Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1280156.1219 | -25084.3071 | -1255071.8148 | -981743.5709 | -6239648.8542 | 5257905.2834 |
Total P&L (%) | -1280.1561 | -25.0843 | -1255.0718 | -981.7436 | -6239.6489 | 5257.9053 |
Avg Daily Profit (%) | -0.7059 | -0.0138 | -0.6921 | 0 | 0 | 0.2198 |
Buy And Hold Return (%) | 640.7932 | 640.7932 | 640.7932 | 640.7932 | 640.7932 | 640.7932 |
Max Trade Drawdown | -1356356 | -215532 | -1299687 | -23135629 | -16213585 | -7052406 |
Profit Factor | 0.3727 | 0.9357 | 0.2396 | 0.9746 | 0.6986 | 1.2931 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 130 | 66 | 64 | 101 | 49 | 52 |
Losing Trades | 68 | 33 | 35 | 97 | 50 | 47 |
Profitability (%) | 65.6566 | 66.6667 | 64.6465 | 51.0101 | 49.4949 | 52.5253 |
Ratio Avg Win / Avg Loss | 0.195 | 0.4679 | 0.1311 | 0.936 | 0.7128 | 1.1687 |
Largest Winning Trade | 40684 | 29177 | 40684 | 9689991 | 2998651 | 9689991 |
Largest Losing Trade | -674838 | -76885 | -674838 | -13210173 | -13210173 | -4542924 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 14 | 15 | 14 | 31 | 32 | 30 |
Avg Bars in Losers | 74 | 81 | 67 | 39 | 42 | 36 |
Bars Traded | 7002 | 3709 | 3293 | 7002 | 3709 | 3293 |
Profit Streak | 4.5947 | 61.5947 | 0 | 0 | 0 | 7.8447 |
Trades During Streak | 1 | 8 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577376 | -577016 | -579169 | -579610 | -581264 | 322610 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7254, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604815200000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757427384546, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.89046, "nc": 0.1 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "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": [ [ -1280156.12189073, -25084.3071032176, -1255071.8147875126, -981743.5708513815, -6239648.854221295, 5257905.283369912 ], [ -1280.156122, -25.084307, -1255.071815, -981.743571, -6239.648854, 5257.905283 ], [ -0.705904, -0.013832, -0.692072, 0, 0, 0.21977 ], [ 640.793201, 640.793201, 640.793201, 640.793201, 640.793201, 640.793201 ], [ -1356356, -215532, -1299687, -23135629, -16213585, -7052406 ], [ 0.372732, 0.935717, 0.239638, 0.974594, 0.698584, 1.293072 ], [ 198, 99, 99, 198, 99, 99 ], [ 130, 66, 64, 101, 49, 52 ], [ 68, 33, 35, 97, 50, 47 ], [ 65.656566, 66.666667, 64.646465, 51.010101, 49.494949, 52.525253 ], [ 0.194968, 0.467859, 0.131052, 0.935996, 0.712841, 1.168738 ], [ 40684, 29177, 40684, 9689991, 2998651, 9689991 ], [ -674838, -76885, -674838, -13210173, -13210173, -4542924 ], [ 35, 37, 33, 35, 37, 33 ], [ 14, 15, 14, 31, 32, 30 ], [ 74, 81, 67, 39, 42, 36 ], [ 7002, 3709, 3293, 7002, 3709, 3293 ], [ 4.594728, 61.594728, 0, 0, 0, 7.844729 ], [ 1, 8, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577376, -577016, -579169, -579610, -581264, 322610 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7254, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604815200000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757427384546, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.89046, "nc": 0.1 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "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) |
---|