Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111847.3995 | 45585.383 | 66262.0165 | 138957.3509 | 77480.9918 | 61476.3591 |
Total P&L (%) | 111.8474 | 45.5854 | 66.262 | 138.9574 | 77.481 | 61.4764 |
Avg Daily Profit (%) | 0.4295 | 0.175 | 0.2544 | 0.3351 | 0.2205 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34516 | -24426 | -34516 | -85914 | -38502 | -85914 |
Profit Factor | 1.6694 | 1.655 | 1.6797 | 1.4524 | 1.7003 | 1.3129 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 68.9655 | 63.6364 | 74.4186 | 68.9655 | 63.6364 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.7512 | 0.9457 | 0.5774 | 0.6536 | 0.9716 | 0.4513 |
Largest Winning Trade | 16977 | 13737 | 16977 | 24168 | 17366 | 24168 |
Largest Losing Trade | -34516 | -14563 | -34516 | -85914 | -21469 | -85914 |
Avg Bars in Trades | 281 | 288 | 273 | 281 | 288 | 273 |
Avg Bars in Winners | 234 | 247 | 223 | 234 | 247 | 223 |
Avg Bars in Losers | 384 | 359 | 420 | 384 | 359 | 420 |
Bars Traded | 24462 | 12697 | 11764 | 24462 | 12697 | 11764 |
Profit Streak | 7.2523 | 7.8461 | 7.2523 | 7.2523 | 7.8461 | 7.2523 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471830 | 273748 | 386771 | 405490 | 353026 | 284955 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734935400000, "first_datapoint_time": 1735250400000, "last_datapoint_time": 1757434500000, "evaluation_time": 1757434699072, "expiration_time": 1763914500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 240, "offset": 111 } } }
{ "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": [ [ 111847.3995019332, 45585.3829828899, 66262.0165190433, 138957.3508671722, 77480.9917702723, 61476.3590968999 ], [ 111.8474, 45.585383, 66.262017, 138.957351, 77.480992, 61.476359 ], [ 0.429489, 0.175046, 0.254443, 0.335064, 0.220538, 0.184175 ], [ 10, 10, 10, 10, 10, 10 ], [ -34516, -24426, -34516, -85914, -38502, -85914 ], [ 1.669397, 1.654972, 1.679695, 1.452433, 1.700349, 1.312854 ], [ 87, 44, 43, 87, 44, 43 ], [ 60, 28, 32, 60, 28, 32 ], [ 27, 16, 11, 27, 16, 11 ], [ 68.965517, 63.636364, 74.418605, 68.965517, 63.636364, 74.418605 ], [ 0.751229, 0.945698, 0.577395, 0.653595, 0.971628, 0.451294 ], [ 16977, 13737, 16977, 24168, 17366, 24168 ], [ -34516, -14563, -34516, -85914, -21469, -85914 ], [ 281, 288, 273, 281, 288, 273 ], [ 234, 247, 223, 234, 247, 223 ], [ 384, 359, 420, 384, 359, 420 ], [ 24462, 12697, 11764, 24462, 12697, 11764 ], [ 7.252304, 7.846054, 7.252304, 7.252304, 7.846054, 7.252304 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471830, 273748, 386771, 405490, 353026, 284955 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734935400000, "first_datapoint_time": 1735250400000, "last_datapoint_time": 1757434500000, "evaluation_time": 1757434699072, "expiration_time": 1763914500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 240, "offset": 111 } } }
# | 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) |
---|