Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129404.9594 | 88950.3979 | 40454.5614 | 118346.8392 | 60869.3747 | 57477.4646 |
Total P&L (%) | 129.405 | 88.9504 | 40.4546 | 118.3468 | 60.8694 | 57.4775 |
Avg Daily Profit (%) | 0.2485 | 0.1708 | 0.0777 | 0.15 | 0.0913 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75668 | -41349 | -49358 | -216737 | -127531 | -124703 |
Profit Factor | 1.2864 | 1.3844 | 1.1835 | 1.1289 | 1.1291 | 1.1287 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 49.7006 | 52.381 | 46.988 | 49.7006 | 52.381 | 46.988 |
Ratio Avg Win / Avg Loss | 1.3019 | 1.2586 | 1.3352 | 1.1425 | 1.0265 | 1.2734 |
Largest Winning Trade | 24875 | 24875 | 18032 | 51327 | 42076 | 51327 |
Largest Losing Trade | -20306 | -16698 | -20306 | -48626 | -48626 | -39571 |
Avg Bars in Trades | 146 | 156 | 137 | 146 | 156 | 137 |
Avg Bars in Winners | 150 | 150 | 150 | 150 | 150 | 150 |
Avg Bars in Losers | 142 | 162 | 124 | 142 | 162 | 124 |
Bars Traded | 24524 | 13153 | 11371 | 24524 | 13153 | 11371 |
Profit Streak | 4.0136 | 22.5761 | 0 | 4.0136 | 22.5761 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288655 | 320050 | -112163 | -71576 | -149241 | -158418 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713447000000, "first_datapoint_time": 1713889800000, "last_datapoint_time": 1758445200000, "evaluation_time": 1758446371263, "expiration_time": 1764925200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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": [ [ 129404.9593577391, 88950.3979316877, 40454.5614260515, 118346.8392424075, 60869.3746746313, 57477.4645677761 ], [ 129.404959, 88.950398, 40.454561, 118.346839, 60.869375, 57.477465 ], [ 0.248459, 0.170786, 0.077673, 0.150049, 0.091323, 0.087228 ], [ 10, 10, 10, 10, 10, 10 ], [ -75668, -41349, -49358, -216737, -127531, -124703 ], [ 1.286397, 1.384421, 1.183509, 1.128886, 1.129107, 1.128653 ], [ 167, 84, 83, 167, 84, 83 ], [ 83, 44, 39, 83, 44, 39 ], [ 84, 40, 44, 84, 40, 44 ], [ 49.700599, 52.380952, 46.987952, 49.700599, 52.380952, 46.987952 ], [ 1.301896, 1.258564, 1.335241, 1.142487, 1.026461, 1.273352 ], [ 24875, 24875, 18032, 51327, 42076, 51327 ], [ -20306, -16698, -20306, -48626, -48626, -39571 ], [ 146, 156, 137, 146, 156, 137 ], [ 150, 150, 150, 150, 150, 150 ], [ 142, 162, 124, 142, 162, 124 ], [ 24524, 13153, 11371, 24524, 13153, 11371 ], [ 4.013556, 22.576056, 0, 4.013556, 22.576056, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 288655, 320050, -112163, -71576, -149241, -158418 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713447000000, "first_datapoint_time": 1713889800000, "last_datapoint_time": 1758445200000, "evaluation_time": 1758446371263, "expiration_time": 1764925200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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) |
---|