Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -179514.9273 | 112103.1473 | -291618.0746 | 2326207.1212 | 1575818.549 | 750388.5722 |
Total P&L (%) | -179.5149 | 112.1031 | -291.6181 | 2326.2071 | 1575.8185 | 750.3886 |
Avg Daily Profit (%) | -0.0988 | 0.0617 | -0.1604 | 0.1756 | 0.1552 | 0.1178 |
Buy And Hold Return (%) | 537.4042 | 537.4042 | 537.4042 | 537.4042 | 537.4042 | 537.4042 |
Max Trade Drawdown | -493708 | -71983 | -447650 | -1009509 | -283284 | -1103471 |
Profit Factor | 0.7726 | 1.5434 | 0.4998 | 1.9658 | 2.7159 | 1.5036 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 73 | 40 | 33 | 63 | 34 | 29 |
Losing Trades | 22 | 8 | 14 | 32 | 14 | 18 |
Profitability (%) | 76.8421 | 83.3333 | 70.2128 | 66.3158 | 70.8333 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.2328 | 0.3087 | 0.212 | 0.9985 | 1.1183 | 0.9332 |
Largest Winning Trade | 67744 | 67744 | 34253 | 823496 | 466559 | 823496 |
Largest Losing Trade | -307980 | -61362 | -307980 | -685798 | -261553 | -685798 |
Avg Bars in Trades | 49 | 57 | 41 | 49 | 57 | 41 |
Avg Bars in Winners | 22 | 22 | 23 | 30 | 35 | 25 |
Avg Bars in Losers | 138 | 234 | 84 | 87 | 111 | 67 |
Bars Traded | 4715 | 2764 | 1951 | 4715 | 2764 | 1951 |
Profit Streak | 48.2134 | 119.2134 | 48.2134 | 48.2134 | 119.2134 | 48.2134 |
Trades During Streak | 7 | 14 | 3 | 7 | 14 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575166 | -270464 | -576659 | 399699 | 468892 | -75083 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5453, "evaluation_days": 1817.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610006400000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757768838111, "expiration_time": 1762461792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 99, "offset": 224 } } }
{ "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": [ [ -179514.927319821, 112103.1473042029, -291618.0746240237, 2326207.1211595763, 1575818.5489710479, 750388.5721885279 ], [ -179.514927, 112.103147, -291.618075, 2326.207121, 1575.818549, 750.388572 ], [ -0.098761, 0.061674, -0.160435, 0.175594, 0.155203, 0.117831 ], [ 537.404179, 537.404179, 537.404179, 537.404179, 537.404179, 537.404179 ], [ -493708, -71983, -447650, -1009509, -283284, -1103471 ], [ 0.772562, 1.543406, 0.499794, 1.965829, 2.715924, 1.503563 ], [ 95, 48, 47, 95, 48, 47 ], [ 73, 40, 33, 63, 34, 29 ], [ 22, 8, 14, 32, 14, 18 ], [ 76.842105, 83.333333, 70.212766, 66.315789, 70.833333, 61.702128 ], [ 0.232827, 0.308681, 0.212034, 0.998516, 1.118322, 0.933246 ], [ 67744, 67744, 34253, 823496, 466559, 823496 ], [ -307980, -61362, -307980, -685798, -261553, -685798 ], [ 49, 57, 41, 49, 57, 41 ], [ 22, 22, 23, 30, 35, 25 ], [ 138, 234, 84, 87, 111, 67 ], [ 4715, 2764, 1951, 4715, 2764, 1951 ], [ 48.213404, 119.213404, 48.213404, 48.213404, 119.213404, 48.213404 ], [ 7, 14, 3, 7, 14, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575166, -270464, -576659, 399699, 468892, -75083 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5453, "evaluation_days": 1817.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610006400000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757768838111, "expiration_time": 1762461792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 99, "offset": 224 } } }
# | 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) |
---|