Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253488.5235 | 149835.1961 | 103653.3274 | 608359.3069 | 448250.9922 | 160108.3147 |
Total P&L (%) | 253.4885 | 149.8352 | 103.6533 | 608.3593 | 448.251 | 160.1083 |
Avg Daily Profit (%) | 0.4867 | 0.2877 | 0.199 | 0.3766 | 0.3272 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68332 | -52178 | -46457 | -649775 | -432842 | -389590 |
Profit Factor | 1.3308 | 1.3879 | 1.2728 | 1.1708 | 1.2441 | 1.0928 |
Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
Winning Trades | 267 | 136 | 131 | 267 | 136 | 131 |
Losing Trades | 233 | 114 | 119 | 233 | 114 | 119 |
Profitability (%) | 53.4 | 54.4 | 52.4 | 53.4 | 54.4 | 52.4 |
Ratio Avg Win / Avg Loss | 1.1614 | 1.1634 | 1.1562 | 1.0217 | 1.0428 | 0.9927 |
Largest Winning Trade | 23497 | 23497 | 21798 | 120656 | 120656 | 85182 |
Largest Losing Trade | -13987 | -13593 | -13987 | -127618 | -127618 | -81506 |
Avg Bars in Trades | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 49 | 50 | 49 | 49 | 50 | 49 |
Bars Traded | 24814 | 12162 | 12652 | 24814 | 12162 | 12652 |
Profit Streak | 0 | 1.7209 | 0 | 0 | 1.7209 | 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 | 461827 | 267223 | 288898 | -20636 | 247742 | -112158 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713092400000, "first_datapoint_time": 1713322800000, "last_datapoint_time": 1758090600000, "evaluation_time": 1758091683868, "expiration_time": 1764570600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 68, "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": [ [ 253488.5235123222, 149835.1960673779, 103653.3274449444, 608359.3069406659, 448250.9921976171, 160108.3147430489 ], [ 253.488524, 149.835196, 103.653327, 608.359307, 448.250992, 160.108315 ], [ 0.486701, 0.287685, 0.199016, 0.376604, 0.327236, 0.183708 ], [ 10, 10, 10, 10, 10, 10 ], [ -68332, -52178, -46457, -649775, -432842, -389590 ], [ 1.33083, 1.387937, 1.272783, 1.170781, 1.244072, 1.092781 ], [ 500, 250, 250, 500, 250, 250 ], [ 267, 136, 131, 267, 136, 131 ], [ 233, 114, 119, 233, 114, 119 ], [ 53.4, 54.4, 52.4, 53.4, 54.4, 52.4 ], [ 1.161361, 1.163418, 1.156192, 1.021693, 1.042825, 0.992679 ], [ 23497, 23497, 21798, 120656, 120656, 85182 ], [ -13987, -13593, -13987, -127618, -127618, -81506 ], [ 49, 48, 50, 49, 48, 50 ], [ 49, 47, 51, 49, 47, 51 ], [ 49, 50, 49, 49, 50, 49 ], [ 24814, 12162, 12652, 24814, 12162, 12652 ], [ 0, 1.720878, 0, 0, 1.720878, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461827, 267223, 288898, -20636, 247742, -112158 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713092400000, "first_datapoint_time": 1713322800000, "last_datapoint_time": 1758090600000, "evaluation_time": 1758091683868, "expiration_time": 1764570600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 68, "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) |
---|