Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1207640.9948 | 1024195.3241 | 183445.6706 | 32616397.6064 | 23477425.915 | 9138971.6914 |
Total P&L (%) | 1207.641 | 1024.1953 | 183.4457 | 32616.3976 | 23477.4259 | 9138.9717 |
Avg Daily Profit (%) | 0.6657 | 0.5646 | 0.1011 | 0.3197 | 0.3016 | 0.2498 |
Buy And Hold Return (%) | 488.3826 | 488.3826 | 488.3826 | 488.3826 | 488.3826 | 488.3826 |
Max Trade Drawdown | -84675 | -78695 | -48098 | -50441006 | -40803118 | -22711480 |
Profit Factor | 2.5903 | 3.6344 | 1.495 | 1.1888 | 1.2572 | 1.1122 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 46.9613 | 47.7778 | 46.1538 | 46.9613 | 47.7778 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.9255 | 3.9725 | 1.7441 | 1.3427 | 1.3742 | 1.2975 |
Largest Winning Trade | 362999 | 362999 | 53080 | 15713943 | 15697102 | 15713943 |
Largest Losing Trade | -53813 | -53813 | -28858 | -22711480 | -9640941 | -22711480 |
Avg Bars in Trades | 39 | 42 | 35 | 39 | 42 | 35 |
Avg Bars in Winners | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 7100 | 3841 | 3258 | 7100 | 3841 | 3258 |
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 | 467516 | 379017 | -223167 | -4006 | 271826 | -90481 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7256, "evaluation_days": 1814, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603346400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464443412, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 31, "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": [ [ 1207640.9947747453, 1024195.324141348, 183445.6706333974, 32616397.60640721, 23477425.915027488, 9138971.691379713 ], [ 1207.640995, 1024.195324, 183.445671, 32616.397606, 23477.425915, 9138.971691 ], [ 0.665734, 0.564606, 0.101128, 0.31972, 0.301605, 0.249816 ], [ 488.382631, 488.382631, 488.382631, 488.382631, 488.382631, 488.382631 ], [ -84675, -78695, -48098, -50441006, -40803118, -22711480 ], [ 2.590263, 3.634427, 1.494965, 1.188812, 1.257222, 1.112172 ], [ 181, 90, 91, 181, 90, 91 ], [ 85, 43, 42, 85, 43, 42 ], [ 96, 47, 49, 96, 47, 49 ], [ 46.961326, 47.777778, 46.153846, 46.961326, 47.777778, 46.153846 ], [ 2.925473, 3.972514, 1.744125, 1.342658, 1.374173, 1.297534 ], [ 362999, 362999, 53080, 15713943, 15697102, 15713943 ], [ -53813, -53813, -28858, -22711480, -9640941, -22711480 ], [ 39, 42, 35, 39, 42, 35 ], [ 58, 61, 55, 58, 61, 55 ], [ 22, 25, 18, 22, 25, 18 ], [ 7100, 3841, 3258, 7100, 3841, 3258 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467516, 379017, -223167, -4006, 271826, -90481 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7256, "evaluation_days": 1814, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603346400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464443412, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 31, "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) |
---|