Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121194.7197 | 952429.5122 | 168765.2075 | 16941677.696 | 10882910.6351 | 6058767.0609 |
Total P&L (%) | 1121.1947 | 952.4295 | 168.7652 | 16941.6777 | 10882.9106 | 6058.7671 |
Avg Daily Profit (%) | 0.6152 | 0.5226 | 0.0926 | 0.2823 | 0.2582 | 0.2263 |
Buy And Hold Return (%) | 675.3861 | 675.3861 | 675.3861 | 675.3861 | 675.3861 | 675.3861 |
Max Trade Drawdown | -134092 | -87532 | -86954 | -9217336 | -9481552 | -6798574 |
Profit Factor | 1.7772 | 2.1952 | 1.2614 | 1.2349 | 1.2751 | 1.186 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 192 | 83 | 109 | 192 | 83 | 109 |
Losing Trades | 262 | 144 | 118 | 262 | 144 | 118 |
Profitability (%) | 42.2907 | 36.5639 | 48.0176 | 42.2907 | 36.5639 | 48.0176 |
Ratio Avg Win / Avg Loss | 2.4252 | 3.8085 | 1.3655 | 1.6851 | 2.2123 | 1.284 |
Largest Winning Trade | 253017 | 253017 | 28956 | 5594083 | 5594083 | 2431771 |
Largest Losing Trade | -41177 | -41177 | -17676 | -2650198 | -2300854 | -2650198 |
Avg Bars in Trades | 15 | 22 | 8 | 15 | 22 | 8 |
Avg Bars in Winners | 20 | 34 | 10 | 20 | 34 | 10 |
Avg Bars in Losers | 12 | 15 | 7 | 12 | 15 | 7 |
Bars Traded | 7187 | 5150 | 2036 | 7187 | 5150 | 2036 |
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 | 196349 | -27503 | -235129 | 330877 | 189463 | -7489 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7290, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758203785405, "expiration_time": 1762920720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 34, "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": [ [ 1121194.7196724003, 952429.512185645, 168765.2074867531, 16941677.69603663, 10882910.635124765, 6058767.060911861 ], [ 1121.19472, 952.429512, 168.765207, 16941.677696, 10882.910635, 6058.767061 ], [ 0.615196, 0.522595, 0.092601, 0.282332, 0.258161, 0.226344 ], [ 675.386055, 675.386055, 675.386055, 675.386055, 675.386055, 675.386055 ], [ -134092, -87532, -86954, -9217336, -9481552, -6798574 ], [ 1.777218, 2.195203, 1.261369, 1.234898, 1.275133, 1.186032 ], [ 454, 227, 227, 454, 227, 227 ], [ 192, 83, 109, 192, 83, 109 ], [ 262, 144, 118, 262, 144, 118 ], [ 42.290749, 36.563877, 48.017621, 42.290749, 36.563877, 48.017621 ], [ 2.425162, 3.808546, 1.365519, 1.685122, 2.212279, 1.283962 ], [ 253017, 253017, 28956, 5594083, 5594083, 2431771 ], [ -41177, -41177, -17676, -2650198, -2300854, -2650198 ], [ 15, 22, 8, 15, 22, 8 ], [ 20, 34, 10, 20, 34, 10 ], [ 12, 15, 7, 12, 15, 7 ], [ 7187, 5150, 2036, 7187, 5150, 2036 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 196349, -27503, -235129, 330877, 189463, -7489 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7290, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758203785405, "expiration_time": 1762920720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 34, "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) |
---|