Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166089.2889 | 995270.0908 | 170819.198 | 23207251.6051 | 14462735.2675 | 8744516.3376 |
Total P&L (%) | 1166.0893 | 995.2701 | 170.8192 | 23207.2516 | 14462.7353 | 8744.5163 |
Avg Daily Profit (%) | 0.6394 | 0.5458 | 0.0937 | 0.2994 | 0.2735 | 0.2461 |
Buy And Hold Return (%) | 818.491 | 818.491 | 818.491 | 818.491 | 818.491 | 818.491 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -8676406 | -12620395 | -5810547 |
Profit Factor | 2.1627 | 2.8926 | 1.3581 | 1.3759 | 1.4165 | 1.3238 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 164 | 90 | 74 | 164 | 90 | 74 |
Profitability (%) | 41.0072 | 35.2518 | 46.7626 | 41.0072 | 35.2518 | 46.7626 |
Ratio Avg Win / Avg Loss | 3.1113 | 5.3129 | 1.5461 | 1.9794 | 2.6017 | 1.5071 |
Largest Winning Trade | 287679 | 287679 | 38025 | 12014611 | 12014611 | 4863422 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3566496 | -3566496 | -2051981 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 31 | 38 | 27 | 31 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5211 | 2681 | 2530 | 5211 | 2681 | 2530 |
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 | -19512 | -87711 | -233310 | 316108 | 177458 | 309777 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5471, "evaluation_days": 1823.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758291242296, "expiration_time": 1762995744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 208, "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": [ [ 1166089.2888669863, 995270.0908291743, 170819.1980378106, 23207251.60511373, 14462735.26752221, 8744516.33759152 ], [ 1166.089289, 995.270091, 170.819198, 23207.251605, 14462.735268, 8744.516338 ], [ 0.639419, 0.545751, 0.093668, 0.299369, 0.273507, 0.246091 ], [ 818.490993, 818.490993, 818.490993, 818.490993, 818.490993, 818.490993 ], [ -109064, -69791, -96378, -8676406, -12620395, -5810547 ], [ 2.1627, 2.892586, 1.358084, 1.375932, 1.416492, 1.323781 ], [ 278, 139, 139, 278, 139, 139 ], [ 114, 49, 65, 114, 49, 65 ], [ 164, 90, 74, 164, 90, 74 ], [ 41.007194, 35.251799, 46.76259, 41.007194, 35.251799, 46.76259 ], [ 3.111252, 5.312913, 1.546126, 1.979411, 2.601719, 1.507074 ], [ 287679, 287679, 38025, 12014611, 12014611, 4863422 ], [ -29353, -20579, -29353, -3566496, -3566496, -2051981 ], [ 18, 19, 18, 18, 19, 18 ], [ 31, 38, 27, 31, 38, 27 ], [ 9, 9, 10, 9, 9, 10 ], [ 5211, 2681, 2530, 5211, 2681, 2530 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19512, -87711, -233310, 316108, 177458, 309777 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5471, "evaluation_days": 1823.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758291242296, "expiration_time": 1762995744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 208, "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) |
---|