Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343957.7002 | 1345174.8437 | -1217.1435 | 625938.6145 | 1192642.8228 | -566704.2083 |
Total P&L (%) | 1343.9577 | 1345.1748 | -1.2171 | 625.9386 | 1192.6428 | -566.7042 |
Avg Daily Profit (%) | 0.7382 | 0.7388 | -0.0007 | 0.1089 | 0.1407 | 0 |
Buy And Hold Return (%) | 655.9937 | 655.9937 | 655.9937 | 655.9937 | 655.9937 | 655.9937 |
Max Trade Drawdown | -111334 | -128982 | -94775 | -892667 | -721379 | -941679 |
Profit Factor | 2.2456 | 3.305 | 0.9975 | 1.0903 | 1.3186 | 0.8223 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 48.3607 | 48.3607 | 48.3607 | 48.3607 | 48.3607 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.3979 | 3.529 | 1.0652 | 1.1642 | 1.408 | 0.878 |
Largest Winning Trade | 952090 | 952090 | 31730 | 848098 | 848098 | 107795 |
Largest Losing Trade | -44756 | -44756 | -31592 | -424290 | -424290 | -282190 |
Avg Bars in Trades | 21 | 27 | 16 | 21 | 27 | 16 |
Avg Bars in Winners | 23 | 30 | 15 | 23 | 30 | 15 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 5329 | 3300 | 2028 | 5329 | 3300 | 2028 |
Profit Streak | 0 | 21.9545 | 0 | 0 | 21.9545 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405527 | 445299 | -579701 | -333207 | -12778 | -581367 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5462, "evaluation_days": 1820.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758009600000, "evaluation_time": 1758034469412, "expiration_time": 1762728768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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": [ [ 1343957.7001943863, 1345174.8437248243, -1217.1435304382, 625938.6144625425, 1192642.822793024, -566704.2083304814 ], [ 1343.9577, 1345.174844, -1.217144, 625.938614, 1192.642823, -566.704208 ], [ 0.738167, 0.738835, -0.000669, 0.108937, 0.140667, 0 ], [ 655.993715, 655.993715, 655.993715, 655.993715, 655.993715, 655.993715 ], [ -111334, -128982, -94775, -892667, -721379, -941679 ], [ 2.245614, 3.304964, 0.997543, 1.090292, 1.318571, 0.822275 ], [ 244, 122, 122, 244, 122, 122 ], [ 118, 59, 59, 118, 59, 59 ], [ 126, 63, 63, 126, 63, 63 ], [ 48.360656, 48.360656, 48.360656, 48.360656, 48.360656, 48.360656 ], [ 2.397859, 3.529029, 1.065173, 1.16421, 1.407965, 0.878023 ], [ 952090, 952090, 31730, 848098, 848098, 107795 ], [ -44756, -44756, -31592, -424290, -424290, -282190 ], [ 21, 27, 16, 21, 27, 16 ], [ 23, 30, 15, 23, 30, 15 ], [ 20, 23, 17, 20, 23, 17 ], [ 5329, 3300, 2028, 5329, 3300, 2028 ], [ 0, 21.954507, 0, 0, 21.954507, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405527, 445299, -579701, -333207, -12778, -581367 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5462, "evaluation_days": 1820.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758009600000, "evaluation_time": 1758034469412, "expiration_time": 1762728768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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) |
---|