Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361039.2213 | 1272422.161 | 88617.0603 | 7688236.0566 | 9222106.4036 | -1533870.347 |
Total P&L (%) | 1361.0392 | 1272.4222 | 88.6171 | 7688.2361 | 9222.1064 | -1533.8703 |
Avg Daily Profit (%) | 0.7486 | 0.6999 | 0.0487 | 0.2398 | 0.2498 | 0 |
Buy And Hold Return (%) | 651.0703 | 651.0703 | 651.0703 | 651.0703 | 651.0703 | 651.0703 |
Max Trade Drawdown | -91378 | -67438 | -71234 | -13621958 | -9842639 | -11005482 |
Profit Factor | 2.6253 | 4.1628 | 1.2037 | 1.113 | 1.2602 | 0.953 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 52.7273 | 50 | 55.4217 | 52.7273 | 50 | 55.4217 |
Ratio Avg Win / Avg Loss | 2.3537 | 4.1628 | 0.9682 | 0.9979 | 1.2602 | 0.7665 |
Largest Winning Trade | 755404 | 755404 | 75393 | 8250367 | 8250367 | 2540023 |
Largest Losing Trade | -28912 | -28912 | -28091 | -4589067 | -4589067 | -4114880 |
Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Winners | 82 | 86 | 79 | 82 | 86 | 79 |
Avg Bars in Losers | 46 | 46 | 45 | 46 | 46 | 45 |
Bars Traded | 10790 | 5461 | 5328 | 10790 | 5461 | 5328 |
Profit Streak | 0 | 81.4543 | 0 | 0 | 81.4543 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455981 | 316889 | -295392 | -88308 | 173093 | -580407 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10908, "evaluation_days": 1818, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757818454529, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 82, "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": [ [ 1361039.2213173495, 1272422.1609745244, 88617.0603428248, 7688236.056587178, 9222106.403634407, -1533870.347047228 ], [ 1361.039221, 1272.422161, 88.61706, 7688.236057, 9222.106404, -1533.870347 ], [ 0.748646, 0.699902, 0.048744, 0.239847, 0.24976, 0 ], [ 651.070275, 651.070275, 651.070275, 651.070275, 651.070275, 651.070275 ], [ -91378, -67438, -71234, -13621958, -9842639, -11005482 ], [ 2.625328, 4.162768, 1.20368, 1.11299, 1.260235, 0.952957 ], [ 165, 82, 83, 165, 82, 83 ], [ 87, 41, 46, 87, 41, 46 ], [ 78, 41, 37, 78, 41, 37 ], [ 52.727273, 50, 55.421687, 52.727273, 50, 55.421687 ], [ 2.353742, 4.162768, 0.968177, 0.997853, 1.260235, 0.766509 ], [ 755404, 755404, 75393, 8250367, 8250367, 2540023 ], [ -28912, -28912, -28091, -4589067, -4589067, -4114880 ], [ 65, 66, 64, 65, 66, 64 ], [ 82, 86, 79, 82, 86, 79 ], [ 46, 46, 45, 46, 46, 45 ], [ 10790, 5461, 5328, 10790, 5461, 5328 ], [ 0, 81.454335, 0, 0, 81.454335, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455981, 316889, -295392, -88308, 173093, -580407 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10908, "evaluation_days": 1818, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757818454529, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 82, "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) |
---|