Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223516.3599 | 1165785.6614 | 57730.6985 | 3209188.0574 | 3151149.7343 | 58038.3231 |
Total P&L (%) | 1223.5164 | 1165.7857 | 57.7307 | 3209.1881 | 3151.1497 | 58.0383 |
Avg Daily Profit (%) | 0.6707 | 0.639 | 0.0316 | 0.192 | 0.191 | 0.0251 |
Buy And Hold Return (%) | 825.8448 | 825.8448 | 825.8448 | 825.8448 | 825.8448 | 825.8448 |
Max Trade Drawdown | -75887 | -66868 | -63940 | -1604714 | -852548 | -1244843 |
Profit Factor | 3.9836 | 7.7646 | 1.2428 | 1.5343 | 2.3398 | 1.0159 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.5527 | 7.7646 | 1.6252 | 1.7535 | 2.3398 | 1.3285 |
Largest Winning Trade | 553646 | 553646 | 73838 | 2418390 | 2418390 | 1650810 |
Largest Losing Trade | -56879 | -32702 | -56879 | -935474 | -549637 | -935474 |
Avg Bars in Trades | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Winners | 131 | 115 | 150 | 131 | 115 | 150 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 5194 | 2416 | 2778 | 5194 | 2416 | 2778 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171653 | -17444 | -318185 | -166523 | 359403 | -530827 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5473, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606435200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758347038011, "expiration_time": 1763055072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 18, "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": [ [ 1223516.3599466505, 1165785.6614311421, 57730.6985155085, 3209188.0573896337, 3151149.7343335394, 58038.3230560941 ], [ 1223.51636, 1165.785661, 57.730699, 3209.188057, 3151.149734, 58.038323 ], [ 0.670666, 0.639021, 0.031645, 0.191996, 0.191025, 0.02509 ], [ 825.844789, 825.844789, 825.844789, 825.844789, 825.844789, 825.844789 ], [ -75887, -66868, -63940, -1604714, -852548, -1244843 ], [ 3.983573, 7.7646, 1.242823, 1.534302, 2.339801, 1.015882 ], [ 60, 30, 30, 60, 30, 30 ], [ 28, 15, 13, 28, 15, 13 ], [ 32, 15, 17, 32, 15, 17 ], [ 46.666667, 50, 43.333333, 46.666667, 50, 43.333333 ], [ 4.552655, 7.7646, 1.62523, 1.753488, 2.339801, 1.328461 ], [ 553646, 553646, 73838, 2418390, 2418390, 1650810 ], [ -56879, -32702, -56879, -935474, -549637, -935474 ], [ 86, 80, 92, 86, 80, 92 ], [ 131, 115, 150, 131, 115, 150 ], [ 47, 46, 48, 47, 46, 48 ], [ 5194, 2416, 2778, 5194, 2416, 2778 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171653, -17444, -318185, -166523, 359403, -530827 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5473, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606435200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758347038011, "expiration_time": 1763055072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 18, "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) |
---|