Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175509.6271 | 1144304.7849 | 31204.8422 | 1807334.9414 | 2548629.8547 | -741294.9133 |
Total P&L (%) | 1175.5096 | 1144.3048 | 31.2048 | 1807.3349 | 2548.6299 | -741.2949 |
Avg Daily Profit (%) | 0.6455 | 0.6283 | 0.0171 | 0.162 | 0.1801 | 0 |
Buy And Hold Return (%) | 612.2231 | 612.2231 | 612.2231 | 612.2231 | 612.2231 | 612.2231 |
Max Trade Drawdown | -107255 | -70400 | -71595 | -3610631 | -2555647 | -1977972 |
Profit Factor | 3.366 | 5.5798 | 1.1263 | 1.201 | 1.561 | 0.8333 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 41.5385 | 40.625 | 42.4242 | 41.5385 | 40.625 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.7373 | 8.1551 | 1.5286 | 1.6903 | 2.2815 | 1.131 |
Largest Winning Trade | 623840 | 623840 | 73488 | 2820508 | 2820508 | 918159 |
Largest Losing Trade | -43561 | -28430 | -43561 | -980948 | -980948 | -740903 |
Avg Bars in Trades | 161 | 148 | 173 | 161 | 148 | 173 |
Avg Bars in Winners | 270 | 236 | 302 | 270 | 236 | 302 |
Avg Bars in Losers | 83 | 88 | 78 | 83 | 88 | 78 |
Bars Traded | 10492 | 4759 | 5733 | 10492 | 4759 | 5733 |
Profit Streak | 0 | 108.9711 | 0 | 0 | 108.9711 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128708 | 325480 | -419140 | -134418 | 196711 | -582082 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603800000000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758093502818, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "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": [ [ 1175509.6270655887, 1144304.784868622, 31204.8421969664, 1807334.941429146, 2548629.854707602, -741294.9132784556 ], [ 1175.509627, 1144.304785, 31.204842, 1807.334941, 2548.629855, -741.294913 ], [ 0.645469, 0.628335, 0.017135, 0.162021, 0.180081, 0 ], [ 612.223064, 612.223064, 612.223064, 612.223064, 612.223064, 612.223064 ], [ -107255, -70400, -71595, -3610631, -2555647, -1977972 ], [ 3.366003, 5.579774, 1.126349, 1.201028, 1.561048, 0.833336 ], [ 65, 32, 33, 65, 32, 33 ], [ 27, 13, 14, 27, 13, 14 ], [ 38, 19, 19, 38, 19, 19 ], [ 41.538462, 40.625, 42.424242, 41.538462, 40.625, 42.424242 ], [ 4.737338, 8.155054, 1.528617, 1.690336, 2.281532, 1.130956 ], [ 623840, 623840, 73488, 2820508, 2820508, 918159 ], [ -43561, -28430, -43561, -980948, -980948, -740903 ], [ 161, 148, 173, 161, 148, 173 ], [ 270, 236, 302, 270, 236, 302 ], [ 83, 88, 78, 83, 88, 78 ], [ 10492, 4759, 5733, 10492, 4759, 5733 ], [ 0, 108.971097, 0, 0, 108.971097, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128708, 325480, -419140, -134418, 196711, -582082 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603800000000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758093502818, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "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) |
---|