Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256900.4284 | 155598.7876 | 101301.6408 | 655010.3154 | 516820.2082 | 138190.1073 |
Total P&L (%) | 256.9004 | 155.5988 | 101.3016 | 655.0103 | 516.8202 | 138.1901 |
Avg Daily Profit (%) | 0.4933 | 0.2988 | 0.1945 | 0.3889 | 0.3499 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42532 | -45117 | -39627 | -254901 | -167683 | -339172 |
Profit Factor | 1.5262 | 1.6149 | 1.4308 | 1.3423 | 1.5421 | 1.1439 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Losing Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Profitability (%) | 50.9653 | 53.0769 | 48.8372 | 50.9653 | 53.0769 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.4684 | 1.4277 | 1.4989 | 1.2914 | 1.3633 | 1.1984 |
Largest Winning Trade | 30769 | 30769 | 19932 | 154715 | 154715 | 115904 |
Largest Losing Trade | -17826 | -17826 | -10461 | -81836 | -81836 | -76996 |
Avg Bars in Trades | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Winners | 110 | 111 | 109 | 110 | 111 | 109 |
Avg Bars in Losers | 77 | 83 | 72 | 77 | 83 | 72 |
Bars Traded | 24470 | 12777 | 11693 | 24470 | 12777 | 11693 |
Profit Streak | 4.7127 | 20.921 | 0 | 4.7127 | 20.921 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466270 | 417249 | 260074 | 408684 | 434214 | -56136 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713954600000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758587772948, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 203, "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": [ [ 256900.4283696509, 155598.7875647998, 101301.6408048513, 655010.3154414811, 516820.2081597326, 138190.1072817484 ], [ 256.900428, 155.598788, 101.301641, 655.010315, 516.820208, 138.190107 ], [ 0.493252, 0.298752, 0.1945, 0.388896, 0.349939, 0.166777 ], [ 10, 10, 10, 10, 10, 10 ], [ -42532, -45117, -39627, -254901, -167683, -339172 ], [ 1.526239, 1.61494, 1.430793, 1.34226, 1.542057, 1.143897 ], [ 259, 130, 129, 259, 130, 129 ], [ 132, 69, 63, 132, 69, 63 ], [ 127, 61, 66, 127, 61, 66 ], [ 50.965251, 53.076923, 48.837209, 50.965251, 53.076923, 48.837209 ], [ 1.468427, 1.427701, 1.498926, 1.291416, 1.363268, 1.198368 ], [ 30769, 30769, 19932, 154715, 154715, 115904 ], [ -17826, -17826, -10461, -81836, -81836, -76996 ], [ 94, 98, 90, 94, 98, 90 ], [ 110, 111, 109, 110, 111, 109 ], [ 77, 83, 72, 77, 83, 72 ], [ 24470, 12777, 11693, 24470, 12777, 11693 ], [ 4.71265, 20.920983, 0, 4.71265, 20.920983, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466270, 417249, 260074, 408684, 434214, -56136 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713954600000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758587772948, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 203, "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) |
---|