Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132072.9785 | 1133126.6647 | -1053.6862 | 924577.0795 | 1363888.5014 | -439311.422 |
Total P&L (%) | 1132.073 | 1133.1267 | -1.0537 | 924.5771 | 1363.8885 | -439.3114 |
Avg Daily Profit (%) | 0.6242 | 0.6248 | -0.0006 | 0.1284 | 0.1481 | 0 |
Buy And Hold Return (%) | 552.6321 | 552.6321 | 552.6321 | 552.6321 | 552.6321 | 552.6321 |
Max Trade Drawdown | -164721 | -105729 | -133531 | -682585 | -399031 | -705625 |
Profit Factor | 2.8902 | 5.0248 | 0.9967 | 1.3224 | 2.2141 | 0.7482 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 44.5783 | 43.9024 | 45.2381 | 44.5783 | 43.9024 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.5932 | 6.4205 | 1.2065 | 1.644 | 2.8291 | 0.9057 |
Largest Winning Trade | 639422 | 639422 | 74839 | 630365 | 630365 | 506204 |
Largest Losing Trade | -34523 | -34523 | -31628 | -304995 | -166626 | -304995 |
Avg Bars in Trades | 127 | 117 | 137 | 127 | 117 | 137 |
Avg Bars in Winners | 196 | 179 | 212 | 196 | 179 | 212 |
Avg Bars in Losers | 72 | 69 | 75 | 72 | 69 | 75 |
Bars Traded | 10585 | 4821 | 5764 | 10585 | 4821 | 5764 |
Profit Streak | 12.7663 | 0 | 15.933 | 12.7663 | 0 | 15.933 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282307 | 381350 | -580341 | -31729 | 113682 | -582008 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10882, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603944000000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757442208889, "expiration_time": 1762134624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 27, "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": [ [ 1132072.9784950484, 1133126.6646988618, -1053.6862038138, 924577.0794754743, 1363888.5014306004, -439311.4219551263 ], [ 1132.072978, 1133.126665, -1.053686, 924.577079, 1363.888501, -439.311422 ], [ 0.624189, 0.62477, -0.000581, 0.128378, 0.148079, 0 ], [ 552.632107, 552.632107, 552.632107, 552.632107, 552.632107, 552.632107 ], [ -164721, -105729, -133531, -682585, -399031, -705625 ], [ 2.890202, 5.024774, 0.99668, 1.322385, 2.21405, 0.748175 ], [ 83, 41, 42, 83, 41, 42 ], [ 37, 18, 19, 37, 18, 19 ], [ 46, 23, 23, 46, 23, 23 ], [ 44.578313, 43.902439, 45.238095, 44.578313, 43.902439, 45.238095 ], [ 3.593225, 6.420544, 1.206507, 1.644046, 2.829064, 0.905685 ], [ 639422, 639422, 74839, 630365, 630365, 506204 ], [ -34523, -34523, -31628, -304995, -166626, -304995 ], [ 127, 117, 137, 127, 117, 137 ], [ 196, 179, 212, 196, 179, 212 ], [ 72, 69, 75, 72, 69, 75 ], [ 10585, 4821, 5764, 10585, 4821, 5764 ], [ 12.766306, 0, 15.932973, 12.766307, 0, 15.932973 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 282307, 381350, -580341, -31729, 113682, -582008 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10882, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603944000000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757442208889, "expiration_time": 1762134624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 27, "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) |
---|