Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162049.6462 | 1120622.0387 | 41427.6075 | 2334951.932 | 2541492.0526 | -206540.1207 |
Total P&L (%) | 1162.0496 | 1120.622 | 41.4276 | 2334.9519 | 2541.4921 | -206.5401 |
Avg Daily Profit (%) | 0.6385 | 0.6157 | 0.0228 | 0.1756 | 0.18 | 0 |
Buy And Hold Return (%) | 648.6726 | 648.6726 | 648.6726 | 648.6726 | 648.6726 | 648.6726 |
Max Trade Drawdown | -78149 | -75837 | -66658 | -840525 | -781333 | -684268 |
Profit Factor | 3.4153 | 6.1147 | 1.1581 | 1.4466 | 2.0697 | 0.9276 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.0303 | 48.4848 | 57.5758 | 53.0303 | 48.4848 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.025 | 6.4968 | 0.8533 | 1.2812 | 2.199 | 0.6835 |
Largest Winning Trade | 611016 | 611016 | 76430 | 1784361 | 1784361 | 861714 |
Largest Losing Trade | -55228 | -55228 | -42757 | -407653 | -407653 | -402139 |
Avg Bars in Trades | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Winners | 135 | 131 | 138 | 135 | 131 | 138 |
Avg Bars in Losers | 70 | 76 | 63 | 70 | 76 | 63 |
Bars Traded | 6931 | 3409 | 3522 | 6931 | 3409 | 3522 |
Profit Streak | 60.6143 | 99.3643 | 60.6143 | 60.6143 | 99.3643 | 60.6143 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117093 | 408964 | -374992 | -120900 | 340302 | -579260 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 1820, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606046400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757990677953, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 144, "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": [ [ 1162049.6462007368, 1120622.0386536566, 41427.6075470804, 2334951.931966313, 2541492.052625119, -206540.120658807 ], [ 1162.049646, 1120.622039, 41.427608, 2334.951932, 2541.492053, -206.540121 ], [ 0.638489, 0.615726, 0.022762, 0.175567, 0.180048, 0 ], [ 648.672611, 648.672611, 648.672611, 648.672611, 648.672611, 648.672611 ], [ -78149, -75837, -66658, -840525, -781333, -684268 ], [ 3.415304, 6.114681, 1.158108, 1.446553, 2.069691, 0.927604 ], [ 66, 33, 33, 66, 33, 33 ], [ 35, 16, 19, 35, 16, 19 ], [ 31, 17, 14, 31, 17, 14 ], [ 53.030303, 48.484848, 57.575758, 53.030303, 48.484848, 57.575758 ], [ 3.024983, 6.496849, 0.853343, 1.281233, 2.199046, 0.683498 ], [ 611016, 611016, 76430, 1784361, 1784361, 861714 ], [ -55228, -55228, -42757, -407653, -407653, -402139 ], [ 105, 103, 106, 105, 103, 106 ], [ 135, 131, 138, 135, 131, 138 ], [ 70, 76, 63, 70, 76, 63 ], [ 6931, 3409, 3522, 6931, 3409, 3522 ], [ 60.614328, 99.364328, 60.614328, 60.614328, 99.364328, 60.614328 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117093, 408964, -374992, -120900, 340302, -579260 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 1820, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606046400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757990677953, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 144, "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) |
---|