Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538111.3403 | 1437565.9641 | 100545.3761 | 5976567.0698 | 4396657.6513 | 1579909.4184 |
Total P&L (%) | 1538.1113 | 1437.566 | 100.5454 | 5976.5671 | 4396.6577 | 1579.9094 |
Avg Daily Profit (%) | 0.8447 | 0.7894 | 0.0552 | 0.2258 | 0.2092 | 0.1551 |
Buy And Hold Return (%) | 624.0756 | 624.0756 | 624.0756 | 624.0756 | 624.0756 | 624.0756 |
Max Trade Drawdown | -86652 | -69534 | -38150 | -7759094 | -7184086 | -3366514 |
Profit Factor | 3.3776 | 4.7614 | 1.3798 | 1.1702 | 1.2107 | 1.1109 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 36.5517 | 31.9444 | 41.0959 | 36.5517 | 31.9444 | 41.0959 |
Ratio Avg Win / Avg Loss | 5.863 | 10.1438 | 1.9777 | 2.0313 | 2.5792 | 1.5923 |
Largest Winning Trade | 831372 | 831372 | 50016 | 8384049 | 8384049 | 2655962 |
Largest Losing Trade | -32316 | -32316 | -17520 | -1647839 | -1647839 | -1031084 |
Avg Bars in Trades | 48 | 60 | 35 | 48 | 60 | 35 |
Avg Bars in Winners | 79 | 106 | 59 | 79 | 106 | 59 |
Avg Bars in Losers | 29 | 38 | 19 | 29 | 38 | 19 |
Bars Traded | 6971 | 4349 | 2622 | 6971 | 4349 | 2622 |
Profit Streak | 0 | 93.1444 | 0 | 0 | 93.1444 | 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 | 396932 | -70090 | -358703 | -28803 | -77155 | -168730 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7284, "evaluation_days": 1821, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758079676756, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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": [ [ 1538111.340286149, 1437565.9641420867, 100545.3761440626, 5976567.069778278, 4396657.651334697, 1579909.4184435806 ], [ 1538.11134, 1437.565964, 100.545376, 5976.56707, 4396.657651, 1579.909418 ], [ 0.844652, 0.789438, 0.055214, 0.225791, 0.20922, 0.155053 ], [ 624.075635, 624.075635, 624.075635, 624.075635, 624.075635, 624.075635 ], [ -86652, -69534, -38150, -7759094, -7184086, -3366514 ], [ 3.377607, 4.761382, 1.379811, 1.170182, 1.210657, 1.110891 ], [ 145, 72, 73, 145, 72, 73 ], [ 53, 23, 30, 53, 23, 30 ], [ 92, 49, 43, 92, 49, 43 ], [ 36.551724, 31.944444, 41.09589, 36.551724, 31.944444, 41.09589 ], [ 5.863017, 10.143815, 1.977729, 2.03126, 2.579226, 1.592276 ], [ 831372, 831372, 50016, 8384049, 8384049, 2655962 ], [ -32316, -32316, -17520, -1647839, -1647839, -1031084 ], [ 48, 60, 35, 48, 60, 35 ], [ 79, 106, 59, 79, 106, 59 ], [ 29, 38, 19, 29, 38, 19 ], [ 6971, 4349, 2622, 6971, 4349, 2622 ], [ 0, 93.144407, 0, 0, 93.144407, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396932, -70090, -358703, -28803, -77155, -168730 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7284, "evaluation_days": 1821, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758079676756, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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) |
---|