Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84158.7658 | 48794.6242 | 35364.1416 | 53720.6374 | 33660.1133 | 20060.5242 |
Total P&L (%) | 84.1588 | 48.7946 | 35.3641 | 53.7206 | 33.6601 | 20.0605 |
Avg Daily Profit (%) | 0.1616 | 0.0937 | 0.0679 | 0.0826 | 0.0557 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55773 | -41456 | -44340 | -60218 | -40418 | -57063 |
Profit Factor | 1.2311 | 1.2856 | 1.1829 | 1.1307 | 1.1804 | 1.0894 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 51.1628 | 47.6744 | 54.6512 | 51.1628 | 47.6744 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.1751 | 1.411 | 0.9816 | 1.0793 | 1.2956 | 0.904 |
Largest Winning Trade | 26441 | 26441 | 17594 | 22732 | 22732 | 17603 |
Largest Losing Trade | -19684 | -18125 | -19684 | -31607 | -18797 | -31607 |
Avg Bars in Trades | 142 | 153 | 130 | 142 | 153 | 130 |
Avg Bars in Winners | 116 | 121 | 111 | 116 | 121 | 111 |
Avg Bars in Losers | 169 | 182 | 153 | 169 | 182 | 153 |
Bars Traded | 24430 | 13205 | 11224 | 24430 | 13205 | 11224 |
Profit Streak | 14.6176 | 14.6176 | 14.6593 | 14.6176 | 14.6176 | 14.6593 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323622 | -70059 | -125074 | -158472 | -144091 | -275907 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712804400000, "first_datapoint_time": 1713281400000, "last_datapoint_time": 1757802600000, "evaluation_time": 1757803763652, "expiration_time": 1764282600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "offset": 204 } } }
{ "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": [ [ 84158.765753474, 48794.6241891557, 35364.1415643183, 53720.6374290891, 33660.1132716074, 20060.5241574816 ], [ 84.158766, 48.794624, 35.364142, 53.720637, 33.660113, 20.060524 ], [ 0.161586, 0.093686, 0.0679, 0.082588, 0.055721, 0.035109 ], [ 10, 10, 10, 10, 10, 10 ], [ -55773, -41456, -44340, -60218, -40418, -57063 ], [ 1.231106, 1.285589, 1.182948, 1.130723, 1.180415, 1.089405 ], [ 172, 86, 86, 172, 86, 86 ], [ 88, 41, 47, 88, 41, 47 ], [ 84, 45, 39, 84, 45, 39 ], [ 51.162791, 47.674419, 54.651163, 51.162791, 47.674419, 54.651163 ], [ 1.175146, 1.411013, 0.981595, 1.079327, 1.295577, 0.903974 ], [ 26441, 26441, 17594, 22732, 22732, 17603 ], [ -19684, -18125, -19684, -31607, -18797, -31607 ], [ 142, 153, 130, 142, 153, 130 ], [ 116, 121, 111, 116, 121, 111 ], [ 169, 182, 153, 169, 182, 153 ], [ 24430, 13205, 11224, 24430, 13205, 11224 ], [ 14.617635, 14.617635, 14.659301, 14.617635, 14.617635, 14.659302 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323622, -70059, -125074, -158472, -144091, -275907 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712804400000, "first_datapoint_time": 1713281400000, "last_datapoint_time": 1757802600000, "evaluation_time": 1757803763652, "expiration_time": 1764282600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "offset": 204 } } }
# | 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) |
---|