Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188176.8108 | 111713.6146 | 76463.1962 | 302582.0543 | 183964.3557 | 118617.6987 |
Total P&L (%) | 188.1768 | 111.7136 | 76.4632 | 302.5821 | 183.9644 | 118.6177 |
Avg Daily Profit (%) | 0.3613 | 0.2145 | 0.1468 | 0.2678 | 0.2006 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44442 | -51776 | -21109 | -139938 | -156100 | -75937 |
Profit Factor | 1.4764 | 1.5374 | 1.4087 | 1.3022 | 1.3348 | 1.2626 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 44.6602 | 41.7476 | 47.5728 | 44.6602 | 41.7476 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.8295 | 2.1452 | 1.5525 | 1.6136 | 1.8625 | 1.3915 |
Largest Winning Trade | 35704 | 35704 | 25652 | 83460 | 83460 | 69334 |
Largest Losing Trade | -13127 | -11762 | -13127 | -38477 | -38477 | -30149 |
Avg Bars in Trades | 120 | 116 | 123 | 120 | 116 | 123 |
Avg Bars in Winners | 176 | 176 | 176 | 176 | 176 | 176 |
Avg Bars in Losers | 74 | 74 | 74 | 74 | 74 | 74 |
Bars Traded | 24729 | 12049 | 12680 | 24729 | 12049 | 12680 |
Profit Streak | 0 | 9.7132 | 0 | 0 | 9.7132 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349415 | 251913 | 108261 | 282307 | 203062 | 189330 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713090600000, "first_datapoint_time": 1713497400000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758089222255, "expiration_time": 1764568800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "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": [ [ 188176.8108342665, 111713.6146162533, 76463.1962180132, 302582.0543432561, 183964.3556771108, 118617.6986661449 ], [ 188.176811, 111.713615, 76.463196, 302.582054, 183.964356, 118.617699 ], [ 0.361302, 0.214492, 0.14681, 0.267763, 0.200588, 0.150287 ], [ 10, 10, 10, 10, 10, 10 ], [ -44442, -51776, -21109, -139938, -156100, -75937 ], [ 1.476448, 1.537401, 1.408719, 1.302238, 1.334794, 1.26263 ], [ 206, 103, 103, 206, 103, 103 ], [ 92, 43, 49, 92, 43, 49 ], [ 114, 60, 54, 114, 60, 54 ], [ 44.660194, 41.747573, 47.572816, 44.660194, 41.747573, 47.572816 ], [ 1.829511, 2.14521, 1.552465, 1.613643, 1.862503, 1.39147 ], [ 35704, 35704, 25652, 83460, 83460, 69334 ], [ -13127, -11762, -13127, -38477, -38477, -30149 ], [ 120, 116, 123, 120, 116, 123 ], [ 176, 176, 176, 176, 176, 176 ], [ 74, 74, 74, 74, 74, 74 ], [ 24729, 12049, 12680, 24729, 12049, 12680 ], [ 0, 9.71322, 0, 0, 9.713221, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349415, 251913, 108261, 282307, 203062, 189330 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713090600000, "first_datapoint_time": 1713497400000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758089222255, "expiration_time": 1764568800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "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) |
---|