Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880375.5869 | 841985.0881 | 38390.4987 | 2378007.6688 | 2507708.7411 | -129701.0723 |
Total P&L (%) | 880.3756 | 841.9851 | 38.3905 | 2378.0077 | 2507.7087 | -129.7011 |
Avg Daily Profit (%) | 0.482 | 0.461 | 0.021 | 0.1759 | 0.1787 | 0 |
Buy And Hold Return (%) | 797.5263 | 797.5263 | 797.5263 | 797.5263 | 797.5263 | 797.5263 |
Max Trade Drawdown | -123151 | -97303 | -72803 | -1148662 | -947505 | -913596 |
Profit Factor | 2.3884 | 4.242 | 1.1025 | 1.4509 | 2.0525 | 0.9551 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 45 | 47.5 | 42.5 | 45 | 47.5 | 42.5 |
Ratio Avg Win / Avg Loss | 2.9192 | 4.6885 | 1.4917 | 1.7733 | 2.2686 | 1.2922 |
Largest Winning Trade | 298952 | 298952 | 61195 | 1027338 | 1027338 | 531779 |
Largest Losing Trade | -52876 | -51778 | -52876 | -622814 | -622814 | -544236 |
Avg Bars in Trades | 65 | 59 | 72 | 65 | 59 | 72 |
Avg Bars in Winners | 91 | 72 | 112 | 91 | 72 | 112 |
Avg Bars in Losers | 44 | 47 | 42 | 44 | 47 | 42 |
Bars Traded | 5265 | 2376 | 2889 | 5265 | 2376 | 2889 |
Profit Streak | 30.1595 | 33.4929 | 0 | 30.1595 | 33.4929 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143642 | -131329 | -441171 | -18360 | 301386 | -581999 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5479, "evaluation_days": 1826.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605456000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758512983788, "expiration_time": 1763233056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 17, "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": [ [ 880375.5868609326, 841985.088140574, 38390.4987203588, 2378007.668803863, 2507708.7411031844, -129701.0722993214 ], [ 880.375587, 841.985088, 38.390499, 2378.007669, 2507.708741, -129.701072 ], [ 0.482046, 0.461026, 0.021021, 0.175919, 0.178717, 0 ], [ 797.526302, 797.526302, 797.526302, 797.526302, 797.526302, 797.526302 ], [ -123151, -97303, -72803, -1148662, -947505, -913596 ], [ 2.388415, 4.241989, 1.102546, 1.450913, 2.052543, 0.95514 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 19, 17, 36, 19, 17 ], [ 44, 21, 23, 44, 21, 23 ], [ 45, 47.5, 42.5, 45, 47.5, 42.5 ], [ 2.919174, 4.688514, 1.49168, 1.773338, 2.2686, 1.292248 ], [ 298952, 298952, 61195, 1027338, 1027338, 531779 ], [ -52876, -51778, -52876, -622814, -622814, -544236 ], [ 65, 59, 72, 65, 59, 72 ], [ 91, 72, 112, 91, 72, 112 ], [ 44, 47, 42, 44, 47, 42 ], [ 5265, 2376, 2889, 5265, 2376, 2889 ], [ 30.159534, 33.492868, 0, 30.159535, 33.492868, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143642, -131329, -441171, -18360, 301386, -581999 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5479, "evaluation_days": 1826.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605456000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758512983788, "expiration_time": 1763233056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 17, "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) |
---|