Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -609327.5696 | 187997.554 | -797325.1236 | -3484538.6888 | -8634933.4119 | 5150394.7231 |
Total P&L (%) | -609.3276 | 187.9976 | -797.3251 | -3484.5387 | -8634.9334 | 5150.3947 |
Avg Daily Profit (%) | -0.3357 | 0.1036 | -0.4392 | 0 | 0 | 0.2184 |
Buy And Hold Return (%) | 661.5448 | 661.5448 | 661.5448 | 661.5448 | 661.5448 | 661.5448 |
Max Trade Drawdown | -758323 | -93522 | -858207 | -22315322 | -14470448 | -9845658 |
Profit Factor | 0.5612 | 1.7494 | 0.2992 | 0.925 | 0.6213 | 1.2175 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 19 | 18 | 32 | 17 | 15 |
Losing Trades | 24 | 12 | 12 | 29 | 14 | 15 |
Profitability (%) | 60.6557 | 61.2903 | 60 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 0.364 | 1.1049 | 0.1995 | 0.8383 | 0.5116 | 1.2175 |
Largest Winning Trade | 73216 | 73216 | 58410 | 18065153 | 2590634 | 18065153 |
Largest Losing Trade | -474278 | -74157 | -474278 | -12240655 | -12240655 | -7626862 |
Avg Bars in Trades | 114 | 122 | 107 | 114 | 122 | 107 |
Avg Bars in Winners | 65 | 71 | 58 | 112 | 114 | 110 |
Avg Bars in Losers | 191 | 202 | 180 | 117 | 131 | 104 |
Bars Traded | 7008 | 3788 | 3220 | 7008 | 3788 | 3220 |
Profit Streak | 0 | 0 | 0 | 142.0831 | 142.0831 | 156.5831 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745396 | -216866 | -579529 | -745076 | -579229 | 312910 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7261, "evaluation_days": 1815.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603972800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757577579203, "expiration_time": 1762275528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 150, "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": [ [ -609327.5696408205, 187997.55400026, -797325.1236410803, -3484538.688761345, -8634933.411859674, 5150394.7230983265 ], [ -609.32757, 187.997554, -797.325124, -3484.538689, -8634.933412, 5150.394723 ], [ -0.335671, 0.103566, -0.439237, 0, 0, 0.218439 ], [ 661.544765, 661.544765, 661.544765, 661.544765, 661.544765, 661.544765 ], [ -758323, -93522, -858207, -22315322, -14470448, -9845658 ], [ 0.561204, 1.749418, 0.299226, 0.925029, 0.621251, 1.217499 ], [ 61, 31, 30, 61, 31, 30 ], [ 37, 19, 18, 32, 17, 15 ], [ 24, 12, 12, 29, 14, 15 ], [ 60.655738, 61.290323, 60, 52.459016, 54.83871, 50 ], [ 0.364024, 1.104895, 0.199484, 0.838308, 0.511618, 1.217499 ], [ 73216, 73216, 58410, 18065153, 2590634, 18065153 ], [ -474278, -74157, -474278, -12240655, -12240655, -7626862 ], [ 114, 122, 107, 114, 122, 107 ], [ 65, 71, 58, 112, 114, 110 ], [ 191, 202, 180, 117, 131, 104 ], [ 7008, 3788, 3220, 7008, 3788, 3220 ], [ 0, 0, 0, 142.083093, 142.083093, 156.583093 ], [ 0, 0, 0, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -745396, -216866, -579529, -745076, -579229, 312910 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7261, "evaluation_days": 1815.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603972800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757577579203, "expiration_time": 1762275528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 150, "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) |
---|