -29452, -59854, -42276, -54853 ], [ 1.368309, 1.318799, 1.429214, 1.254777, 1.299373, 1.203643 ], [ 120, 60, 60, 120, 60, 60 ], [ 58, 30, 28, 58, 30, 28 ], [ 62, 30, 32, 62, 30, 32 ], [ 48.333333, 50, 46.666667, 48.333333, 50, 46.666667 ], [ 1.462675, 1.318799, 1.633388, 1.341314, 1.299373, 1.375592 ], [ 20570, 20570, 17161, 31973, 31973, 21698 ], [ -12129, -8828, -12129, -18445, -15587, -18445 ], [ 206, 207, 205, 206, 207, 205 ], [ 271, 256, 287, 271, 256, 287 ], [ 145, 157, 133, 145, 157, 133 ], [ 24753, 12422, 12331, 24753, 12422, 12331 ], [ 10.0277, 11.2777, 10.0277, 10.0277, 11.2777, 10.0277 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322407, -164326, -163809, 272692, -163146, -225235 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735225200000, "first_datapoint_time": 1735442100000, "last_datapoint_time": 1757724300000, "evaluation_time": 1757724893309, "expiration_time": 1764204300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "sinwma", "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) |
---|