Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972796.7304 | 1008744.367 | -35947.6366 | 374147.4432 | 726852.5472 | -352705.104 |
Total P&L (%) | 972.7967 | 1008.7444 | -35.9476 | 374.1474 | 726.8525 | -352.7051 |
Avg Daily Profit (%) | 0.5366 | 0.5564 | -0.0198 | 0.0859 | 0.1166 | 0 |
Buy And Hold Return (%) | 526.7247 | 526.7247 | 526.7247 | 526.7247 | 526.7247 | 526.7247 |
Max Trade Drawdown | -142373 | -85693 | -130569 | -742574 | -528886 | -448945 |
Profit Factor | 2.6235 | 4.4141 | 0.8816 | 1.1559 | 1.6025 | 0.7045 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 40 | 43.75 | 36.3636 | 40 | 43.75 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.9353 | 5.6753 | 1.5429 | 1.7338 | 2.0604 | 1.2329 |
Largest Winning Trade | 524806 | 524806 | 74035 | 605636 | 605636 | 208628 |
Largest Losing Trade | -48351 | -43848 | -48351 | -173013 | -173013 | -133062 |
Avg Bars in Trades | 107 | 99 | 115 | 107 | 99 | 115 |
Avg Bars in Winners | 183 | 156 | 216 | 183 | 156 | 216 |
Avg Bars in Losers | 57 | 55 | 58 | 57 | 55 | 58 |
Bars Traded | 7000 | 3175 | 3825 | 7000 | 3175 | 3825 |
Profit Streak | 0 | 101.0229 | 0 | 0 | 101.0229 | 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 | -132158 | 327308 | -583328 | -432178 | -83384 | -584439 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757377974625, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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": [ [ 972796.7304355633, 1008744.3669954191, -35947.636559856, 374147.443189935, 726852.5472075489, -352705.1040176139 ], [ 972.79673, 1008.744367, -35.947637, 374.147443, 726.852547, -352.705104 ], [ 0.536567, 0.556395, -0.019828, 0.085881, 0.116585, 0 ], [ 526.724674, 526.724674, 526.724674, 526.724674, 526.724674, 526.724674 ], [ -142373, -85693, -130569, -742574, -528886, -448945 ], [ 2.623537, 4.414117, 0.881642, 1.155891, 1.602529, 0.704534 ], [ 65, 32, 33, 65, 32, 33 ], [ 26, 14, 12, 26, 14, 12 ], [ 39, 18, 21, 39, 18, 21 ], [ 40, 43.75, 36.363636, 40, 43.75, 36.363636 ], [ 3.935306, 5.675293, 1.542874, 1.733836, 2.060395, 1.232935 ], [ 524806, 524806, 74035, 605636, 605636, 208628 ], [ -48351, -43848, -48351, -173013, -173013, -133062 ], [ 107, 99, 115, 107, 99, 115 ], [ 183, 156, 216, 183, 156, 216 ], [ 57, 55, 58, 57, 55, 58 ], [ 7000, 3175, 3825, 7000, 3175, 3825 ], [ 0, 101.022854, 0, 0, 101.022854, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132158, 327308, -583328, -432178, -83384, -584439 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757377974625, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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) |
---|