Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93303.291 | 49434.9976 | 43868.2934 | 34028.7305 | 35273.3821 | -1244.6516 |
Total P&L (%) | 93.3033 | 49.435 | 43.8683 | 34.0287 | 35.2734 | -1.2447 |
Avg Daily Profit (%) | 0.1791 | 0.0949 | 0.0842 | 0.0563 | 0.058 | -0.0024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70494 | -40493 | -64349 | -67655 | -35189 | -62720 |
Profit Factor | 1.3745 | 1.5487 | 1.2758 | 1.1295 | 1.3766 | 0.9926 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 60.4396 | 58.6957 | 62.2222 | 60.4396 | 58.6957 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.8997 | 1.0898 | 0.7746 | 0.7393 | 0.9687 | 0.6027 |
Largest Winning Trade | 21546 | 14499 | 21546 | 22440 | 17013 | 22440 |
Largest Losing Trade | -64349 | -15116 | -64349 | -62413 | -19734 | -62413 |
Avg Bars in Trades | 259 | 142 | 380 | 259 | 142 | 380 |
Avg Bars in Winners | 177 | 134 | 218 | 177 | 134 | 218 |
Avg Bars in Losers | 386 | 153 | 645 | 386 | 153 | 645 |
Bars Traded | 23657 | 6555 | 17103 | 23657 | 6555 | 17103 |
Profit Streak | 28.5471 | 91.1721 | 28.5471 | 28.5471 | 91.1721 | 28.5471 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317077 | -63996 | -82489 | -197802 | -117160 | -579156 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713236400000, "first_datapoint_time": 1714053600000, "last_datapoint_time": 1758234600000, "evaluation_time": 1758235069672, "expiration_time": 1764714600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "offset": 244 } } }
{ "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": [ [ 93303.2910022952, 49434.997583102, 43868.2934191932, 34028.7304870732, 35273.3820834575, -1244.6515963844 ], [ 93.303291, 49.434998, 43.868293, 34.02873, 35.273382, -1.244652 ], [ 0.179143, 0.094916, 0.084228, 0.05625, 0.058026, -0.002405 ], [ 10, 10, 10, 10, 10, 10 ], [ -70494, -40493, -64349, -67655, -35189, -62720 ], [ 1.374515, 1.548676, 1.275846, 1.129508, 1.376556, 0.992639 ], [ 91, 46, 45, 91, 46, 45 ], [ 55, 27, 28, 55, 27, 28 ], [ 36, 19, 17, 36, 19, 17 ], [ 60.43956, 58.695652, 62.222222, 60.43956, 58.695652, 62.222222 ], [ 0.899683, 1.089809, 0.774621, 0.739315, 0.968687, 0.602673 ], [ 21546, 14499, 21546, 22440, 17013, 22440 ], [ -64349, -15116, -64349, -62413, -19734, -62413 ], [ 259, 142, 380, 259, 142, 380 ], [ 177, 134, 218, 177, 134, 218 ], [ 386, 153, 645, 386, 153, 645 ], [ 23657, 6555, 17103, 23657, 6555, 17103 ], [ 28.547103, 91.172103, 28.547103, 28.547103, 91.172103, 28.547103 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317077, -63996, -82489, -197802, -117160, -579156 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713236400000, "first_datapoint_time": 1714053600000, "last_datapoint_time": 1758234600000, "evaluation_time": 1758235069672, "expiration_time": 1764714600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "offset": 244 } } }
# | 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) |
---|