Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355665.1051 | 1257094.852 | 98570.253 | 7373666.6736 | 5984635.4212 | 1389031.2523 |
Total P&L (%) | 1355.6651 | 1257.0949 | 98.5703 | 7373.6667 | 5984.6354 | 1389.0313 |
Avg Daily Profit (%) | 0.7474 | 0.6931 | 0.0543 | 0.2381 | 0.2268 | 0.149 |
Buy And Hold Return (%) | 692.1004 | 692.1004 | 692.1004 | 692.1004 | 692.1004 | 692.1004 |
Max Trade Drawdown | -159944 | -85032 | -107816 | -2017057 | -1060787 | -1488658 |
Profit Factor | 3.7534 | 5.97 | 1.4117 | 1.9151 | 2.5034 | 1.3407 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 38.0435 | 30.4348 | 45.6522 | 38.0435 | 30.4348 | 45.6522 |
Ratio Avg Win / Avg Loss | 6.1127 | 13.6457 | 1.6806 | 3.1189 | 5.7221 | 1.5961 |
Largest Winning Trade | 683057 | 683057 | 76785 | 2484047 | 1838552 | 2484047 |
Largest Losing Trade | -35182 | -31665 | -35182 | -791640 | -571684 | -791640 |
Avg Bars in Trades | 75 | 69 | 81 | 75 | 69 | 81 |
Avg Bars in Winners | 146 | 157 | 139 | 146 | 157 | 139 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 6960 | 3207 | 3753 | 6960 | 3207 | 3753 |
Profit Streak | 15.3478 | 0 | 17.3478 | 15.3478 | 0 | 17.3478 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310057 | 183964 | -285293 | 294443 | 198113 | -153 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604577600000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757449246427, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 63, "offset": 115 } }, "second_band": { "type": "fwma", "factors": { "length": 20, "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": [ [ 1355665.105057752, 1257094.8520481004, 98570.2530096513, 7373666.673554812, 5984635.421211719, 1389031.2523430919 ], [ 1355.665105, 1257.094852, 98.570253, 7373.666674, 5984.635421, 1389.031252 ], [ 0.747438, 0.693092, 0.054346, 0.238131, 0.226768, 0.149013 ], [ 692.100429, 692.100429, 692.100429, 692.100429, 692.100429, 692.100429 ], [ -159944, -85032, -107816, -2017057, -1060787, -1488658 ], [ 3.753393, 5.970002, 1.411695, 1.915098, 2.503423, 1.34069 ], [ 92, 46, 46, 92, 46, 46 ], [ 35, 14, 21, 35, 14, 21 ], [ 57, 32, 25, 57, 32, 25 ], [ 38.043478, 30.434783, 45.652174, 38.043478, 30.434783, 45.652174 ], [ 6.112668, 13.645719, 1.68059, 3.118874, 5.72211, 1.596059 ], [ 683057, 683057, 76785, 2484047, 1838552, 2484047 ], [ -35182, -31665, -35182, -791640, -571684, -791640 ], [ 75, 69, 81, 75, 69, 81 ], [ 146, 157, 139, 146, 157, 139 ], [ 32, 31, 32, 32, 31, 32 ], [ 6960, 3207, 3753, 6960, 3207, 3753 ], [ 15.347759, 0, 17.347759, 15.34776, 0, 17.34776 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310057, 183964, -285293, 294443, 198113, -153 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604577600000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757449246427, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 63, "offset": 115 } }, "second_band": { "type": "fwma", "factors": { "length": 20, "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) |
---|