Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483845.9507 | 1274029.2276 | 209816.7231 | 84531496.9339 | 54984820.4768 | 29546676.4571 |
Total P&L (%) | 1483.846 | 1274.0292 | 209.8167 | 84531.4969 | 54984.8205 | 29546.6765 |
Avg Daily Profit (%) | 0.8159 | 0.7005 | 0.1154 | 0.3713 | 0.3476 | 0.3134 |
Buy And Hold Return (%) | 905.6551 | 905.6551 | 905.6551 | 905.6551 | 905.6551 | 905.6551 |
Max Trade Drawdown | -86801 | -62395 | -41443 | -33651736 | -13273879 | -24421404 |
Profit Factor | 6.3043 | 10.347 | 2.4627 | 2.1582 | 2.4792 | 1.825 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 50.9804 | 50.9804 | 50.9804 | 50.9804 | 50.9804 | 50.9804 |
Ratio Avg Win / Avg Loss | 6.0618 | 9.949 | 2.368 | 2.0752 | 2.3839 | 1.7548 |
Largest Winning Trade | 561165 | 561165 | 75880 | 32624123 | 23629631 | 32624123 |
Largest Losing Trade | -20656 | -14735 | -20656 | -10612816 | -6760897 | -10612816 |
Avg Bars in Trades | 66 | 63 | 70 | 66 | 63 | 70 |
Avg Bars in Winners | 104 | 99 | 109 | 104 | 99 | 109 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 6804 | 3229 | 3575 | 6804 | 3229 | 3575 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461058 | -198318 | -380001 | 504221 | -165903 | -167458 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7275, "evaluation_days": 1818.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1607472000000, "last_datapoint_time": 1757872800000, "evaluation_time": 1757885052235, "expiration_time": 1762587000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 177, "offset": 135 } }, "second_band": { "type": "fwma", "factors": { "length": 78, "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": [ [ 1483845.950674691, 1274029.2275787664, 209816.7230959245, 84531496.93392326, 54984820.47682945, 29546676.457093783 ], [ 1483.845951, 1274.029228, 209.816723, 84531.496934, 54984.820477, 29546.676457 ], [ 0.81586, 0.700497, 0.115363, 0.371321, 0.347625, 0.313449 ], [ 905.655107, 905.655107, 905.655107, 905.655107, 905.655107, 905.655107 ], [ -86801, -62395, -41443, -33651736, -13273879, -24421404 ], [ 6.304262, 10.346971, 2.462728, 2.158207, 2.479248, 1.825004 ], [ 102, 51, 51, 102, 51, 51 ], [ 52, 26, 26, 52, 26, 26 ], [ 50, 25, 25, 50, 25, 25 ], [ 50.980392, 50.980392, 50.980392, 50.980392, 50.980392, 50.980392 ], [ 6.06179, 9.94901, 2.368008, 2.075199, 2.383892, 1.754811 ], [ 561165, 561165, 75880, 32624123, 23629631, 32624123 ], [ -20656, -14735, -20656, -10612816, -6760897, -10612816 ], [ 66, 63, 70, 66, 63, 70 ], [ 104, 99, 109, 104, 99, 109 ], [ 27, 26, 29, 27, 26, 29 ], [ 6804, 3229, 3575, 6804, 3229, 3575 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461058, -198318, -380001, 504221, -165903, -167458 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7275, "evaluation_days": 1818.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1607472000000, "last_datapoint_time": 1757872800000, "evaluation_time": 1757885052235, "expiration_time": 1762587000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 177, "offset": 135 } }, "second_band": { "type": "fwma", "factors": { "length": 78, "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) |
---|