Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437815.8818 | 1423209.5629 | 14606.319 | 2011214.842 | 2594417.3336 | -583202.4916 |
Total P&L (%) | 1437.8159 | 1423.2096 | 14.6063 | 2011.2148 | 2594.4173 | -583.2025 |
Avg Daily Profit (%) | 0.7931 | 0.785 | 0.0081 | 0.1684 | 0.1818 | 0 |
Buy And Hold Return (%) | 622.1386 | 622.1386 | 622.1386 | 622.1386 | 622.1386 | 622.1386 |
Max Trade Drawdown | -132668 | -75705 | -94566 | -1724643 | -1464469 | -1331160 |
Profit Factor | 3.3551 | 5.8957 | 1.0457 | 1.2479 | 1.6666 | 0.8618 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 34.6154 | 30.7692 | 38.4615 | 34.6154 | 30.7692 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.3375 | 13.2653 | 1.6731 | 2.3572 | 3.7498 | 1.3789 |
Largest Winning Trade | 747667 | 747667 | 79792 | 2100983 | 2100983 | 1255978 |
Largest Losing Trade | -30437 | -30219 | -30437 | -718017 | -718017 | -499743 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 122 | 144 | 104 | 122 | 144 | 104 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 5118 | 2741 | 2377 | 5118 | 2741 | 2377 |
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 | -30053 | 326161 | -521484 | -39020 | 54372 | -583577 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1813, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606521600000, "last_datapoint_time": 1757347200000, "evaluation_time": 1757372352609, "expiration_time": 1762046496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 42, "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": [ [ 1437815.8818260627, 1423209.5628666892, 14606.318959373, 2011214.8419585074, 2594417.3335871347, -583202.4916286264 ], [ 1437.815882, 1423.209563, 14.606319, 2011.214842, 2594.417334, -583.202492 ], [ 0.793059, 0.785003, 0.008056, 0.168363, 0.18184, 0 ], [ 622.138576, 622.138576, 622.138576, 622.138576, 622.138576, 622.138576 ], [ -132668, -75705, -94566, -1724643, -1464469, -1331160 ], [ 3.355136, 5.895674, 1.045674, 1.247912, 1.666598, 0.861819 ], [ 78, 39, 39, 78, 39, 39 ], [ 27, 12, 15, 27, 12, 15 ], [ 51, 27, 24, 51, 27, 24 ], [ 34.615385, 30.769231, 38.461538, 34.615385, 30.769231, 38.461538 ], [ 6.337479, 13.265266, 1.673078, 2.357168, 3.749847, 1.378911 ], [ 747667, 747667, 79792, 2100983, 2100983, 1255978 ], [ -30437, -30219, -30437, -718017, -718017, -499743 ], [ 65, 70, 60, 65, 70, 60 ], [ 122, 144, 104, 122, 144, 104 ], [ 35, 37, 33, 35, 37, 33 ], [ 5118, 2741, 2377, 5118, 2741, 2377 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30053, 326161, -521484, -39020, 54372, -583577 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1813, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606521600000, "last_datapoint_time": 1757347200000, "evaluation_time": 1757372352609, "expiration_time": 1762046496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 42, "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) |
---|