Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1154916.1154 | 993681.9474 | 161234.1681 | 31665182.2805 | 20758632.9693 | 10906549.3111 |
Total P&L (%) | 1154.9161 | 993.6819 | 161.2342 | 31665.1823 | 20758.633 | 10906.5493 |
Avg Daily Profit (%) | 0.6367 | 0.5478 | 0.0889 | 0.3181 | 0.2948 | 0.2595 |
Buy And Hold Return (%) | 529.6432 | 529.6432 | 529.6432 | 529.6432 | 529.6432 | 529.6432 |
Max Trade Drawdown | -68093 | -51954 | -39775 | -28694210 | -19960226 | -19841067 |
Profit Factor | 2.9478 | 4.6516 | 1.5026 | 1.308 | 1.4334 | 1.1986 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 43.2 | 40.3226 | 46.0317 | 43.2 | 40.3226 | 46.0317 |
Ratio Avg Win / Avg Loss | 3.8758 | 6.8844 | 1.7616 | 1.7197 | 2.1215 | 1.4052 |
Largest Winning Trade | 298497 | 298497 | 76139 | 15615664 | 15615664 | 11159611 |
Largest Losing Trade | -30719 | -21782 | -30719 | -11044953 | -4996905 | -11044953 |
Avg Bars in Trades | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Winners | 87 | 82 | 91 | 87 | 82 | 91 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 7130 | 3338 | 3792 | 7130 | 3338 | 3792 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338439 | -147386 | -385864 | 287199 | -147362 | -141783 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7256, "evaluation_days": 1814, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757466942745, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 82, "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": [ [ 1154916.1154496907, 993681.9473742559, 161234.1680754345, 31665182.280475363, 20758632.96933487, 10906549.311140474 ], [ 1154.916115, 993.681947, 161.234168, 31665.18228, 20758.632969, 10906.549311 ], [ 0.636668, 0.547785, 0.088883, 0.318088, 0.29483, 0.259491 ], [ 529.643162, 529.643162, 529.643162, 529.643162, 529.643162, 529.643162 ], [ -68093, -51954, -39775, -28694210, -19960226, -19841067 ], [ 2.947779, 4.651619, 1.50257, 1.307968, 1.433441, 1.198565 ], [ 125, 62, 63, 125, 62, 63 ], [ 54, 25, 29, 54, 25, 29 ], [ 71, 37, 34, 71, 37, 34 ], [ 43.2, 40.322581, 46.031746, 43.2, 40.322581, 46.031746 ], [ 3.875783, 6.884396, 1.761634, 1.719736, 2.121492, 1.405214 ], [ 298497, 298497, 76139, 15615664, 15615664, 11159611 ], [ -30719, -21782, -30719, -11044953, -4996905, -11044953 ], [ 57, 53, 60, 57, 53, 60 ], [ 87, 82, 91, 87, 82, 91 ], [ 34, 34, 33, 34, 34, 33 ], [ 7130, 3338, 3792, 7130, 3338, 3792 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338439, -147386, -385864, 287199, -147362, -141783 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7256, "evaluation_days": 1814, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757466942745, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 82, "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) |
---|