Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138016.3397 | 86225.9573 | 51790.3824 | 147949.2486 | 123693.1981 | 24256.0506 |
Total P&L (%) | 138.0163 | 86.226 | 51.7904 | 147.9492 | 123.6932 | 24.2561 |
Avg Daily Profit (%) | 0.265 | 0.1656 | 0.0994 | 0.1745 | 0.1547 | 0.0417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66191 | -71991 | -32737 | -158978 | -166462 | -78044 |
Profit Factor | 1.3093 | 1.3794 | 1.2365 | 1.1652 | 1.2727 | 1.0549 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 46.087 | 46.9565 | 45.2174 | 46.087 | 46.9565 | 45.2174 |
Ratio Avg Win / Avg Loss | 1.5316 | 1.5582 | 1.498 | 1.3631 | 1.4377 | 1.278 |
Largest Winning Trade | 30796 | 30796 | 24173 | 57339 | 57339 | 54067 |
Largest Losing Trade | -19836 | -19836 | -14596 | -41751 | -41751 | -34373 |
Avg Bars in Trades | 107 | 104 | 110 | 107 | 104 | 110 |
Avg Bars in Winners | 145 | 137 | 153 | 145 | 137 | 153 |
Avg Bars in Losers | 75 | 76 | 74 | 75 | 76 | 74 |
Bars Traded | 24783 | 12055 | 12728 | 24783 | 12055 | 12728 |
Profit Streak | 8.0051 | 16.3385 | 8.0051 | 8.0051 | 16.3385 | 8.0051 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363565 | 305567 | -63743 | -30691 | 238762 | -303392 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713463200000, "first_datapoint_time": 1713673800000, "last_datapoint_time": 1758461400000, "evaluation_time": 1758461843657, "expiration_time": 1764941400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
{ "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": [ [ 138016.3397433906, 86225.9573030951, 51790.3824402956, 147949.2486443844, 123693.1980652881, 24256.0505790963 ], [ 138.01634, 86.225957, 51.790382, 147.949249, 123.693198, 24.256051 ], [ 0.264993, 0.165555, 0.099438, 0.1745, 0.154701, 0.041706 ], [ 10, 10, 10, 10, 10, 10 ], [ -66191, -71991, -32737, -158978, -166462, -78044 ], [ 1.30926, 1.379402, 1.236473, 1.165238, 1.272741, 1.054897 ], [ 230, 115, 115, 230, 115, 115 ], [ 106, 54, 52, 106, 54, 52 ], [ 124, 61, 63, 124, 61, 63 ], [ 46.086957, 46.956522, 45.217391, 46.086957, 46.956522, 45.217391 ], [ 1.531587, 1.558214, 1.498035, 1.363109, 1.437726, 1.278048 ], [ 30796, 30796, 24173, 57339, 57339, 54067 ], [ -19836, -19836, -14596, -41751, -41751, -34373 ], [ 107, 104, 110, 107, 104, 110 ], [ 145, 137, 153, 145, 137, 153 ], [ 75, 76, 74, 75, 76, 74 ], [ 24783, 12055, 12728, 24783, 12055, 12728 ], [ 8.005135, 16.338468, 8.005135, 8.005135, 16.338468, 8.005135 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363565, 305567, -63743, -30691, 238762, -303392 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713463200000, "first_datapoint_time": 1713673800000, "last_datapoint_time": 1758461400000, "evaluation_time": 1758461843657, "expiration_time": 1764941400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
# | 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) |
---|