Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -989506.0546 | 123899.3939 | -1113405.4485 | -4415270.0193 | -9258480.7071 | 4843210.6878 |
Total P&L (%) | -989.5061 | 123.8994 | -1113.4054 | -4415.27 | -9258.4807 | 4843.2107 |
Avg Daily Profit (%) | -0.5423 | 0.0679 | -0.6103 | 0 | 0 | 0.214 |
Buy And Hold Return (%) | 671.1684 | 671.1684 | 671.1684 | 671.1684 | 671.1684 | 671.1684 |
Max Trade Drawdown | -1160576 | -126464 | -1196229 | -24752716 | -16833781 | -10287768 |
Profit Factor | 0.447 | 1.3994 | 0.2472 | 0.9042 | 0.6185 | 1.222 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 26 | 27 | 46 | 24 | 22 |
Losing Trades | 30 | 16 | 14 | 37 | 18 | 19 |
Profitability (%) | 63.8554 | 61.9048 | 65.8537 | 55.4217 | 57.1429 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.253 | 0.8612 | 0.1282 | 0.7273 | 0.4638 | 1.0553 |
Largest Winning Trade | 64253 | 64253 | 48942 | 13171785 | 2394608 | 13171785 |
Largest Losing Trade | -669819 | -76858 | -669819 | -13933562 | -13933562 | -5828203 |
Avg Bars in Trades | 128 | 132 | 123 | 128 | 132 | 123 |
Avg Bars in Winners | 90 | 85 | 95 | 126 | 129 | 122 |
Avg Bars in Losers | 194 | 208 | 178 | 130 | 135 | 125 |
Bars Traded | 10628 | 5550 | 5078 | 10628 | 5550 | 5078 |
Profit Streak | 18.7798 | 72.7798 | 0 | 0 | 0 | 112.2798 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579420 | -266461 | -578687 | -581352 | -579808 | 332371 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603526400000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758379376923, "expiration_time": 1763098704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 77, "offset": 117 } } }
{ "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": [ [ -989506.0546340211, 123899.3938627075, -1113405.4484967282, -4415270.019288356, -9258480.707124107, 4843210.687835753 ], [ -989.506055, 123.899394, -1113.405448, -4415.270019, -9258.480707, 4843.210688 ], [ -0.542344, 0.067909, -0.610252, 0, 0, 0.214019 ], [ 671.168423, 671.168423, 671.168423, 671.168423, 671.168423, 671.168423 ], [ -1160576, -126464, -1196229, -24752716, -16833781, -10287768 ], [ 0.44695, 1.399388, 0.247168, 0.904191, 0.618451, 1.221975 ], [ 83, 42, 41, 83, 42, 41 ], [ 53, 26, 27, 46, 24, 22 ], [ 30, 16, 14, 37, 18, 19 ], [ 63.855422, 61.904762, 65.853659, 55.421687, 57.142857, 53.658537 ], [ 0.252991, 0.861162, 0.128161, 0.727284, 0.463839, 1.055342 ], [ 64253, 64253, 48942, 13171785, 2394608, 13171785 ], [ -669819, -76858, -669819, -13933562, -13933562, -5828203 ], [ 128, 132, 123, 128, 132, 123 ], [ 90, 85, 95, 126, 129, 122 ], [ 194, 208, 178, 130, 135, 125 ], [ 10628, 5550, 5078, 10628, 5550, 5078 ], [ 18.779825, 72.779825, 0, 0, 0, 112.279825 ], [ 1, 2, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579420, -266461, -578687, -581352, -579808, 332371 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603526400000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758379376923, "expiration_time": 1763098704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 77, "offset": 117 } } }
# | 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) |
---|