Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143195.8437 | 75306.5288 | 67889.3149 | 158349.7518 | 96612.496 | 61737.2558 |
Total P&L (%) | 143.1958 | 75.3065 | 67.8893 | 158.3498 | 96.6125 | 61.7373 |
Avg Daily Profit (%) | 0.2749 | 0.1446 | 0.1303 | 0.1824 | 0.1299 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60968 | -29507 | -46448 | -224858 | -70701 | -173912 |
Profit Factor | 1.4248 | 1.4878 | 1.3715 | 1.1877 | 1.2656 | 1.1286 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 60.274 | 57.5342 | 63.0137 | 60.274 | 57.5342 | 63.0137 |
Ratio Avg Win / Avg Loss | 0.9391 | 1.0982 | 0.805 | 0.7828 | 0.9341 | 0.6625 |
Largest Winning Trade | 33368 | 33368 | 33234 | 65265 | 49306 | 65265 |
Largest Losing Trade | -32047 | -19601 | -32047 | -122841 | -35020 | -122841 |
Avg Bars in Trades | 166 | 173 | 159 | 166 | 173 | 159 |
Avg Bars in Winners | 133 | 142 | 125 | 133 | 142 | 125 |
Avg Bars in Losers | 216 | 215 | 216 | 216 | 215 | 216 |
Bars Traded | 24290 | 12659 | 11631 | 24290 | 12659 | 11631 |
Profit Streak | 13.2649 | 17.9316 | 13.2649 | 13.2649 | 17.9316 | 13.2649 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363331 | -68586 | -90252 | -5611 | -91209 | -220851 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713029400000, "first_datapoint_time": 1713524400000, "last_datapoint_time": 1758027600000, "evaluation_time": 1758028886041, "expiration_time": 1764507600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 235, "offset": 41 } } }
{ "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": [ [ 143195.8437103637, 75306.5288443937, 67889.3148659698, 158349.7518450343, 96612.4960094704, 61737.2558355639 ], [ 143.195844, 75.306529, 67.889315, 158.349752, 96.612496, 61.737256 ], [ 0.274938, 0.144589, 0.130348, 0.182403, 0.12989, 0.092357 ], [ 10, 10, 10, 10, 10, 10 ], [ -60968, -29507, -46448, -224858, -70701, -173912 ], [ 1.42477, 1.487842, 1.371494, 1.187691, 1.265579, 1.128649 ], [ 146, 73, 73, 146, 73, 73 ], [ 88, 42, 46, 88, 42, 46 ], [ 58, 31, 27, 58, 31, 27 ], [ 60.273973, 57.534247, 63.013699, 60.273973, 57.534247, 63.013699 ], [ 0.939053, 1.098169, 0.805007, 0.782797, 0.934118, 0.662468 ], [ 33368, 33368, 33234, 65265, 49306, 65265 ], [ -32047, -19601, -32047, -122841, -35020, -122841 ], [ 166, 173, 159, 166, 173, 159 ], [ 133, 142, 125, 133, 142, 125 ], [ 216, 215, 216, 216, 215, 216 ], [ 24290, 12659, 11631, 24290, 12659, 11631 ], [ 13.264885, 17.931551, 13.264885, 13.264885, 17.931551, 13.264885 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363331, -68586, -90252, -5611, -91209, -220851 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713029400000, "first_datapoint_time": 1713524400000, "last_datapoint_time": 1758027600000, "evaluation_time": 1758028886041, "expiration_time": 1764507600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 235, "offset": 41 } } }
# | 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) |
---|