Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1088409.4457 | 40911.7583 | -1129321.204 | -1712796.7716 | -7318870.9832 | 5606074.2116 |
Total P&L (%) | -1088.4094 | 40.9118 | -1129.3212 | -1712.7968 | -7318.871 | 5606.0742 |
Avg Daily Profit (%) | -0.5963 | 0.0224 | -0.6187 | 0 | 0 | 0.2218 |
Buy And Hold Return (%) | 715.8664 | 715.8664 | 715.8664 | 715.8664 | 715.8664 | 715.8664 |
Max Trade Drawdown | -1185262 | -154632 | -1188692 | -16493886 | -11787491 | -5563045 |
Profit Factor | 0.3595 | 1.1505 | 0.2089 | 0.9373 | 0.5136 | 1.4563 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 19 | 19 | 29 | 15 | 14 |
Losing Trades | 23 | 12 | 11 | 32 | 16 | 16 |
Profitability (%) | 62.2951 | 61.2903 | 63.3333 | 47.541 | 48.3871 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2176 | 0.7266 | 0.1209 | 1.0343 | 0.5479 | 1.6644 |
Largest Winning Trade | 59991 | 59991 | 41539 | 10464072 | 1875259 | 10464072 |
Largest Losing Trade | -681716 | -74301 | -681716 | -9791795 | -9791795 | -3572453 |
Avg Bars in Trades | 115 | 122 | 107 | 115 | 122 | 107 |
Avg Bars in Winners | 62 | 62 | 61 | 118 | 125 | 111 |
Avg Bars in Losers | 203 | 218 | 187 | 112 | 120 | 104 |
Bars Traded | 7044 | 3807 | 3237 | 7044 | 3807 | 3237 |
Profit Streak | 46.2444 | 72.9944 | 0 | 0 | 0 | 168.4944 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744626 | -383413 | -579097 | -746067 | -581445 | 359929 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7301, "evaluation_days": 1825.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758455511922, "expiration_time": 1763165448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 112, "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": [ [ -1088409.445719085, 40911.758271051, -1129321.2039901363, -1712796.7715920347, -7318870.983155023, 5606074.2115629865 ], [ -1088.409446, 40.911758, -1129.321204, -1712.796772, -7318.870983, 5606.074212 ], [ -0.596307, 0.022414, -0.618721, 0, 0, 0.221811 ], [ 715.866409, 715.866409, 715.866409, 715.866409, 715.866409, 715.866409 ], [ -1185262, -154632, -1188692, -16493886, -11787491, -5563045 ], [ 0.359531, 1.150452, 0.208865, 0.937337, 0.51363, 1.456314 ], [ 61, 31, 30, 61, 31, 30 ], [ 38, 19, 19, 29, 15, 14 ], [ 23, 12, 11, 32, 16, 16 ], [ 62.295082, 61.290323, 63.333333, 47.540984, 48.387097, 46.666667 ], [ 0.217611, 0.726601, 0.120922, 1.034303, 0.547872, 1.664359 ], [ 59991, 59991, 41539, 10464072, 1875259, 10464072 ], [ -681716, -74301, -681716, -9791795, -9791795, -3572453 ], [ 115, 122, 107, 115, 122, 107 ], [ 62, 62, 61, 118, 125, 111 ], [ 203, 218, 187, 112, 120, 104 ], [ 7044, 3807, 3237, 7044, 3807, 3237 ], [ 46.244351, 72.994351, 0, 0, 0, 168.494351 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -744626, -383413, -579097, -746067, -581445, 359929 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7301, "evaluation_days": 1825.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758455511922, "expiration_time": 1763165448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 112, "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) |
---|