Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108677.8128 | 44918.1891 | 63759.6238 | 131742.4198 | 107073.3735 | 24669.0463 |
Total P&L (%) | 108.6778 | 44.9182 | 63.7596 | 131.7424 | 107.0734 | 24.669 |
Avg Daily Profit (%) | 0.4173 | 0.1725 | 0.2448 | 0.3233 | 0.2799 | 0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49912 | -12690 | -40473 | -131604 | -27938 | -120190 |
Profit Factor | 1.6533 | 1.825 | 1.5697 | 1.3103 | 1.9252 | 1.0799 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 61.7284 | 56.0976 | 67.5 | 61.7284 | 56.0976 | 67.5 |
Ratio Avg Win / Avg Loss | 1.025 | 1.4283 | 0.7558 | 0.8124 | 1.5067 | 0.5199 |
Largest Winning Trade | 24862 | 11715 | 24862 | 30704 | 30704 | 24691 |
Largest Losing Trade | -31399 | -9104 | -31399 | -110915 | -18855 | -110915 |
Avg Bars in Trades | 286 | 159 | 416 | 286 | 159 | 416 |
Avg Bars in Winners | 198 | 129 | 257 | 198 | 129 | 257 |
Avg Bars in Losers | 427 | 197 | 745 | 427 | 197 | 745 |
Bars Traded | 23178 | 6533 | 16645 | 23178 | 6533 | 16645 |
Profit Streak | 13.811 | 18.863 | 0 | 13.811 | 18.863 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3777 | 285960 | 307976 | -8121 | 430233 | -217081 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735826400000, "first_datapoint_time": 1736127900000, "last_datapoint_time": 1758325500000, "evaluation_time": 1758326266133, "expiration_time": 1764805500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 148, "offset": 0, "std": 1.91528 } }, "second_band": { "type": "wma", "factors": { "length": 97, "offset": 239 } } }
{ "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": [ [ 108677.8128237335, 44918.1890646888, 63759.6237590447, 131742.4197789622, 107073.3734947367, 24669.0462842254 ], [ 108.677813, 44.918189, 63.759624, 131.74242, 107.073373, 24.669046 ], [ 0.417317, 0.172484, 0.244834, 0.323252, 0.279902, 0.084704 ], [ 10, 10, 10, 10, 10, 10 ], [ -49912, -12690, -40473, -131604, -27938, -120190 ], [ 1.653277, 1.825037, 1.569719, 1.310271, 1.925205, 1.079868 ], [ 81, 41, 40, 81, 41, 40 ], [ 50, 23, 27, 50, 23, 27 ], [ 31, 18, 13, 31, 18, 13 ], [ 61.728395, 56.097561, 67.5, 61.728395, 56.097561, 67.5 ], [ 1.025031, 1.42829, 0.755791, 0.812368, 1.506682, 0.519936 ], [ 24862, 11715, 24862, 30704, 30704, 24691 ], [ -31399, -9104, -31399, -110915, -18855, -110915 ], [ 286, 159, 416, 286, 159, 416 ], [ 198, 129, 257, 198, 129, 257 ], [ 427, 197, 745, 427, 197, 745 ], [ 23178, 6533, 16645, 23178, 6533, 16645 ], [ 13.81095, 18.863034, 0, 13.810951, 18.863034, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -3777, 285960, 307976, -8121, 430233, -217081 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735826400000, "first_datapoint_time": 1736127900000, "last_datapoint_time": 1758325500000, "evaluation_time": 1758326266133, "expiration_time": 1764805500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 148, "offset": 0, "std": 1.91528 } }, "second_band": { "type": "wma", "factors": { "length": 97, "offset": 239 } } }
# | 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) |
---|