Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56858.7637 | 9299.194 | 47559.5697 | 49123.3707 | 7480.6919 | 41642.6787 |
Total P&L (%) | 56.8588 | 9.2992 | 47.5596 | 49.1234 | 7.4807 | 41.6427 |
Avg Daily Profit (%) | 0.2183 | 0.0357 | 0.1826 | 0.1536 | 0.0277 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33026 | -34802 | -30306 | -45723 | -44051 | -45121 |
Profit Factor | 1.4335 | 1.1373 | 1.7497 | 1.2996 | 1.0916 | 1.5057 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 73.5294 | 64.7059 | 82.3529 | 73.5294 | 64.7059 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.5161 | 0.6204 | 0.3749 | 0.4678 | 0.5954 | 0.3227 |
Largest Winning Trade | 17271 | 7862 | 17271 | 19516 | 8699 | 19516 |
Largest Losing Trade | -30306 | -21806 | -30306 | -41739 | -27538 | -41739 |
Avg Bars in Trades | 345 | 382 | 309 | 345 | 382 | 309 |
Avg Bars in Winners | 197 | 186 | 206 | 197 | 186 | 206 |
Avg Bars in Losers | 757 | 742 | 787 | 757 | 742 | 787 |
Bars Traded | 23525 | 13013 | 10512 | 23525 | 13013 | 10512 |
Profit Streak | 38.7516 | 45.8141 | 38.7516 | 38.7516 | 45.8141 | 38.7516 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103999 | -380003 | 385332 | -105907 | -440935 | -12603 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735824600000, "first_datapoint_time": 1735992900000, "last_datapoint_time": 1758323700000, "evaluation_time": 1758323837656, "expiration_time": 1764803700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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": [ [ 56858.7637288304, 9299.1940355531, 47559.5696932774, 49123.3706765224, 7480.6919344752, 41642.6787420471 ], [ 56.858764, 9.299194, 47.55957, 49.123371, 7.480692, 41.642679 ], [ 0.218335, 0.035708, 0.182626, 0.153564, 0.027706, 0.133772 ], [ 10, 10, 10, 10, 10, 10 ], [ -33026, -34802, -30306, -45723, -44051, -45121 ], [ 1.433545, 1.137337, 1.749703, 1.29958, 1.091644, 1.505703 ], [ 68, 34, 34, 68, 34, 34 ], [ 50, 22, 28, 50, 22, 28 ], [ 18, 12, 6, 18, 12, 6 ], [ 73.529412, 64.705882, 82.352941, 73.529412, 64.705882, 82.352941 ], [ 0.516076, 0.620366, 0.374936, 0.467849, 0.595442, 0.322651 ], [ 17271, 7862, 17271, 19516, 8699, 19516 ], [ -30306, -21806, -30306, -41739, -27538, -41739 ], [ 345, 382, 309, 345, 382, 309 ], [ 197, 186, 206, 197, 186, 206 ], [ 757, 742, 787, 757, 742, 787 ], [ 23525, 13013, 10512, 23525, 13013, 10512 ], [ 38.751593, 45.814093, 38.751593, 38.751593, 45.814093, 38.751593 ], [ 11, 7, 5, 11, 7, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -103999, -380003, 385332, -105907, -440935, -12603 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735824600000, "first_datapoint_time": 1735992900000, "last_datapoint_time": 1758323700000, "evaluation_time": 1758323837656, "expiration_time": 1764803700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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) |
---|