Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114408.3717 | 56675.3012 | 57733.0705 | 134139.4995 | 94843.6013 | 39295.8981 |
Total P&L (%) | 114.4084 | 56.6753 | 57.7331 | 134.1395 | 94.8436 | 39.2959 |
Avg Daily Profit (%) | 0.4393 | 0.2176 | 0.2217 | 0.3272 | 0.2565 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41342 | -51351 | -45285 | -76608 | -60011 | -117392 |
Profit Factor | 1.228 | 1.2132 | 1.2447 | 1.1573 | 1.223 | 1.0919 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Losing Trades | 204 | 103 | 101 | 204 | 103 | 101 |
Profitability (%) | 46.3158 | 45.7895 | 46.8421 | 46.3158 | 45.7895 | 46.8421 |
Ratio Avg Win / Avg Loss | 1.4234 | 1.4364 | 1.4125 | 1.3414 | 1.4479 | 1.2391 |
Largest Winning Trade | 19582 | 19582 | 11528 | 27229 | 27229 | 26693 |
Largest Losing Trade | -15875 | -15875 | -11411 | -29149 | -22200 | -29149 |
Avg Bars in Trades | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 61 | 64 | 57 | 61 | 64 | 57 |
Bars Traded | 24727 | 12612 | 12115 | 24727 | 12612 | 12115 |
Profit Streak | 5.1648 | 8.6753 | 5.1648 | 5.1648 | 8.6753 | 5.1648 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347435 | 194233 | 189497 | -38497 | 240305 | -146221 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736207100000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758656542951, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 157, "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": [ [ 114408.3716878831, 56675.3012253637, 57733.0704625193, 134139.4994556821, 94843.6013301437, 39295.8981255385 ], [ 114.408372, 56.675301, 57.73307, 134.139499, 94.843601, 39.295898 ], [ 0.439323, 0.21763, 0.221692, 0.327217, 0.256463, 0.127349 ], [ 10, 10, 10, 10, 10, 10 ], [ -41342, -51351, -45285, -76608, -60011, -117392 ], [ 1.228027, 1.213246, 1.244675, 1.157255, 1.222991, 1.091881 ], [ 380, 190, 190, 380, 190, 190 ], [ 176, 87, 89, 176, 87, 89 ], [ 204, 103, 101, 204, 103, 101 ], [ 46.315789, 45.789474, 46.842105, 46.315789, 45.789474, 46.842105 ], [ 1.423395, 1.436372, 1.412497, 1.341364, 1.447909, 1.239101 ], [ 19582, 19582, 11528, 27229, 27229, 26693 ], [ -15875, -15875, -11411, -29149, -22200, -29149 ], [ 65, 66, 63, 65, 66, 63 ], [ 69, 68, 70, 69, 68, 70 ], [ 61, 64, 57, 61, 64, 57 ], [ 24727, 12612, 12115, 24727, 12612, 12115 ], [ 5.164849, 8.675265, 5.164849, 5.164849, 8.675266, 5.164849 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347435, 194233, 189497, -38497, 240305, -146221 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736207100000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758656542951, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 157, "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) |
---|