Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -984354.3893 | 63603.6203 | -1047958.0096 | -3095986.0817 | -9070776.9186 | 5974790.8369 |
Total P&L (%) | -984.3544 | 63.6036 | -1047.958 | -3095.9861 | -9070.7769 | 5974.7908 |
Avg Daily Profit (%) | -0.5414 | 0.035 | -0.5764 | 0 | 0 | 0.2261 |
Buy And Hold Return (%) | 657.0082 | 657.0082 | 657.0082 | 657.0082 | 657.0082 | 657.0082 |
Max Trade Drawdown | -1082954 | -152362 | -1104022 | -23615252 | -15456016 | -9364631 |
Profit Factor | 0.4019 | 1.2282 | 0.2334 | 0.9224 | 0.573 | 1.3202 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 19 | 18 | 30 | 15 | 15 |
Losing Trades | 23 | 11 | 12 | 30 | 15 | 15 |
Profitability (%) | 61.6667 | 63.3333 | 60 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2498 | 0.7111 | 0.1556 | 0.9224 | 0.573 | 1.3202 |
Largest Winning Trade | 59351 | 59351 | 44298 | 12480909 | 2360003 | 12480909 |
Largest Losing Trade | -586496 | -72999 | -586496 | -13072287 | -13072287 | -7964354 |
Avg Bars in Trades | 175 | 189 | 162 | 175 | 189 | 162 |
Avg Bars in Winners | 95 | 100 | 90 | 183 | 199 | 167 |
Avg Bars in Losers | 305 | 343 | 270 | 168 | 179 | 158 |
Bars Traded | 10555 | 5676 | 4879 | 10555 | 5676 | 4879 |
Profit Streak | 38.6016 | 65.4349 | 0 | 0 | 0 | 161.1016 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752219 | -311719 | -579529 | -754277 | -580825 | 337909 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10908, "evaluation_days": 1818, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757816778035, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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": [ [ -984354.3893332814, 63603.620257171, -1047958.0095904527, -3095986.081704422, -9070776.918588515, 5974790.8368841 ], [ -984.354389, 63.60362, -1047.95801, -3095.986082, -9070.776919, 5974.790837 ], [ -0.541449, 0.034985, -0.576435, 0, 0, 0.226148 ], [ 657.008171, 657.008171, 657.008171, 657.008171, 657.008171, 657.008171 ], [ -1082954, -152362, -1104022, -23615252, -15456016, -9364631 ], [ 0.401861, 1.228182, 0.233363, 0.922415, 0.573002, 1.320167 ], [ 60, 30, 30, 60, 30, 30 ], [ 37, 19, 18, 30, 15, 15 ], [ 23, 11, 12, 30, 15, 15 ], [ 61.666667, 63.333333, 60, 50, 50, 50 ], [ 0.249805, 0.711053, 0.155575, 0.922415, 0.573002, 1.320167 ], [ 59351, 59351, 44298, 12480909, 2360003, 12480909 ], [ -586496, -72999, -586496, -13072287, -13072287, -7964354 ], [ 175, 189, 162, 175, 189, 162 ], [ 95, 100, 90, 183, 199, 167 ], [ 305, 343, 270, 168, 179, 158 ], [ 10555, 5676, 4879, 10555, 5676, 4879 ], [ 38.601598, 65.434931, 0, 0, 0, 161.101598 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -752219, -311719, -579529, -754277, -580825, 337909 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10908, "evaluation_days": 1818, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757816778035, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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) |
---|