Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478972.5684 | 1492170.9881 | -13198.4198 | 893275.1678 | 1829927.6304 | -936652.4627 |
Total P&L (%) | 1478.9726 | 1492.171 | -13.1984 | 893.2752 | 1829.9276 | -936.6525 |
Avg Daily Profit (%) | 0.8127 | 0.82 | -0.0073 | 0.1262 | 0.1628 | 0 |
Buy And Hold Return (%) | 616.7866 | 616.7866 | 616.7866 | 616.7866 | 616.7866 | 616.7866 |
Max Trade Drawdown | -166571 | -108325 | -106534 | -1148676 | -851096 | -1079415 |
Profit Factor | 3.28 | 5.785 | 0.9608 | 1.1882 | 1.8076 | 0.6225 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 37.8049 | 41.4634 | 34.1463 | 37.8049 | 41.4634 | 34.1463 |
Ratio Avg Win / Avg Loss | 5.3962 | 8.167 | 1.853 | 1.9547 | 2.552 | 1.2006 |
Largest Winning Trade | 1067165 | 1067165 | 76701 | 1221435 | 1221435 | 417499 |
Largest Losing Trade | -45901 | -45901 | -38691 | -599125 | -599125 | -396839 |
Avg Bars in Trades | 86 | 75 | 98 | 86 | 75 | 98 |
Avg Bars in Winners | 151 | 119 | 190 | 151 | 119 | 190 |
Avg Bars in Losers | 47 | 43 | 50 | 47 | 43 | 50 |
Bars Traded | 7117 | 3078 | 4039 | 7117 | 3078 | 4039 |
Profit Streak | 0 | 25.9729 | 0 | 0 | 25.9729 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 60872 | 529853 | -584129 | -76334 | 189582 | -585240 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7279, "evaluation_days": 1819.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603778400000, "last_datapoint_time": 1757959200000, "evaluation_time": 1757978456414, "expiration_time": 1762675992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 77, "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": [ [ 1478972.5683695928, 1492170.988145878, -13198.4197762857, 893275.1677608507, 1829927.630416005, -936652.462655154 ], [ 1478.972568, 1492.170988, -13.19842, 893.275168, 1829.92763, -936.652463 ], [ 0.812734, 0.819987, -0.007253, 0.126242, 0.162796, 0 ], [ 616.786571, 616.786571, 616.786571, 616.786571, 616.786571, 616.786571 ], [ -166571, -108325, -106534, -1148676, -851096, -1079415 ], [ 3.280026, 5.784992, 0.960815, 1.188167, 1.807633, 0.62254 ], [ 82, 41, 41, 82, 41, 41 ], [ 31, 17, 14, 31, 17, 14 ], [ 51, 24, 27, 51, 24, 27 ], [ 37.804878, 41.463415, 34.146341, 37.804878, 41.463415, 34.146341 ], [ 5.396172, 8.167047, 1.853, 1.954726, 2.551952, 1.200613 ], [ 1067165, 1067165, 76701, 1221435, 1221435, 417499 ], [ -45901, -45901, -38691, -599125, -599125, -396839 ], [ 86, 75, 98, 86, 75, 98 ], [ 151, 119, 190, 151, 119, 190 ], [ 47, 43, 50, 47, 43, 50 ], [ 7117, 3078, 4039, 7117, 3078, 4039 ], [ 0, 25.972875, 0, 0, 25.972875, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 60872, 529853, -584129, -76334, 189582, -585240 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7279, "evaluation_days": 1819.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603778400000, "last_datapoint_time": 1757959200000, "evaluation_time": 1757978456414, "expiration_time": 1762675992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 77, "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) |
---|