Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83713.0135 | 33008.6261 | 50704.3874 | 88499.2902 | 34645.3641 | 53853.9261 |
Total P&L (%) | 83.713 | 33.0086 | 50.7044 | 88.4993 | 34.6454 | 53.8539 |
Avg Daily Profit (%) | 0.3215 | 0.1268 | 0.1947 | 0.2437 | 0.1143 | 0.1656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45903 | -34942 | -43067 | -57364 | -47089 | -45706 |
Profit Factor | 1.4004 | 1.3316 | 1.4628 | 1.3515 | 1.2878 | 1.4098 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 59.434 | 60.3774 | 58.4906 | 59.434 | 60.3774 | 58.4906 |
Ratio Avg Win / Avg Loss | 0.9558 | 0.8739 | 1.0381 | 0.9224 | 0.8451 | 1.0005 |
Largest Winning Trade | 14996 | 13442 | 14996 | 15757 | 13881 | 15757 |
Largest Losing Trade | -16740 | -16740 | -16516 | -25270 | -23029 | -25270 |
Avg Bars in Trades | 228 | 243 | 213 | 228 | 243 | 213 |
Avg Bars in Winners | 211 | 223 | 198 | 211 | 223 | 198 |
Avg Bars in Losers | 254 | 273 | 235 | 254 | 273 | 235 |
Bars Traded | 24239 | 12899 | 11340 | 24239 | 12899 | 11340 |
Profit Streak | 7.4535 | 7.5993 | 0 | 7.4535 | 7.5993 | 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 | 305224 | -207464 | -172981 | 270551 | -224197 | -173344 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735346700000, "first_datapoint_time": 1735491600000, "last_datapoint_time": 1757845800000, "evaluation_time": 1757846279740, "expiration_time": 1764325800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 129, "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": [ [ 83713.0134867541, 33008.6261006384, 50704.3873861157, 88499.2902055767, 34645.3640845918, 53853.9261209849 ], [ 83.713013, 33.008626, 50.704387, 88.49929, 34.645364, 53.853926 ], [ 0.321454, 0.126752, 0.194702, 0.24372, 0.114294, 0.165575 ], [ 10, 10, 10, 10, 10, 10 ], [ -45903, -34942, -43067, -57364, -47089, -45706 ], [ 1.400363, 1.331618, 1.462824, 1.351478, 1.287812, 1.409794 ], [ 106, 53, 53, 106, 53, 53 ], [ 63, 32, 31, 63, 32, 31 ], [ 43, 21, 22, 43, 21, 22 ], [ 59.433962, 60.377358, 58.490566, 59.433962, 60.377358, 58.490566 ], [ 0.955804, 0.873874, 1.038133, 0.922437, 0.845127, 1.000499 ], [ 14996, 13442, 14996, 15757, 13881, 15757 ], [ -16740, -16740, -16516, -25270, -23029, -25270 ], [ 228, 243, 213, 228, 243, 213 ], [ 211, 223, 198, 211, 223, 198 ], [ 254, 273, 235, 254, 273, 235 ], [ 24239, 12899, 11340, 24239, 12899, 11340 ], [ 7.453469, 7.599302, 0, 7.453469, 7.599303, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305224, -207464, -172981, 270551, -224197, -173344 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735346700000, "first_datapoint_time": 1735491600000, "last_datapoint_time": 1757845800000, "evaluation_time": 1757846279740, "expiration_time": 1764325800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 129, "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) |
---|