Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333913.8385 | 1289601.2978 | 44312.5408 | 1775677.4608 | 1807424.6551 | -31747.1943 |
Total P&L (%) | 1333.9138 | 1289.6013 | 44.3125 | 1775.6775 | 1807.4247 | -31.7472 |
Avg Daily Profit (%) | 0.7344 | 0.71 | 0.0244 | 0.1615 | 0.1625 | -0.021 |
Buy And Hold Return (%) | 546.107 | 546.107 | 546.107 | 546.107 | 546.107 | 546.107 |
Max Trade Drawdown | -159453 | -81871 | -95662 | -1127920 | -1108139 | -942251 |
Profit Factor | 2.2101 | 3.4555 | 1.0768 | 1.1907 | 1.3933 | 0.9933 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 44.1065 | 39.6947 | 48.4848 | 44.1065 | 39.6947 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.8007 | 5.2497 | 1.1441 | 1.5089 | 2.1167 | 1.0553 |
Largest Winning Trade | 846455 | 846455 | 67366 | 1160556 | 1160556 | 575355 |
Largest Losing Trade | -35946 | -30969 | -35946 | -455430 | -455430 | -274095 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 7107 | 3440 | 3667 | 7107 | 3440 | 3667 |
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 | 440446 | 381250 | -462639 | -5467 | 97547 | -579626 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7265, "evaluation_days": 1816.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757673131109, "expiration_time": 1762364520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.39691, "nb": 0.06535, "nc": 0.60547 } } }
{ "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": [ [ 1333913.8385395766, 1289601.297778411, 44312.5407611655, 1775677.460812259, 1807424.6551006383, -31747.1942883803 ], [ 1333.913839, 1289.601298, 44.312541, 1775.677461, 1807.424655, -31.747194 ], [ 0.734433, 0.710035, 0.024398, 0.161537, 0.162463, -0.021027 ], [ 546.106995, 546.106995, 546.106995, 546.106995, 546.106995, 546.106995 ], [ -159453, -81871, -95662, -1127920, -1108139, -942251 ], [ 2.210081, 3.455497, 1.076779, 1.190696, 1.393301, 0.993268 ], [ 263, 131, 132, 263, 131, 132 ], [ 116, 52, 64, 116, 52, 64 ], [ 147, 79, 68, 147, 79, 68 ], [ 44.106464, 39.694656, 48.484848, 44.106464, 39.694656, 48.484848 ], [ 2.800706, 5.249697, 1.144078, 1.5089, 2.116745, 1.055347 ], [ 846455, 846455, 67366, 1160556, 1160556, 575355 ], [ -35946, -30969, -35946, -455430, -455430, -274095 ], [ 27, 26, 27, 27, 26, 27 ], [ 40, 43, 37, 40, 43, 37 ], [ 16, 15, 18, 16, 15, 18 ], [ 7107, 3440, 3667, 7107, 3440, 3667 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440446, 381250, -462639, -5467, 97547, -579626 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7265, "evaluation_days": 1816.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757673131109, "expiration_time": 1762364520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.39691, "nb": 0.06535, "nc": 0.60547 } } }
# | 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) |
---|