Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155545.9083 | 986668.0695 | 168877.8387 | 21997868.5641 | 14468341.7205 | 7529526.8436 |
Total P&L (%) | 1155.5459 | 986.6681 | 168.8778 | 21997.8686 | 14468.3417 | 7529.5268 |
Avg Daily Profit (%) | 0.6354 | 0.5425 | 0.0929 | 0.2973 | 0.2743 | 0.2386 |
Buy And Hold Return (%) | 630.0238 | 630.0238 | 630.0238 | 630.0238 | 630.0238 | 630.0238 |
Max Trade Drawdown | -109064 | -66026 | -96378 | -10246514 | -13077948 | -3873161 |
Profit Factor | 2.1644 | 2.9188 | 1.3531 | 1.4074 | 1.484 | 1.3125 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 40.2256 | 37.594 | 42.8571 | 40.2256 | 37.594 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2162 | 4.8452 | 1.8042 | 2.0914 | 2.4634 | 1.7499 |
Largest Winning Trade | 280419 | 280419 | 45529 | 12267436 | 12267436 | 4154184 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3046390 | -3046390 | -1850113 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5369 | 2723 | 2646 | 5369 | 2723 | 2646 |
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 | 206993 | 72311 | -235955 | 309191 | 224777 | 249749 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5456, "evaluation_days": 1818.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757850347521, "expiration_time": 1762550784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36032, "nb": 0.1, "nc": 0.03124 } } }
{ "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": [ [ 1155545.908268979, 986668.0695479983, 168877.8387209792, 21997868.564130593, 14468341.720503988, 7529526.843626598 ], [ 1155.545908, 986.66807, 168.877839, 21997.868564, 14468.341721, 7529.526844 ], [ 0.63538, 0.542522, 0.092858, 0.297255, 0.274281, 0.238624 ], [ 630.023826, 630.023826, 630.023826, 630.023826, 630.023826, 630.023826 ], [ -109064, -66026, -96378, -10246514, -13077948, -3873161 ], [ 2.164364, 2.918779, 1.353146, 1.407437, 1.484006, 1.312456 ], [ 266, 133, 133, 266, 133, 133 ], [ 107, 50, 57, 107, 50, 57 ], [ 159, 83, 76, 159, 83, 76 ], [ 40.225564, 37.593985, 42.857143, 40.225564, 37.593985, 42.857143 ], [ 3.216205, 4.845173, 1.804195, 2.091426, 2.463449, 1.749941 ], [ 280419, 280419, 45529, 12267436, 12267436, 4154184 ], [ -29353, -20579, -29353, -3046390, -3046390, -1850113 ], [ 20, 20, 19, 20, 20, 19 ], [ 34, 37, 31, 34, 37, 31 ], [ 10, 10, 11, 10, 10, 11 ], [ 5369, 2723, 2646, 5369, 2723, 2646 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 206993, 72311, -235955, 309191, 224777, 249749 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5456, "evaluation_days": 1818.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757850347521, "expiration_time": 1762550784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36032, "nb": 0.1, "nc": 0.03124 } } }
# | 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) |
---|