Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104677.5937 | 38813.6701 | 65863.9236 | 139782.0271 | 67137.1726 | 72644.8546 |
Total P&L (%) | 104.6776 | 38.8137 | 65.8639 | 139.782 | 67.1372 | 72.6449 |
Avg Daily Profit (%) | 0.402 | 0.149 | 0.2529 | 0.3364 | 0.1974 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27918 | -22783 | -28397 | -48245 | -27600 | -55990 |
Profit Factor | 1.7497 | 1.6522 | 1.8221 | 1.6687 | 1.8117 | 1.575 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 60.5263 | 55.2632 | 65.7895 | 60.5263 | 55.2632 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.1411 | 1.3375 | 0.9475 | 1.0883 | 1.4666 | 0.819 |
Largest Winning Trade | 23124 | 13069 | 23124 | 23547 | 21785 | 23547 |
Largest Losing Trade | -23406 | -8927 | -23406 | -46800 | -12230 | -46800 |
Avg Bars in Trades | 314 | 343 | 284 | 314 | 343 | 284 |
Avg Bars in Winners | 269 | 307 | 238 | 269 | 307 | 238 |
Avg Bars in Losers | 382 | 387 | 374 | 382 | 387 | 374 |
Bars Traded | 23875 | 13052 | 10823 | 23875 | 13052 | 10823 |
Profit Streak | 30.8749 | 30.8749 | 36.2707 | 30.8749 | 30.8749 | 36.2707 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40338 | 230724 | 384351 | -41055 | 379260 | 360118 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735663500000, "first_datapoint_time": 1735861500000, "last_datapoint_time": 1758162600000, "evaluation_time": 1758163487059, "expiration_time": 1764642600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 220, "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": [ [ 104677.5937011827, 38813.6700850554, 65863.9236161273, 139782.0271319378, 67137.1725674492, 72644.8545644886 ], [ 104.677594, 38.81367, 65.863924, 139.782027, 67.137173, 72.644855 ], [ 0.401957, 0.149043, 0.252914, 0.336391, 0.197432, 0.209907 ], [ 10, 10, 10, 10, 10, 10 ], [ -27918, -22783, -28397, -48245, -27600, -55990 ], [ 1.749681, 1.65224, 1.822054, 1.668664, 1.811737, 1.575 ], [ 76, 38, 38, 76, 38, 38 ], [ 46, 21, 25, 46, 21, 25 ], [ 30, 17, 13, 30, 17, 13 ], [ 60.526316, 55.263158, 65.789474, 60.526316, 55.263158, 65.789474 ], [ 1.141097, 1.337528, 0.947468, 1.088259, 1.466644, 0.819 ], [ 23124, 13069, 23124, 23547, 21785, 23547 ], [ -23406, -8927, -23406, -46800, -12230, -46800 ], [ 314, 343, 284, 314, 343, 284 ], [ 269, 307, 238, 269, 307, 238 ], [ 382, 387, 374, 382, 387, 374 ], [ 23875, 13052, 10823, 23875, 13052, 10823 ], [ 30.87485, 30.87485, 36.270683, 30.87485, 30.87485, 36.270684 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -40338, 230724, 384351, -41055, 379260, 360118 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735663500000, "first_datapoint_time": 1735861500000, "last_datapoint_time": 1758162600000, "evaluation_time": 1758163487059, "expiration_time": 1764642600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 220, "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) |
---|