Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135788.4192 | 1149073.3936 | -13284.9744 | 867384.5509 | 1357877.2102 | -490492.6593 |
Total P&L (%) | 1135.7884 | 1149.0734 | -13.285 | 867.3846 | 1357.8772 | -490.4927 |
Avg Daily Profit (%) | 0.6176 | 0.6248 | -0.0072 | 0.1235 | 0.1458 | 0 |
Buy And Hold Return (%) | 625.8162 | 625.8162 | 625.8162 | 625.8162 | 625.8162 | 625.8162 |
Max Trade Drawdown | -127408 | -75912 | -105773 | -1896772 | -1046214 | -1029465 |
Profit Factor | 2.9311 | 5.2221 | 0.958 | 1.2182 | 1.7487 | 0.7731 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 42.8571 | 38.2353 | 40.5797 | 42.8571 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.292 | 6.9628 | 1.5475 | 1.7838 | 2.3316 | 1.2489 |
Largest Winning Trade | 623840 | 623840 | 77404 | 844965 | 844965 | 440601 |
Largest Losing Trade | -45663 | -33658 | -45663 | -418542 | -418542 | -299314 |
Avg Bars in Trades | 157 | 146 | 168 | 157 | 146 | 168 |
Avg Bars in Winners | 265 | 231 | 304 | 265 | 231 | 304 |
Avg Bars in Losers | 83 | 83 | 84 | 83 | 83 | 84 |
Bars Traded | 10863 | 5143 | 5720 | 10863 | 5143 | 5720 |
Profit Streak | 31.5636 | 33.3969 | 0 | 31.5636 | 33.3969 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100319 | 338361 | -582592 | -182139 | -2659 | -583703 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11034, "evaluation_days": 1839, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603051200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759627895083, "expiration_time": 1764389088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 112, "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": [ [ 1135788.4192482303, 1149073.39361798, -13284.97436975, 867384.5509334444, 1357877.2102126945, -490492.6592792498 ], [ 1135.788419, 1149.073394, -13.284974, 867.384551, 1357.87721, -490.492659 ], [ 0.617612, 0.624836, -0.007224, 0.123482, 0.145814, 0 ], [ 625.81624, 625.81624, 625.81624, 625.81624, 625.81624, 625.81624 ], [ -127408, -75912, -105773, -1896772, -1046214, -1029465 ], [ 2.931136, 5.222094, 0.957957, 1.218171, 1.748672, 0.773131 ], [ 69, 35, 34, 69, 35, 34 ], [ 28, 15, 13, 28, 15, 13 ], [ 41, 20, 21, 41, 20, 21 ], [ 40.57971, 42.857143, 38.235294, 40.57971, 42.857143, 38.235294 ], [ 4.29202, 6.962792, 1.54747, 1.78375, 2.331563, 1.248903 ], [ 623840, 623840, 77404, 844965, 844965, 440601 ], [ -45663, -33658, -45663, -418542, -418542, -299314 ], [ 157, 146, 168, 157, 146, 168 ], [ 265, 231, 304, 265, 231, 304 ], [ 83, 83, 84, 83, 83, 84 ], [ 10863, 5143, 5720, 10863, 5143, 5720 ], [ 31.5636, 33.396934, 0, 31.5636, 33.396934, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100319, 338361, -582592, -182139, -2659, -583703 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11034, "evaluation_days": 1839, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603051200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759627895083, "expiration_time": 1764389088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 112, "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) |
---|