Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454221.9064 | 1381118.4646 | 73103.4417 | 4121194.8987 | 7937976.6962 | -3816781.7975 |
Total P&L (%) | 1454.2219 | 1381.1185 | 73.1034 | 4121.1949 | 7937.9767 | -3816.7818 |
Avg Daily Profit (%) | 0.8009 | 0.7607 | 0.0403 | 0.2063 | 0.2419 | 0 |
Buy And Hold Return (%) | 829.7852 | 829.7852 | 829.7852 | 829.7852 | 829.7852 | 829.7852 |
Max Trade Drawdown | -144498 | -84645 | -73508 | -11857850 | -6769709 | -5337613 |
Profit Factor | 4.116 | 6.4671 | 1.3415 | 1.1705 | 1.6472 | 0.6794 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 3.8665 | 6.4671 | 1.1837 | 1.0996 | 1.6472 | 0.5995 |
Largest Winning Trade | 841125 | 841125 | 68249 | 10501265 | 10501265 | 2149140 |
Largest Losing Trade | -43732 | -43732 | -36501 | -3349734 | -2853111 | -3349734 |
Avg Bars in Trades | 79 | 108 | 50 | 79 | 108 | 50 |
Avg Bars in Winners | 95 | 134 | 58 | 95 | 134 | 58 |
Avg Bars in Losers | 62 | 83 | 40 | 62 | 83 | 40 |
Bars Traded | 5093 | 3487 | 1606 | 5093 | 3487 | 1606 |
Profit Streak | 101.4448 | 101.4448 | 220.1115 | 101.4448 | 101.4448 | 220.1115 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130127 | 473683 | -302832 | -168152 | 447878 | -579047 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5447, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607587200000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757587233072, "expiration_time": 1762283808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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": [ [ 1454221.906374545, 1381118.4646338825, 73103.4417406627, 4121194.898693517, 7937976.696179637, -3816781.7974861152 ], [ 1454.221906, 1381.118465, 73.103442, 4121.194899, 7937.976696, -3816.781797 ], [ 0.800929, 0.760666, 0.040263, 0.206346, 0.241898, 0 ], [ 829.785188, 829.785188, 829.785188, 829.785188, 829.785188, 829.785188 ], [ -144498, -84645, -73508, -11857850, -6769709, -5337613 ], [ 4.115962, 6.467064, 1.341484, 1.170498, 1.647193, 0.679429 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 16, 17, 33, 16, 17 ], [ 31, 16, 15, 31, 16, 15 ], [ 51.5625, 50, 53.125, 51.5625, 50, 53.125 ], [ 3.86651, 6.467064, 1.183663, 1.099559, 1.647193, 0.599497 ], [ 841125, 841125, 68249, 10501265, 10501265, 2149140 ], [ -43732, -43732, -36501, -3349734, -2853111, -3349734 ], [ 79, 108, 50, 79, 108, 50 ], [ 95, 134, 58, 95, 134, 58 ], [ 62, 83, 40, 62, 83, 40 ], [ 5093, 3487, 1606, 5093, 3487, 1606 ], [ 101.444827, 101.444827, 220.111494, 101.444827, 101.444827, 220.111494 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130127, 473683, -302832, -168152, 447878, -579047 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5447, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607587200000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757587233072, "expiration_time": 1762283808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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) |
---|