Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141066.1786 | 1130302.626 | 10763.5526 | 1478671.9217 | 2659246.0322 | -1180574.1104 |
Total P&L (%) | 1141.0662 | 1130.3026 | 10.7636 | 1478.6719 | 2659.246 | -1180.5741 |
Avg Daily Profit (%) | 0.6285 | 0.6226 | 0.0059 | 0.1521 | 0.1829 | 0 |
Buy And Hold Return (%) | 705.2871 | 705.2871 | 705.2871 | 705.2871 | 705.2871 | 705.2871 |
Max Trade Drawdown | -112835 | -76040 | -107578 | -2692884 | -1584907 | -1514246 |
Profit Factor | 2.96 | 5.4531 | 1.0328 | 1.2137 | 1.9082 | 0.7042 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 40.4762 | 45.2381 | 35.7143 | 40.4762 | 45.2381 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.3529 | 6.6011 | 1.859 | 1.7849 | 2.3099 | 1.2676 |
Largest Winning Trade | 574898 | 574898 | 78299 | 2037110 | 2037110 | 792787 |
Largest Losing Trade | -36676 | -24731 | -36676 | -810807 | -441615 | -810807 |
Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Winners | 142 | 118 | 171 | 142 | 118 | 171 |
Avg Bars in Losers | 41 | 44 | 39 | 41 | 44 | 39 |
Bars Traded | 6905 | 3277 | 3628 | 6905 | 3277 | 3628 |
Profit Streak | 0 | 160.394 | 0 | 0 | 160.394 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 159751 | 338238 | -539549 | -1428 | 296827 | -584623 |
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{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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": [ [ 1141066.1785901857, 1130302.6260304037, 10763.552559782, 1478671.9217306057, 2659246.032175833, -1180574.1104452268 ], [ 1141.066179, 1130.302626, 10.763553, 1478.671922, 2659.246032, -1180.57411 ], [ 0.628513, 0.622585, 0.005929, 0.152094, 0.182901, 0 ], [ 705.287127, 705.287127, 705.287127, 705.287127, 705.287127, 705.287127 ], [ -112835, -76040, -107578, -2692884, -1584907, -1514246 ], [ 2.959996, 5.453095, 1.03278, 1.213706, 1.908201, 0.704202 ], [ 84, 42, 42, 84, 42, 42 ], [ 34, 19, 15, 34, 19, 15 ], [ 50, 23, 27, 50, 23, 27 ], [ 40.47619, 45.238095, 35.714286, 40.47619, 45.238095, 35.714286 ], [ 4.352935, 6.601115, 1.859005, 1.784862, 2.309928, 1.267564 ], [ 574898, 574898, 78299, 2037110, 2037110, 792787 ], [ -36676, -24731, -36676, -810807, -441615, -810807 ], [ 82, 78, 86, 82, 78, 86 ], [ 142, 118, 171, 142, 118, 171 ], [ 41, 44, 39, 41, 44, 39 ], [ 6905, 3277, 3628, 6905, 3277, 3628 ], [ 0, 160.393967, 0, 0, 160.393967, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 159751, 338238, -539549, -1428, 296827, -584623 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7262, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757604438717, "expiration_time": 1762297776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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) |
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