Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -997949.6692 | 85451.4231 | -1083401.0923 | -3562531.1288 | -9279598.7529 | 5717067.6241 |
Total P&L (%) | -997.9497 | 85.4514 | -1083.4011 | -3562.5311 | -9279.5988 | 5717.0676 |
Avg Daily Profit (%) | -0.5493 | 0.047 | -0.5963 | 0 | 0 | 0.2239 |
Buy And Hold Return (%) | 584.0174 | 584.0174 | 584.0174 | 584.0174 | 584.0174 | 584.0174 |
Max Trade Drawdown | -1106164 | -133231 | -1147294 | -23628425 | -15907830 | -8086841 |
Profit Factor | 0.3975 | 1.3335 | 0.2262 | 0.9114 | 0.5719 | 1.3088 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 22 | 19 | 30 | 16 | 14 |
Losing Trades | 22 | 10 | 12 | 33 | 16 | 17 |
Profitability (%) | 65.0794 | 68.75 | 61.2903 | 47.619 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2133 | 0.6062 | 0.1429 | 1.0025 | 0.5719 | 1.5893 |
Largest Winning Trade | 78187 | 78187 | 49509 | 13065196 | 2092244 | 13065196 |
Largest Losing Trade | -686855 | -74263 | -686855 | -13428870 | -13428870 | -6795794 |
Avg Bars in Trades | 166 | 177 | 156 | 166 | 177 | 156 |
Avg Bars in Winners | 87 | 93 | 79 | 165 | 179 | 149 |
Avg Bars in Losers | 315 | 360 | 278 | 167 | 174 | 161 |
Bars Traded | 10505 | 5664 | 4841 | 10505 | 5664 | 4841 |
Profit Streak | 35.631 | 169.131 | 0 | 0 | 0 | 159.9644 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729280 | -293498 | -579354 | -731037 | -580810 | 307244 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10901, "evaluation_days": 1816.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1757707200000, "evaluation_time": 1757718522083, "expiration_time": 1762416432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 202, "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": [ [ -997949.6692400493, 85451.4230502991, -1083401.0922903484, -3562531.128768234, -9279598.752853962, 5717067.624085727 ], [ -997.949669, 85.451423, -1083.401092, -3562.531129, -9279.598753, 5717.067624 ], [ -0.549281, 0.047033, -0.596314, 0, 0, 0.223903 ], [ 584.017351, 584.017351, 584.017351, 584.017351, 584.017351, 584.017351 ], [ -1106164, -133231, -1147294, -23628425, -15907830, -8086841 ], [ 0.397477, 1.333537, 0.226189, 0.911352, 0.57188, 1.308832 ], [ 63, 32, 31, 63, 32, 31 ], [ 41, 22, 19, 30, 16, 14 ], [ 22, 10, 12, 33, 16, 17 ], [ 65.079365, 68.75, 61.290323, 47.619048, 50, 45.16129 ], [ 0.21328, 0.606153, 0.142857, 1.002487, 0.57188, 1.589296 ], [ 78187, 78187, 49509, 13065196, 2092244, 13065196 ], [ -686855, -74263, -686855, -13428870, -13428870, -6795794 ], [ 166, 177, 156, 166, 177, 156 ], [ 87, 93, 79, 165, 179, 149 ], [ 315, 360, 278, 167, 174, 161 ], [ 10505, 5664, 4841, 10505, 5664, 4841 ], [ 35.631043, 169.131043, 0, 0, 0, 159.964376 ], [ 1, 3, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -729280, -293498, -579354, -731037, -580810, 307244 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10901, "evaluation_days": 1816.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1757707200000, "evaluation_time": 1757718522083, "expiration_time": 1762416432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 202, "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) |
---|