Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -866995.5538 | 146040.9027 | -1013036.4565 | -4978946.3066 | -17306842.751 | 12327896.4444 |
Total P&L (%) | -866.9956 | 146.0409 | -1013.0365 | -4978.9463 | -17306.8428 | 12327.8964 |
Avg Daily Profit (%) | -0.4749 | 0.08 | -0.5548 | 0 | 0 | 0.2645 |
Buy And Hold Return (%) | 738.8666 | 738.8666 | 738.8666 | 738.8666 | 738.8666 | 738.8666 |
Max Trade Drawdown | -1054633 | -151413 | -1112125 | -36007035 | -26530223 | -10730020 |
Profit Factor | 0.461 | 1.5261 | 0.2388 | 0.9244 | 0.5503 | 1.4505 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 25 | 12 | 13 |
Losing Trades | 22 | 11 | 11 | 35 | 18 | 17 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.2669 | 0.8835 | 0.1382 | 1.2941 | 0.8255 | 1.8968 |
Largest Winning Trade | 64664 | 63598 | 64664 | 27963624 | 6314263 | 27963624 |
Largest Losing Trade | -644252 | -75665 | -644252 | -22214397 | -22214397 | -7903075 |
Avg Bars in Trades | 176 | 186 | 166 | 176 | 186 | 166 |
Avg Bars in Winners | 104 | 115 | 92 | 173 | 181 | 166 |
Avg Bars in Losers | 301 | 308 | 293 | 178 | 189 | 166 |
Bars Traded | 10582 | 5591 | 4991 | 10582 | 5591 | 4991 |
Profit Streak | 42.0624 | 174.8958 | 0 | 0 | 0 | 111.0624 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751998 | -249101 | -579097 | -756129 | -584714 | 310539 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10955, "evaluation_days": 1825.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603166400000, "last_datapoint_time": 1758484800000, "evaluation_time": 1758490195428, "expiration_time": 1763217360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 136, "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": [ [ -866995.5537765318, 146040.9027462506, -1013036.456522782, -4978946.306596648, -17306842.751022793, 12327896.444426144 ], [ -866.995554, 146.040903, -1013.036457, -4978.946307, -17306.842751, 12327.896444 ], [ -0.47485, 0.079986, -0.554836, 0, 0, 0.264477 ], [ 738.866643, 738.866643, 738.866643, 738.866643, 738.866643, 738.866643 ], [ -1054633, -151413, -1112125, -36007035, -26530223, -10730020 ], [ 0.460965, 1.52606, 0.238781, 0.924392, 0.550344, 1.450524 ], [ 60, 30, 30, 60, 30, 30 ], [ 38, 19, 19, 25, 12, 13 ], [ 22, 11, 11, 35, 18, 17 ], [ 63.333333, 63.333333, 63.333333, 41.666667, 40, 43.333333 ], [ 0.266874, 0.883508, 0.138242, 1.294149, 0.825516, 1.896839 ], [ 64664, 63598, 64664, 27963624, 6314263, 27963624 ], [ -644252, -75665, -644252, -22214397, -22214397, -7903075 ], [ 176, 186, 166, 176, 186, 166 ], [ 104, 115, 92, 173, 181, 166 ], [ 301, 308, 293, 178, 189, 166 ], [ 10582, 5591, 4991, 10582, 5591, 4991 ], [ 42.062447, 174.89578, 0, 0, 0, 111.062447 ], [ 1, 3, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -751998, -249101, -579097, -756129, -584714, 310539 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10955, "evaluation_days": 1825.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603166400000, "last_datapoint_time": 1758484800000, "evaluation_time": 1758490195428, "expiration_time": 1763217360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 136, "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) |
---|