Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431387.0184 | 1338025.2382 | 93361.7803 | 8890899.9232 | 7305640.6421 | 1585259.2812 |
Total P&L (%) | 1431.387 | 1338.0252 | 93.3618 | 8890.8999 | 7305.6406 | 1585.2593 |
Avg Daily Profit (%) | 0.7856 | 0.7344 | 0.0512 | 0.2472 | 0.2365 | 0.1551 |
Buy And Hold Return (%) | 565.6183 | 565.6183 | 565.6183 | 565.6183 | 565.6183 | 565.6183 |
Max Trade Drawdown | -95826 | -54795 | -73114 | -13367216 | -9309148 | -8324213 |
Profit Factor | 3.3456 | 6.033 | 1.2711 | 1.2208 | 1.3983 | 1.0723 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 37.8641 | 31.3725 | 44.2308 | 37.8641 | 31.3725 | 44.2308 |
Ratio Avg Win / Avg Loss | 5.4903 | 13.1972 | 1.6027 | 2.0034 | 3.0588 | 1.3521 |
Largest Winning Trade | 759823 | 759823 | 74096 | 8518524 | 8518524 | 6434334 |
Largest Losing Trade | -33575 | -23492 | -33575 | -3125318 | -3125318 | -2771286 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 96 | 98 | 94 | 96 | 98 | 94 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 5336 | 2478 | 2858 | 5336 | 2478 | 2858 |
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 | 412787 | -170895 | -471543 | 169452 | -177431 | -318906 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758128718123, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 16, "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": [ [ 1431387.0184353737, 1338025.238172242, 93361.7802631317, 8890899.923241349, 7305640.642073265, 1585259.2811680841 ], [ 1431.387018, 1338.025238, 93.36178, 8890.899923, 7305.640642, 1585.259281 ], [ 0.785613, 0.734372, 0.051241, 0.24722, 0.236549, 0.155142 ], [ 565.618331, 565.618331, 565.618331, 565.618331, 565.618331, 565.618331 ], [ -95826, -54795, -73114, -13367216, -9309148, -8324213 ], [ 3.34564, 6.033012, 1.271098, 1.220824, 1.398297, 1.07232 ], [ 103, 51, 52, 103, 51, 52 ], [ 39, 16, 23, 39, 16, 23 ], [ 64, 35, 29, 64, 35, 29 ], [ 37.864078, 31.372549, 44.230769, 37.864078, 31.372549, 44.230769 ], [ 5.490281, 13.197214, 1.602689, 2.003404, 3.058775, 1.352055 ], [ 759823, 759823, 74096, 8518524, 8518524, 6434334 ], [ -33575, -23492, -33575, -3125318, -3125318, -2771286 ], [ 51, 48, 54, 51, 48, 54 ], [ 96, 98, 94, 96, 98, 94 ], [ 24, 25, 23, 24, 25, 23 ], [ 5336, 2478, 2858, 5336, 2478, 2858 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412787, -170895, -471543, 169452, -177431, -318906 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758128718123, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 16, "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) |
---|