Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170390.8294 | 90267.3834 | 80123.4459 | 247703.0155 | 132048.5365 | 115654.479 |
Total P&L (%) | 170.3908 | 90.2674 | 80.1234 | 247.703 | 132.0485 | 115.6545 |
Avg Daily Profit (%) | 0.3272 | 0.1733 | 0.1538 | 0.2396 | 0.1618 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58277 | -61429 | -18384 | -143601 | -150512 | -47942 |
Profit Factor | 1.4593 | 1.4472 | 1.4738 | 1.3161 | 1.309 | 1.3246 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 44.2529 | 39.0805 | 49.4253 | 44.2529 | 39.0805 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.8384 | 2.256 | 1.508 | 1.6579 | 2.0405 | 1.3554 |
Largest Winning Trade | 36216 | 36216 | 21592 | 53949 | 53949 | 46940 |
Largest Losing Trade | -12151 | -12151 | -11840 | -30254 | -30254 | -26506 |
Avg Bars in Trades | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Winners | 216 | 220 | 212 | 216 | 220 | 212 |
Avg Bars in Losers | 80 | 77 | 84 | 80 | 77 | 84 |
Bars Traded | 24441 | 11579 | 12862 | 24441 | 11579 | 12862 |
Profit Streak | 7.4429 | 11.7971 | 7.4429 | 7.4429 | 11.7971 | 7.4429 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364581 | 195792 | 325767 | 306114 | 161824 | 139589 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712498400000, "first_datapoint_time": 1712745000000, "last_datapoint_time": 1757496600000, "evaluation_time": 1757497070532, "expiration_time": 1763976600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 135, "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": [ [ 170390.8293619442, 90267.3834229877, 80123.4459389563, 247703.0154923311, 132048.5364641687, 115654.4790281623 ], [ 170.390829, 90.267383, 80.123446, 247.703015, 132.048536, 115.654479 ], [ 0.327152, 0.173314, 0.153838, 0.239554, 0.161753, 0.147663 ], [ 10, 10, 10, 10, 10, 10 ], [ -58277, -61429, -18384, -143601, -150512, -47942 ], [ 1.459329, 1.447232, 1.473765, 1.316084, 1.309003, 1.324576 ], [ 174, 87, 87, 174, 87, 87 ], [ 77, 34, 43, 77, 34, 43 ], [ 97, 53, 44, 97, 53, 44 ], [ 44.252874, 39.08046, 49.425287, 44.252874, 39.08046, 49.425287 ], [ 1.838375, 2.255979, 1.508039, 1.657924, 2.040504, 1.35538 ], [ 36216, 36216, 21592, 53949, 53949, 46940 ], [ -12151, -12151, -11840, -30254, -30254, -26506 ], [ 140, 133, 147, 140, 133, 147 ], [ 216, 220, 212, 216, 220, 212 ], [ 80, 77, 84, 80, 77, 84 ], [ 24441, 11579, 12862, 24441, 11579, 12862 ], [ 7.442946, 11.797113, 7.442946, 7.442946, 11.797113, 7.442946 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364581, 195792, 325767, 306114, 161824, 139589 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712498400000, "first_datapoint_time": 1712745000000, "last_datapoint_time": 1757496600000, "evaluation_time": 1757497070532, "expiration_time": 1763976600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 135, "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) |
---|