Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198707.8118 | 1157178.6445 | 41529.1672 | 2879001.0028 | 4203618.0214 | -1324617.0186 |
Total P&L (%) | 1198.7078 | 1157.1786 | 41.5292 | 2879.001 | 4203.618 | -1324.617 |
Avg Daily Profit (%) | 0.6607 | 0.6378 | 0.0229 | 0.1873 | 0.2076 | 0 |
Buy And Hold Return (%) | 548.7443 | 548.7443 | 548.7443 | 548.7443 | 548.7443 | 548.7443 |
Max Trade Drawdown | -106661 | -64961 | -63371 | -6189773 | -3219367 | -3493866 |
Profit Factor | 3.041 | 5.4644 | 1.1266 | 1.1651 | 1.5812 | 0.8702 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 40.8602 | 45.6522 | 36.1702 | 40.8602 | 45.6522 | 36.1702 |
Ratio Avg Win / Avg Loss | 4.4014 | 6.5053 | 1.9881 | 1.6863 | 1.8823 | 1.5357 |
Largest Winning Trade | 640597 | 640597 | 75479 | 4732859 | 4732859 | 1951449 |
Largest Losing Trade | -31752 | -27611 | -31752 | -2257814 | -957243 | -2257814 |
Avg Bars in Trades | 114 | 107 | 121 | 114 | 107 | 121 |
Avg Bars in Winners | 184 | 167 | 205 | 184 | 167 | 205 |
Avg Bars in Losers | 65 | 56 | 73 | 65 | 56 | 73 |
Bars Traded | 10635 | 4939 | 5696 | 10635 | 4939 | 5696 |
Profit Streak | 0 | 7.4325 | 0 | 0 | 7.4325 | 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 | 317479 | 461297 | -413552 | -34367 | 362806 | -583297 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10886, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602950400000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757499771377, "expiration_time": 1762193952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.9474 } } }
{ "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": [ [ 1198707.8117519224, 1157178.6445496937, 41529.1672022284, 2879001.002769726, 4203618.021378134, -1324617.018608409 ], [ 1198.707812, 1157.178645, 41.529167, 2879.001003, 4203.618021, -1324.617019 ], [ 0.660689, 0.637799, 0.02289, 0.187251, 0.207567, 0 ], [ 548.744287, 548.744287, 548.744287, 548.744287, 548.744287, 548.744287 ], [ -106661, -64961, -63371, -6189773, -3219367, -3493866 ], [ 3.040991, 5.464432, 1.126568, 1.165087, 1.581161, 0.870213 ], [ 93, 46, 47, 93, 46, 47 ], [ 38, 21, 17, 38, 21, 17 ], [ 55, 25, 30, 55, 25, 30 ], [ 40.860215, 45.652174, 36.170213, 40.860215, 45.652174, 36.170213 ], [ 4.401435, 6.505276, 1.988061, 1.686311, 1.882335, 1.535671 ], [ 640597, 640597, 75479, 4732859, 4732859, 1951449 ], [ -31752, -27611, -31752, -2257814, -957243, -2257814 ], [ 114, 107, 121, 114, 107, 121 ], [ 184, 167, 205, 184, 167, 205 ], [ 65, 56, 73, 65, 56, 73 ], [ 10635, 4939, 5696, 10635, 4939, 5696 ], [ 0, 7.432539, 0, 0, 7.432539, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317479, 461297, -413552, -34367, 362806, -583297 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10886, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602950400000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757499771377, "expiration_time": 1762193952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.9474 } } }
# | 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) |
---|