Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703967.5655 | 618726.9363 | 85240.6293 | 5352239.9954 | 9662360.8138 | -4310120.8184 |
Total P&L (%) | 703.9676 | 618.7269 | 85.2406 | 5352.24 | 9662.3608 | -4310.1208 |
Avg Daily Profit (%) | 0.3867 | 0.3399 | 0.0468 | 0.2199 | 0.252 | 0 |
Buy And Hold Return (%) | 678.8581 | 678.8581 | 678.8581 | 678.8581 | 678.8581 | 678.8581 |
Max Trade Drawdown | -118504 | -74097 | -98301 | -11972442 | -7511133 | -7084835 |
Profit Factor | 1.5272 | 1.9427 | 1.1255 | 1.1144 | 1.4345 | 0.8243 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 190 | 94 | 96 | 190 | 94 | 96 |
Losing Trades | 176 | 89 | 87 | 176 | 89 | 87 |
Profitability (%) | 51.9126 | 51.3661 | 52.459 | 51.9126 | 51.3661 | 52.459 |
Ratio Avg Win / Avg Loss | 1.4146 | 1.8394 | 1.02 | 1.0323 | 1.3582 | 0.747 |
Largest Winning Trade | 67569 | 67569 | 56656 | 2790703 | 2790703 | 2450329 |
Largest Losing Trade | -29891 | -27165 | -29891 | -2772556 | -2767747 | -2772556 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7226 | 3347 | 3879 | 7226 | 3347 | 3879 |
Profit Streak | 4.9476 | 17.6976 | 4.9476 | 4.9476 | 17.6976 | 4.9476 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139097 | -150520 | -376452 | -82375 | 421981 | -578643 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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": [ [ 703967.565541974, 618726.9362891137, 85240.6292528602, 5352239.995380824, 9662360.81380846, -4310120.818427634 ], [ 703.967566, 618.726936, 85.240629, 5352.239995, 9662.360814, -4310.120818 ], [ 0.386742, 0.339913, 0.046829, 0.219915, 0.251992, 0 ], [ 678.858115, 678.858115, 678.858115, 678.858115, 678.858115, 678.858115 ], [ -118504, -74097, -98301, -11972442, -7511133, -7084835 ], [ 1.527176, 1.942721, 1.125532, 1.114434, 1.434463, 0.824302 ], [ 366, 183, 183, 366, 183, 183 ], [ 190, 94, 96, 190, 94, 96 ], [ 176, 89, 87, 176, 89, 87 ], [ 51.912568, 51.36612, 52.459016, 51.912568, 51.36612, 52.459016 ], [ 1.414648, 1.839384, 1.020013, 1.032318, 1.358162, 0.747024 ], [ 67569, 67569, 56656, 2790703, 2790703, 2450329 ], [ -29891, -27165, -29891, -2772556, -2767747, -2772556 ], [ 19, 18, 21, 19, 18, 21 ], [ 21, 18, 24, 21, 18, 24 ], [ 17, 17, 17, 17, 17, 17 ], [ 7226, 3347, 3879, 7226, 3347, 3879 ], [ 4.947565, 17.697565, 4.947565, 4.947565, 17.697565, 4.947565 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139097, -150520, -376452, -82375, 421981, -578643 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7281, "evaluation_days": 1820.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1758002400000, "evaluation_time": 1758019469626, "expiration_time": 1762720488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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) |
---|