Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169347.6943 | 106125.043 | 63222.6512 | 219548.791 | 126235.0824 | 93313.7085 |
Total P&L (%) | 169.3477 | 106.125 | 63.2227 | 219.5488 | 126.2351 | 93.3137 |
Avg Daily Profit (%) | 0.3252 | 0.2038 | 0.1214 | 0.2233 | 0.1569 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62845 | -60525 | -27762 | -189699 | -189519 | -83126 |
Profit Factor | 1.3802 | 1.4721 | 1.2866 | 1.1994 | 1.2182 | 1.1786 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 46.4789 | 42.9907 | 50 | 46.4789 | 42.9907 | 50 |
Ratio Avg Win / Avg Loss | 1.5893 | 1.9521 | 1.2866 | 1.3811 | 1.6154 | 1.1786 |
Largest Winning Trade | 35729 | 35729 | 28456 | 80711 | 66609 | 80711 |
Largest Losing Trade | -14821 | -9388 | -14821 | -33416 | -33416 | -26921 |
Avg Bars in Trades | 115 | 111 | 120 | 115 | 111 | 120 |
Avg Bars in Winners | 159 | 162 | 157 | 159 | 162 | 157 |
Avg Bars in Losers | 78 | 73 | 83 | 78 | 73 | 83 |
Bars Traded | 24695 | 11951 | 12744 | 24695 | 11951 | 12744 |
Profit Streak | 0 | 0 | 8.0398 | 0 | 0 | 8.0398 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343891 | 228094 | -31572 | 209626 | 157806 | -48175 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712995200000, "first_datapoint_time": 1713421800000, "last_datapoint_time": 1757993400000, "evaluation_time": 1757995039562, "expiration_time": 1764473400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "swma", "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": [ [ 169347.6942678571, 106125.0430462435, 63222.6512216138, 219548.7909568542, 126235.0824443851, 93313.708512469 ], [ 169.347694, 106.125043, 63.222651, 219.548791, 126.235082, 93.313709 ], [ 0.32515, 0.203761, 0.121388, 0.223304, 0.156874, 0.126637 ], [ 10, 10, 10, 10, 10, 10 ], [ -62845, -60525, -27762, -189699, -189519, -83126 ], [ 1.380194, 1.472105, 1.286552, 1.199412, 1.218193, 1.178614 ], [ 213, 107, 106, 213, 107, 106 ], [ 99, 46, 53, 99, 46, 53 ], [ 114, 61, 53, 114, 61, 53 ], [ 46.478873, 42.990654, 50, 46.478873, 42.990654, 50 ], [ 1.589315, 1.952139, 1.286552, 1.381141, 1.615429, 1.178614 ], [ 35729, 35729, 28456, 80711, 66609, 80711 ], [ -14821, -9388, -14821, -33416, -33416, -26921 ], [ 115, 111, 120, 115, 111, 120 ], [ 159, 162, 157, 159, 162, 157 ], [ 78, 73, 83, 78, 73, 83 ], [ 24695, 11951, 12744, 24695, 11951, 12744 ], [ 0, 0, 8.03981, 0, 0, 8.03981 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343891, 228094, -31572, 209626, 157806, -48175 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712995200000, "first_datapoint_time": 1713421800000, "last_datapoint_time": 1757993400000, "evaluation_time": 1757995039562, "expiration_time": 1764473400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "swma", "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) |
---|