Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735898.1168 | 643633.6425 | 92264.4744 | 6561567.7864 | 5330629.73 | 1230938.0564 |
Total P&L (%) | 735.8981 | 643.6336 | 92.2645 | 6561.5678 | 5330.6297 | 1230.9381 |
Avg Daily Profit (%) | 0.4058 | 0.3549 | 0.0509 | 0.2318 | 0.2205 | 0.1428 |
Buy And Hold Return (%) | 554.0577 | 554.0577 | 554.0577 | 554.0577 | 554.0577 | 554.0577 |
Max Trade Drawdown | -76692 | -52232 | -118315 | -7275620 | -3445304 | -5255200 |
Profit Factor | 1.7349 | 2.4328 | 1.1671 | 1.2206 | 1.38 | 1.0783 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 51.3725 | 51.1811 | 51.5625 | 51.3725 | 51.1811 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6422 | 2.3205 | 1.0964 | 1.1554 | 1.3163 | 1.013 |
Largest Winning Trade | 96241 | 96241 | 74623 | 3279954 | 3279954 | 2393632 |
Largest Losing Trade | -32266 | -32266 | -31403 | -2993264 | -1630852 | -2993264 |
Avg Bars in Trades | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Winners | 52 | 43 | 60 | 52 | 43 | 60 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 10785 | 4898 | 5887 | 10785 | 4898 | 5887 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49074 | -101546 | -327464 | 339135 | 313984 | -141719 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10881, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601928000000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757422055453, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 37, "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": [ [ 735898.1168318789, 643633.642453598, 92264.474378281, 6561567.786350319, 5330629.729958138, 1230938.0563921807 ], [ 735.898117, 643.633642, 92.264474, 6561.567786, 5330.62973, 1230.938056 ], [ 0.405789, 0.354912, 0.050876, 0.231806, 0.220515, 0.142835 ], [ 554.05772, 554.05772, 554.05772, 554.05772, 554.05772, 554.05772 ], [ -76692, -52232, -118315, -7275620, -3445304, -5255200 ], [ 1.734935, 2.432832, 1.167113, 1.220625, 1.379997, 1.07834 ], [ 255, 127, 128, 255, 127, 128 ], [ 131, 65, 66, 131, 65, 66 ], [ 124, 62, 62, 124, 62, 62 ], [ 51.372549, 51.181102, 51.5625, 51.372549, 51.181102, 51.5625 ], [ 1.642228, 2.320548, 1.096379, 1.155401, 1.316305, 1.012986 ], [ 96241, 96241, 74623, 3279954, 3279954, 2393632 ], [ -32266, -32266, -31403, -2993264, -1630852, -2993264 ], [ 42, 38, 45, 42, 38, 45 ], [ 52, 43, 60, 52, 43, 60 ], [ 31, 33, 30, 31, 33, 30 ], [ 10785, 4898, 5887, 10785, 4898, 5887 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49074, -101546, -327464, 339135, 313984, -141719 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10881, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601928000000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757422055453, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 37, "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) |
---|