Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85906.4178 | 49105.4544 | 36800.9634 | 82585.7696 | 76229.6406 | 6356.129 |
Total P&L (%) | 85.9064 | 49.1055 | 36.801 | 82.5858 | 76.2296 | 6.3561 |
Avg Daily Profit (%) | 0.3299 | 0.1886 | 0.1413 | 0.2315 | 0.2178 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40629 | -29606 | -38060 | -72353 | -47480 | -83425 |
Profit Factor | 1.4789 | 1.8149 | 1.3089 | 1.2675 | 1.8432 | 1.0291 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 73.6264 | 68.8889 | 78.2609 | 73.6264 | 68.8889 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.5298 | 0.8196 | 0.3636 | 0.454 | 0.8324 | 0.2859 |
Largest Winning Trade | 16231 | 10516 | 16231 | 20935 | 15969 | 20935 |
Largest Losing Trade | -31491 | -15944 | -31491 | -63334 | -26364 | -63334 |
Avg Bars in Trades | 266 | 260 | 270 | 266 | 260 | 270 |
Avg Bars in Winners | 206 | 224 | 191 | 206 | 224 | 191 |
Avg Bars in Losers | 431 | 341 | 556 | 431 | 341 | 556 |
Bars Traded | 24207 | 11742 | 12464 | 24207 | 11742 | 12464 |
Profit Streak | 0 | 46.4828 | 0 | 0 | 46.4828 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375457 | 342764 | -6080 | 298669 | 404594 | -514852 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758627314530, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 164, "offset": 243 } } }
{ "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": [ [ 85906.4178066535, 49105.4543870392, 36800.9634196142, 82585.7696120957, 76229.6406134652, 6356.1289986305 ], [ 85.906418, 49.105454, 36.800963, 82.58577, 76.229641, 6.356129 ], [ 0.329876, 0.188563, 0.141314, 0.231452, 0.217815, 0.023666 ], [ 10, 10, 10, 10, 10, 10 ], [ -40629, -29606, -38060, -72353, -47480, -83425 ], [ 1.47891, 1.814879, 1.308946, 1.267529, 1.843183, 1.029118 ], [ 91, 45, 46, 91, 45, 46 ], [ 67, 31, 36, 67, 31, 36 ], [ 24, 14, 10, 24, 14, 10 ], [ 73.626374, 68.888889, 78.26087, 73.626374, 68.888889, 78.26087 ], [ 0.529759, 0.819623, 0.363596, 0.45404, 0.832405, 0.285866 ], [ 16231, 10516, 16231, 20935, 15969, 20935 ], [ -31491, -15944, -31491, -63334, -26364, -63334 ], [ 266, 260, 270, 266, 260, 270 ], [ 206, 224, 191, 206, 224, 191 ], [ 431, 341, 556, 431, 341, 556 ], [ 24207, 11742, 12464, 24207, 11742, 12464 ], [ 0, 46.482807, 0, 0, 46.482807, 0 ], [ 0, 8, 0, 0, 8, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375457, 342764, -6080, 298669, 404594, -514852 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758627314530, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 164, "offset": 243 } } }
# | 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) |
---|