Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042602.699 | 1045328.2226 | -2725.5235 | 631188.1691 | 1289824.6461 | -658636.477 |
Total P&L (%) | 1042.6027 | 1045.3282 | -2.7255 | 631.1882 | 1289.8246 | -658.6365 |
Avg Daily Profit (%) | 0.5723 | 0.5738 | -0.0015 | 0.1093 | 0.1446 | 0 |
Buy And Hold Return (%) | 580.1822 | 580.1822 | 580.1822 | 580.1822 | 580.1822 | 580.1822 |
Max Trade Drawdown | -131506 | -71640 | -123012 | -993834 | -578193 | -995332 |
Profit Factor | 2.3107 | 4.069 | 0.994 | 1.1428 | 1.7113 | 0.7475 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 52.2321 | 50 | 54.4643 | 52.2321 | 50 | 54.4643 |
Ratio Avg Win / Avg Loss | 2.1132 | 4.069 | 0.8311 | 1.0451 | 1.7113 | 0.6249 |
Largest Winning Trade | 579817 | 579817 | 76877 | 647846 | 647846 | 323472 |
Largest Losing Trade | -50123 | -42429 | -50123 | -418815 | -207848 | -418815 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 14 | 11 | 17 | 14 | 11 | 17 |
Bars Traded | 5343 | 2533 | 2810 | 5343 | 2533 | 2810 |
Profit Streak | 19.8659 | 23.1992 | 19.8659 | 19.8659 | 23.1992 | 19.8659 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366560 | 385276 | -579621 | -245814 | -1214 | -579621 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5465, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758113213818, "expiration_time": 1762817760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 91, "na": 0.85189, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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": [ [ 1042602.6990350599, 1045328.2225703597, -2725.5235352996, 631188.1691368747, 1289824.6461432904, -658636.4770064157 ], [ 1042.602699, 1045.328223, -2.725524, 631.188169, 1289.824646, -658.636477 ], [ 0.572333, 0.57383, -0.001496, 0.109273, 0.144574, 0 ], [ 580.182232, 580.182232, 580.182232, 580.182232, 580.182232, 580.182232 ], [ -131506, -71640, -123012, -993834, -578193, -995332 ], [ 2.310716, 4.068963, 0.994008, 1.142752, 1.711279, 0.747472 ], [ 224, 112, 112, 224, 112, 112 ], [ 117, 56, 61, 117, 56, 61 ], [ 107, 56, 51, 107, 56, 51 ], [ 52.232143, 50, 54.464286, 52.232143, 50, 54.464286 ], [ 2.113219, 4.068963, 0.831056, 1.045081, 1.711279, 0.624935 ], [ 579817, 579817, 76877, 647846, 647846, 323472 ], [ -50123, -42429, -50123, -418815, -207848, -418815 ], [ 23, 22, 25, 23, 22, 25 ], [ 32, 33, 31, 32, 33, 31 ], [ 14, 11, 17, 14, 11, 17 ], [ 5343, 2533, 2810, 5343, 2533, 2810 ], [ 19.865901, 23.199234, 19.865901, 19.865901, 23.199234, 19.865901 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366560, 385276, -579621, -245814, -1214, -579621 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5465, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758113213818, "expiration_time": 1762817760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 91, "na": 0.85189, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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) |
---|