Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257663.0078 | 1170028.4981 | 87634.5097 | 6607642.3429 | 4636125.4946 | 1971516.8483 |
Total P&L (%) | 1257.663 | 1170.0285 | 87.6345 | 6607.6423 | 4636.1255 | 1971.5168 |
Avg Daily Profit (%) | 0.6886 | 0.6406 | 0.048 | 0.2306 | 0.2115 | 0.1661 |
Buy And Hold Return (%) | 775.8074 | 775.8074 | 775.8074 | 775.8074 | 775.8074 | 775.8074 |
Max Trade Drawdown | -65020 | -55077 | -81002 | -705264 | -780661 | -583235 |
Profit Factor | 3.9567 | 7.3774 | 1.3623 | 2.174 | 2.8333 | 1.6361 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 48.9583 | 43.75 | 54.1667 | 48.9583 | 43.75 | 54.1667 |
Ratio Avg Win / Avg Loss | 4.1251 | 9.4852 | 1.1527 | 2.2666 | 3.6428 | 1.3844 |
Largest Winning Trade | 581529 | 581529 | 73665 | 2542858 | 2542858 | 1981476 |
Largest Losing Trade | -46504 | -25122 | -46504 | -705264 | -705264 | -362411 |
Avg Bars in Trades | 108 | 98 | 119 | 108 | 98 | 119 |
Avg Bars in Winners | 162 | 162 | 162 | 162 | 162 | 162 |
Avg Bars in Losers | 57 | 48 | 68 | 57 | 48 | 68 |
Bars Traded | 10452 | 4730 | 5722 | 10452 | 4730 | 5722 |
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 | 348475 | 281608 | -293512 | 442287 | 378699 | 246410 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10958, "evaluation_days": 1826.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1605470400000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758541360593, "expiration_time": 1763261856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 82 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1257663.0078068655, 1170028.4981164664, 87634.509690399, 6607642.3428803235, 4636125.494626603, 1971516.848253719 ], [ 1257.663008, 1170.028498, 87.63451, 6607.642343, 4636.125495, 1971.516848 ], [ 0.688629, 0.640645, 0.047984, 0.230554, 0.211456, 0.166092 ], [ 775.807407, 775.807407, 775.807407, 775.807407, 775.807407, 775.807407 ], [ -65020, -55077, -81002, -705264, -780661, -583235 ], [ 3.956726, 7.377405, 1.362288, 2.174041, 2.833304, 1.63612 ], [ 96, 48, 48, 96, 48, 48 ], [ 47, 21, 26, 47, 21, 26 ], [ 49, 27, 22, 49, 27, 22 ], [ 48.958333, 43.75, 54.166667, 48.958333, 43.75, 54.166667 ], [ 4.125097, 9.485236, 1.152705, 2.266553, 3.64282, 1.38441 ], [ 581529, 581529, 73665, 2542858, 2542858, 1981476 ], [ -46504, -25122, -46504, -705264, -705264, -362411 ], [ 108, 98, 119, 108, 98, 119 ], [ 162, 162, 162, 162, 162, 162 ], [ 57, 48, 68, 57, 48, 68 ], [ 10452, 4730, 5722, 10452, 4730, 5722 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348475, 281608, -293512, 442287, 378699, 246410 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10958, "evaluation_days": 1826.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1605470400000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758541360593, "expiration_time": 1763261856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 82 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|