Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074575.7518 | 1089337.1326 | -14761.3808 | 760502.9625 | 1102195.8436 | -341692.8811 |
Total P&L (%) | 1074.5758 | 1089.3371 | -14.7614 | 760.503 | 1102.1958 | -341.6929 |
Avg Daily Profit (%) | 0.5899 | 0.598 | -0.0081 | 0.1182 | 0.1366 | 0 |
Buy And Hold Return (%) | 643.9776 | 643.9776 | 643.9776 | 643.9776 | 643.9776 | 643.9776 |
Max Trade Drawdown | -136754 | -81364 | -109049 | -1300110 | -837158 | -668930 |
Profit Factor | 2.907 | 4.9449 | 0.9486 | 1.2287 | 1.671 | 0.797 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 40.9836 | 43.3333 | 38.7097 | 40.9836 | 43.3333 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.1861 | 6.4664 | 1.502 | 1.7693 | 2.1852 | 1.2619 |
Largest Winning Trade | 566767 | 566767 | 73975 | 876060 | 876060 | 366858 |
Largest Losing Trade | -35541 | -31852 | -35541 | -353692 | -353692 | -254157 |
Avg Bars in Trades | 171 | 159 | 183 | 171 | 159 | 183 |
Avg Bars in Winners | 294 | 266 | 324 | 294 | 266 | 324 |
Avg Bars in Losers | 86 | 78 | 94 | 86 | 78 | 94 |
Bars Traded | 10487 | 4793 | 5694 | 10487 | 4793 | 5694 |
Profit Streak | 0 | 166.5006 | 0 | 0 | 166.5006 | 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 | -161961 | 308723 | -582430 | -313268 | -17573 | -583541 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10930, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603857600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758139255019, "expiration_time": 1762846560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 2.51315 } } }
{ "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": [ [ 1074575.7518147323, 1089337.1325882515, -14761.3807735195, 760502.9625145171, 1102195.8435859906, -341692.8810714732 ], [ 1074.575752, 1089.337133, -14.761381, 760.502963, 1102.195844, -341.692881 ], [ 0.589885, 0.597988, -0.008103, 0.118222, 0.136602, 0 ], [ 643.977619, 643.977619, 643.977619, 643.977619, 643.977619, 643.977619 ], [ -136754, -81364, -109049, -1300110, -837158, -668930 ], [ 2.906983, 4.944863, 0.94863, 1.22866, 1.671031, 0.797018 ], [ 61, 30, 31, 61, 30, 31 ], [ 25, 13, 12, 25, 13, 12 ], [ 36, 17, 19, 36, 17, 19 ], [ 40.983607, 43.333333, 38.709677, 40.983607, 43.333333, 38.709677 ], [ 4.186056, 6.466359, 1.501998, 1.769271, 2.185194, 1.261946 ], [ 566767, 566767, 73975, 876060, 876060, 366858 ], [ -35541, -31852, -35541, -353692, -353692, -254157 ], [ 171, 159, 183, 171, 159, 183 ], [ 294, 266, 324, 294, 266, 324 ], [ 86, 78, 94, 86, 78, 94 ], [ 10487, 4793, 5694, 10487, 4793, 5694 ], [ 0, 166.500637, 0, 0, 166.500637, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161961, 308723, -582430, -313268, -17573, -583541 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10930, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603857600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758139255019, "expiration_time": 1762846560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 2.51315 } } }
# | 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) |
---|