Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46207.5153 | 6571.9936 | 39635.5217 | 33019.1978 | 2171.3849 | 30847.8129 |
Total P&L (%) | 46.2075 | 6.572 | 39.6355 | 33.0192 | 2.1714 | 30.8478 |
Avg Daily Profit (%) | 0.1774 | 0.0252 | 0.1522 | 0.1096 | 0.0082 | 0.1033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32748 | -28476 | -29061 | -41919 | -32305 | -34565 |
Profit Factor | 1.3161 | 1.0803 | 1.6159 | 1.2174 | 1.026 | 1.4515 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 71.4286 | 66.6667 | 76.3158 | 71.4286 | 66.6667 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.5265 | 0.5402 | 0.5015 | 0.4869 | 0.513 | 0.4505 |
Largest Winning Trade | 17800 | 8413 | 17800 | 15874 | 8839 | 15874 |
Largest Losing Trade | -28465 | -22749 | -28465 | -31222 | -22495 | -31222 |
Avg Bars in Trades | 302 | 333 | 270 | 302 | 333 | 270 |
Avg Bars in Winners | 158 | 161 | 155 | 158 | 161 | 155 |
Avg Bars in Losers | 661 | 678 | 637 | 661 | 678 | 637 |
Bars Traded | 23276 | 13015 | 10261 | 23276 | 13015 | 10261 |
Profit Streak | 40.5214 | 47.6047 | 40.5214 | 40.5214 | 47.6047 | 40.5214 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38598 | -456352 | 318079 | -94444 | -538790 | -55174 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735961400000, "first_datapoint_time": 1736163000000, "last_datapoint_time": 1758460500000, "evaluation_time": 1758460547866, "expiration_time": 1764940500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 225, "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": [ [ 46207.5152933243, 6571.9935704695, 39635.5217228549, 33019.1977968812, 2171.3848847565, 30847.8129121247 ], [ 46.207515, 6.571994, 39.635522, 33.019198, 2.171385, 30.847813 ], [ 0.177435, 0.025236, 0.152198, 0.109623, 0.008249, 0.103296 ], [ 10, 10, 10, 10, 10, 10 ], [ -32748, -28476, -29061, -41919, -32305, -34565 ], [ 1.316133, 1.080332, 1.615895, 1.217361, 1.025978, 1.451487 ], [ 77, 39, 38, 77, 39, 38 ], [ 55, 26, 29, 55, 26, 29 ], [ 22, 13, 9, 22, 13, 9 ], [ 71.428571, 66.666667, 76.315789, 71.428571, 66.666667, 76.315789 ], [ 0.526453, 0.540166, 0.501485, 0.486944, 0.512989, 0.450461 ], [ 17800, 8413, 17800, 15874, 8839, 15874 ], [ -28465, -22749, -28465, -31222, -22495, -31222 ], [ 302, 333, 270, 302, 333, 270 ], [ 158, 161, 155, 158, 161, 155 ], [ 661, 678, 637, 661, 678, 637 ], [ 23276, 13015, 10261, 23276, 13015, 10261 ], [ 40.521387, 47.604721, 40.521387, 40.521387, 47.604721, 40.521387 ], [ 13, 8, 6, 13, 8, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -38598, -456352, 318079, -94444, -538790, -55174 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735961400000, "first_datapoint_time": 1736163000000, "last_datapoint_time": 1758460500000, "evaluation_time": 1758460547866, "expiration_time": 1764940500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 225, "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) |
---|