Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219889.8342 | 1202721.9793 | 17167.8549 | 1046160.6919 | 1650189.3513 | -604028.6594 |
Total P&L (%) | 1219.8898 | 1202.722 | 17.1679 | 1046.1607 | 1650.1894 | -604.0287 |
Avg Daily Profit (%) | 0.6706 | 0.6612 | 0.0094 | 0.1342 | 0.1575 | 0 |
Buy And Hold Return (%) | 703.3706 | 703.3706 | 703.3706 | 703.3706 | 703.3706 | 703.3706 |
Max Trade Drawdown | -126241 | -68417 | -71742 | -3311569 | -2212615 | -1421034 |
Profit Factor | 2.2971 | 3.8481 | 1.0331 | 1.0731 | 1.238 | 0.9182 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 46.9697 | 43.4343 | 50.5051 | 46.9697 | 43.4343 | 50.5051 |
Ratio Avg Win / Avg Loss | 2.5935 | 5.0115 | 1.0125 | 1.2115 | 1.6122 | 0.8998 |
Largest Winning Trade | 771738 | 771738 | 65263 | 2270867 | 2270867 | 825473 |
Largest Losing Trade | -58390 | -34818 | -58390 | -952744 | -952744 | -903346 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 46 | 44 | 49 | 46 | 44 | 49 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 7020 | 3214 | 3806 | 7020 | 3214 | 3806 |
Profit Streak | 0 | 23.8885 | 0 | 0 | 23.8885 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274758 | 315709 | -530307 | -167951 | 92564 | -581002 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7276, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604059200000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757906367623, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 98, "offset": 56 } }, "second_band": { "type": "jma", "factors": { "length": 133, "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": [ [ 1219889.834219706, 1202721.9792800776, 17167.8549396283, 1046160.691900623, 1650189.3512686668, -604028.6593680434 ], [ 1219.889834, 1202.721979, 17.167855, 1046.160692, 1650.189351, -604.028659 ], [ 0.670638, 0.6612, 0.009438, 0.134175, 0.15748, 0 ], [ 703.370634, 703.370634, 703.370634, 703.370634, 703.370634, 703.370634 ], [ -126241, -68417, -71742, -3311569, -2212615, -1421034 ], [ 2.297119, 3.848133, 1.033131, 1.073058, 1.237971, 0.91821 ], [ 198, 99, 99, 198, 99, 99 ], [ 93, 43, 50, 93, 43, 50 ], [ 105, 56, 49, 105, 56, 49 ], [ 46.969697, 43.434343, 50.505051, 46.969697, 43.434343, 50.505051 ], [ 2.593521, 5.011522, 1.012469, 1.211518, 1.612241, 0.899845 ], [ 771738, 771738, 65263, 2270867, 2270867, 825473 ], [ -58390, -34818, -58390, -952744, -952744, -903346 ], [ 35, 32, 38, 35, 32, 38 ], [ 46, 44, 49, 46, 44, 49 ], [ 25, 23, 27, 25, 23, 27 ], [ 7020, 3214, 3806, 7020, 3214, 3806 ], [ 0, 23.888514, 0, 0, 23.888514, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 274758, 315709, -530307, -167951, 92564, -581002 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7276, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604059200000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757906367623, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 98, "offset": 56 } }, "second_band": { "type": "jma", "factors": { "length": 133, "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) |
---|