Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -972445.6319 | 32170.4654 | -1004616.0973 | -1565418.8418 | -10191960.1756 | 8626541.3339 |
Total P&L (%) | -972.4456 | 32.1705 | -1004.6161 | -1565.4188 | -10191.9602 | 8626.5413 |
Avg Daily Profit (%) | -0.5364 | 0.0177 | -0.5541 | 0 | 0 | 0.2468 |
Buy And Hold Return (%) | 632.8723 | 632.8723 | 632.8723 | 632.8723 | 632.8723 | 632.8723 |
Max Trade Drawdown | -1056187 | -205818 | -1042499 | -39029538 | -28631912 | -10570434 |
Profit Factor | 0.4358 | 1.0882 | 0.2607 | 0.972 | 0.7106 | 1.4185 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 114 | 56 | 58 | 89 | 45 | 44 |
Losing Trades | 52 | 27 | 25 | 77 | 38 | 39 |
Profitability (%) | 68.6747 | 67.4699 | 69.8795 | 53.6145 | 54.2169 | 53.012 |
Ratio Avg Win / Avg Loss | 0.1988 | 0.5247 | 0.1124 | 0.8409 | 0.6 | 1.2573 |
Largest Winning Trade | 33965 | 27773 | 33965 | 7535905 | 2555048 | 7535905 |
Largest Losing Trade | -498309 | -77024 | -498309 | -25363188 | -25363188 | -9031881 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 14 | 14 | 13 | 39 | 40 | 38 |
Avg Bars in Losers | 103 | 110 | 96 | 45 | 52 | 38 |
Bars Traded | 6998 | 3794 | 3203 | 6998 | 3794 | 3203 |
Profit Streak | 0 | 0 | 0 | 8.899 | 8.899 | 10.399 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577487 | -457898 | -578255 | -578322 | -579894 | 358506 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604772000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757388869782, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.81244, "nc": 0.10095 } }, "second_band": { "type": "wma", "factors": { "length": 101, "offset": 86 } } }
{ "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": [ [ -972445.6318780308, 32170.4654337797, -1004616.0973118106, -1565418.8417595539, -10191960.17562348, 8626541.333863925 ], [ -972.445632, 32.170465, -1004.616097, -1565.418842, -10191.960176, 8626.541334 ], [ -0.536374, 0.017744, -0.554118, 0, 0, 0.246799 ], [ 632.872297, 632.872297, 632.872297, 632.872297, 632.872297, 632.872297 ], [ -1056187, -205818, -1042499, -39029538, -28631912, -10570434 ], [ 0.435818, 1.088191, 0.26069, 0.971959, 0.710569, 1.418521 ], [ 166, 83, 83, 166, 83, 83 ], [ 114, 56, 58, 89, 45, 44 ], [ 52, 27, 25, 77, 38, 39 ], [ 68.674699, 67.46988, 69.879518, 53.614458, 54.216867, 53.012048 ], [ 0.198794, 0.524663, 0.112366, 0.840908, 0.600036, 1.257325 ], [ 33965, 27773, 33965, 7535905, 2555048, 7535905 ], [ -498309, -77024, -498309, -25363188, -25363188, -9031881 ], [ 42, 45, 38, 42, 45, 38 ], [ 14, 14, 13, 39, 40, 38 ], [ 103, 110, 96, 45, 52, 38 ], [ 6998, 3794, 3203, 6998, 3794, 3203 ], [ 0, 0, 0, 8.898956, 8.898956, 10.398956 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577487, -457898, -578255, -578322, -579894, 358506 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604772000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757388869782, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.81244, "nc": 0.10095 } }, "second_band": { "type": "wma", "factors": { "length": 101, "offset": 86 } } }
# | 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) |
---|