Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107400.1614 | 40651.0358 | 66749.1256 | 141693.4749 | 60824.4853 | 80868.9897 |
Total P&L (%) | 107.4002 | 40.651 | 66.7491 | 141.6935 | 60.8245 | 80.869 |
Avg Daily Profit (%) | 0.4124 | 0.1561 | 0.2563 | 0.3395 | 0.1826 | 0.2278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36321 | -21261 | -28830 | -58385 | -33790 | -51771 |
Profit Factor | 1.6942 | 1.5639 | 1.808 | 1.6183 | 1.5917 | 1.64 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 64.3678 | 63.6364 | 65.1163 | 64.3678 | 63.6364 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.9379 | 0.8937 | 0.9686 | 0.8959 | 0.9095 | 0.8786 |
Largest Winning Trade | 16319 | 11490 | 16319 | 22140 | 18734 | 22140 |
Largest Losing Trade | -28830 | -17066 | -28830 | -51771 | -23087 | -51771 |
Avg Bars in Trades | 267 | 296 | 238 | 267 | 296 | 238 |
Avg Bars in Winners | 228 | 279 | 178 | 228 | 279 | 178 |
Avg Bars in Losers | 337 | 325 | 349 | 337 | 325 | 349 |
Bars Traded | 23266 | 13026 | 10240 | 23266 | 13026 | 10240 |
Profit Streak | 37.0984 | 37.0984 | 40.4109 | 37.0984 | 37.0984 | 40.4109 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451262 | 254800 | 385920 | 423540 | 324977 | 373283 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736003700000, "first_datapoint_time": 1736208900000, "last_datapoint_time": 1758502800000, "evaluation_time": 1758503204211, "expiration_time": 1764982800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 229, "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": [ [ 107400.1614136734, 40651.035782734, 66749.1256309395, 141693.4749406385, 60824.4852731954, 80868.9896674432 ], [ 107.400161, 40.651036, 66.749126, 141.693475, 60.824485, 80.86899 ], [ 0.412411, 0.156098, 0.256313, 0.339451, 0.182619, 0.227816 ], [ 10, 10, 10, 10, 10, 10 ], [ -36321, -21261, -28830, -58385, -33790, -51771 ], [ 1.694229, 1.563887, 1.807969, 1.618326, 1.591706, 1.639982 ], [ 87, 44, 43, 87, 44, 43 ], [ 56, 28, 28, 56, 28, 28 ], [ 31, 16, 15, 31, 16, 15 ], [ 64.367816, 63.636364, 65.116279, 64.367816, 63.636364, 65.116279 ], [ 0.937877, 0.89365, 0.968555, 0.895859, 0.909546, 0.878562 ], [ 16319, 11490, 16319, 22140, 18734, 22140 ], [ -28830, -17066, -28830, -51771, -23087, -51771 ], [ 267, 296, 238, 267, 296, 238 ], [ 228, 279, 178, 228, 279, 178 ], [ 337, 325, 349, 337, 325, 349 ], [ 23266, 13026, 10240, 23266, 13026, 10240 ], [ 37.098428, 37.098428, 40.410928, 37.098428, 37.098428, 40.410928 ], [ 10, 5, 6, 10, 5, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 451262, 254800, 385920, 423540, 324977, 373283 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736003700000, "first_datapoint_time": 1736208900000, "last_datapoint_time": 1758502800000, "evaluation_time": 1758503204211, "expiration_time": 1764982800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 229, "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) |
---|