Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386078.0825 | 1330376.7206 | 55701.3619 | 3561138.527 | 4281334.7064 | -720196.1794 |
Total P&L (%) | 1386.0781 | 1330.3767 | 55.7014 | 3561.1385 | 4281.3347 | -720.1962 |
Avg Daily Profit (%) | 0.761 | 0.7304 | 0.0306 | 0.1979 | 0.2077 | 0 |
Buy And Hold Return (%) | 622.8916 | 622.8916 | 622.8916 | 622.8916 | 622.8916 | 622.8916 |
Max Trade Drawdown | -99657 | -55005 | -64235 | -9229138 | -4957464 | -5117767 |
Profit Factor | 3.5081 | 6.2782 | 1.1853 | 1.1734 | 1.4685 | 0.9368 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 37.8378 | 35.1351 | 40.5405 | 37.8378 | 35.1351 | 40.5405 |
Ratio Avg Win / Avg Loss | 5.7633 | 11.5905 | 1.7385 | 1.9277 | 2.711 | 1.374 |
Largest Winning Trade | 746834 | 746834 | 78004 | 6147370 | 6147370 | 2206507 |
Largest Losing Trade | -22927 | -21669 | -22927 | -2033111 | -2033111 | -1649910 |
Avg Bars in Trades | 144 | 134 | 154 | 144 | 134 | 154 |
Avg Bars in Winners | 252 | 225 | 276 | 252 | 225 | 276 |
Avg Bars in Losers | 78 | 84 | 72 | 78 | 84 | 72 |
Bars Traded | 10690 | 4958 | 5731 | 10690 | 4958 | 5731 |
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 | -59361 | 336252 | -337060 | -95048 | 160866 | -582784 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10929, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602979200000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758112533904, "expiration_time": 1762831728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 110, "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": [ [ 1386078.0825091319, 1330376.7205897614, 55701.3619193704, 3561138.526997452, 4281334.706443603, -720196.1794461517 ], [ 1386.078083, 1330.376721, 55.701362, 3561.138527, 4281.334706, -720.196179 ], [ 0.760954, 0.730374, 0.03058, 0.197855, 0.207733, 0 ], [ 622.891566, 622.891566, 622.891566, 622.891566, 622.891566, 622.891566 ], [ -99657, -55005, -64235, -9229138, -4957464, -5117767 ], [ 3.508107, 6.278176, 1.185309, 1.173373, 1.468459, 0.936831 ], [ 74, 37, 37, 74, 37, 37 ], [ 28, 13, 15, 28, 13, 15 ], [ 46, 24, 22, 46, 24, 22 ], [ 37.837838, 35.135135, 40.540541, 37.837838, 35.135135, 40.540541 ], [ 5.763319, 11.590479, 1.738453, 1.927685, 2.711002, 1.374019 ], [ 746834, 746834, 78004, 6147370, 6147370, 2206507 ], [ -22927, -21669, -22927, -2033111, -2033111, -1649910 ], [ 144, 134, 154, 144, 134, 154 ], [ 252, 225, 276, 252, 225, 276 ], [ 78, 84, 72, 78, 84, 72 ], [ 10690, 4958, 5731, 10690, 4958, 5731 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59361, 336252, -337060, -95048, 160866, -582784 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10929, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602979200000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758112533904, "expiration_time": 1762831728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 110, "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) |
---|