Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258664.058 | 133287.5014 | 125376.5566 | 705677.3139 | 364052.6155 | 341624.6985 |
Total P&L (%) | 258.6641 | 133.2875 | 125.3766 | 705.6773 | 364.0526 | 341.6247 |
Avg Daily Profit (%) | 0.4966 | 0.2559 | 0.2407 | 0.4014 | 0.2951 | 0.2856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35199 | -40015 | -46157 | -159672 | -176042 | -118460 |
Profit Factor | 1.7565 | 1.7359 | 1.7796 | 1.6284 | 1.6097 | 1.6498 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 60.119 | 55.9524 | 64.2857 | 60.119 | 55.9524 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1652 | 1.3666 | 0.9887 | 1.0803 | 1.2672 | 0.9165 |
Largest Winning Trade | 18958 | 18416 | 18958 | 74011 | 74011 | 73731 |
Largest Losing Trade | -25261 | -18722 | -25261 | -75942 | -75942 | -66632 |
Avg Bars in Trades | 144 | 156 | 131 | 144 | 156 | 131 |
Avg Bars in Winners | 145 | 158 | 134 | 145 | 158 | 134 |
Avg Bars in Losers | 142 | 154 | 127 | 142 | 154 | 127 |
Bars Traded | 24258 | 13185 | 11073 | 24258 | 13185 | 11073 |
Profit Streak | 25.0068 | 25.0068 | 26.1318 | 25.0068 | 25.0068 | 26.1318 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563514 | 419621 | 406825 | 540319 | 422913 | 411606 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712689200000, "first_datapoint_time": 1713096000000, "last_datapoint_time": 1757687400000, "evaluation_time": 1757687986837, "expiration_time": 1764167400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 93, "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": [ [ 258664.0580204712, 133287.5014004385, 125376.5566200328, 705677.3139412975, 364052.6154544699, 341624.6984868277 ], [ 258.664058, 133.287501, 125.376557, 705.677314, 364.052615, 341.624698 ], [ 0.496638, 0.255914, 0.240725, 0.401417, 0.295123, 0.285585 ], [ 10, 10, 10, 10, 10, 10 ], [ -35199, -40015, -46157, -159672, -176042, -118460 ], [ 1.756493, 1.735943, 1.779638, 1.628448, 1.609667, 1.649779 ], [ 168, 84, 84, 168, 84, 84 ], [ 101, 47, 54, 101, 47, 54 ], [ 67, 37, 30, 67, 37, 30 ], [ 60.119048, 55.952381, 64.285714, 60.119048, 55.952381, 64.285714 ], [ 1.165198, 1.366593, 0.988688, 1.080258, 1.267184, 0.916544 ], [ 18958, 18416, 18958, 74011, 74011, 73731 ], [ -25261, -18722, -25261, -75942, -75942, -66632 ], [ 144, 156, 131, 144, 156, 131 ], [ 145, 158, 134, 145, 158, 134 ], [ 142, 154, 127, 142, 154, 127 ], [ 24258, 13185, 11073, 24258, 13185, 11073 ], [ 25.006792, 25.006792, 26.131792, 25.006792, 25.006792, 26.131792 ], [ 8, 4, 4, 8, 4, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 563514, 419621, 406825, 540319, 422913, 411606 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712689200000, "first_datapoint_time": 1713096000000, "last_datapoint_time": 1757687400000, "evaluation_time": 1757687986837, "expiration_time": 1764167400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 93, "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) |
---|