Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -909884.7567 | 92344.1178 | -1002228.8745 | -2884863.8163 | -6911275.1682 | 4026411.3519 |
Total P&L (%) | -909.8848 | 92.3441 | -1002.2289 | -2884.8638 | -6911.2752 | 4026.4114 |
Avg Daily Profit (%) | -0.4986 | 0.0506 | -0.5492 | 0 | 0 | 0.2041 |
Buy And Hold Return (%) | 658.0208 | 658.0208 | 658.0208 | 658.0208 | 658.0208 | 658.0208 |
Max Trade Drawdown | -1103904 | -140137 | -1104874 | -15750675 | -11009311 | -4929054 |
Profit Factor | 0.43 | 1.3369 | 0.2421 | 0.8926 | 0.5384 | 1.3388 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 18 | 20 | 31 | 15 | 16 |
Losing Trades | 26 | 14 | 12 | 33 | 17 | 16 |
Profitability (%) | 59.375 | 56.25 | 62.5 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 0.2942 | 1.0398 | 0.1453 | 0.9502 | 0.6102 | 1.3388 |
Largest Winning Trade | 78344 | 78344 | 50381 | 9500890 | 1545575 | 9500890 |
Largest Losing Trade | -582009 | -75242 | -582009 | -8539381 | -8539381 | -2773079 |
Avg Bars in Trades | 164 | 169 | 160 | 164 | 169 | 160 |
Avg Bars in Winners | 101 | 102 | 101 | 158 | 164 | 151 |
Avg Bars in Losers | 256 | 254 | 259 | 171 | 173 | 169 |
Bars Traded | 10554 | 5418 | 5136 | 10554 | 5418 | 5136 |
Profit Streak | 0 | 0 | 0 | 112.0515 | 150.7182 | 112.0515 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723062 | -290024 | -579190 | -723458 | -580673 | 314348 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10949, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1758398400000, "evaluation_time": 1758402848277, "expiration_time": 1763128368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 49 } } }
{ "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": [ [ -909884.7566811737, 92344.1177912526, -1002228.8744724261, -2884863.816297806, -6911275.168203396, 4026411.351905589 ], [ -909.884757, 92.344118, -1002.228874, -2884.863816, -6911.275168, 4026.411352 ], [ -0.498613, 0.050604, -0.549218, 0, 0, 0.204062 ], [ 658.020812, 658.020812, 658.020812, 658.020812, 658.020812, 658.020812 ], [ -1103904, -140137, -1104874, -15750675, -11009311, -4929054 ], [ 0.430046, 1.336936, 0.242083, 0.892577, 0.538399, 1.338845 ], [ 64, 32, 32, 64, 32, 32 ], [ 38, 18, 20, 31, 15, 16 ], [ 26, 14, 12, 33, 17, 16 ], [ 59.375, 56.25, 62.5, 48.4375, 46.875, 50 ], [ 0.294242, 1.039839, 0.14525, 0.950162, 0.610186, 1.338845 ], [ 78344, 78344, 50381, 9500890, 1545575, 9500890 ], [ -582009, -75242, -582009, -8539381, -8539381, -2773079 ], [ 164, 169, 160, 164, 169, 160 ], [ 101, 102, 101, 158, 164, 151 ], [ 256, 254, 259, 171, 173, 169 ], [ 10554, 5418, 5136, 10554, 5418, 5136 ], [ 0, 0, 0, 112.051485, 150.718151, 112.051485 ], [ 0, 0, 0, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -723062, -290024, -579190, -723458, -580673, 314348 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10949, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1758398400000, "evaluation_time": 1758402848277, "expiration_time": 1763128368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 49 } } }
# | 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) |
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