Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256265.2212 | 1065860.4585 | 190404.7627 | 64291444.1118 | 57812746.3701 | 6478697.7418 |
Total P&L (%) | 1256.2652 | 1065.8605 | 190.4048 | 64291.4441 | 57812.7464 | 6478.6977 |
Avg Daily Profit (%) | 0.6872 | 0.5831 | 0.1042 | 0.3544 | 0.3486 | 0.2293 |
Buy And Hold Return (%) | 699.4779 | 699.4779 | 699.4779 | 699.4779 | 699.4779 | 699.4779 |
Max Trade Drawdown | -91288 | -52788 | -40776 | -68850475 | -40471499 | -34031756 |
Profit Factor | 3.2968 | 5.3595 | 1.6295 | 1.2593 | 1.521 | 1.0473 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 46.0317 | 44.4444 | 47.619 | 46.0317 | 44.4444 | 47.619 |
Ratio Avg Win / Avg Loss | 3.8652 | 6.6994 | 1.7924 | 1.4764 | 1.9013 | 1.152 |
Largest Winning Trade | 311271 | 311271 | 72420 | 43287229 | 43287229 | 26808762 |
Largest Losing Trade | -21385 | -19654 | -21385 | -21470448 | -16179944 | -21470448 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 63 | 62 | 65 | 63 | 62 | 65 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 5365 | 2655 | 2710 | 5365 | 2655 | 2710 |
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 | 325693 | -139811 | -364225 | 287402 | -137264 | -307839 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5484, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1758643200000, "evaluation_time": 1758675846322, "expiration_time": 1763381376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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": [ [ 1256265.2211915848, 1065860.4585128778, 190404.762678707, 64291444.111815184, 57812746.37005464, 6478697.7417605575 ], [ 1256.265221, 1065.860459, 190.404763, 64291.444112, 57812.74637, 6478.697742 ], [ 0.687235, 0.583075, 0.10416, 0.354432, 0.348611, 0.229279 ], [ 699.477931, 699.477931, 699.477931, 699.477931, 699.477931, 699.477931 ], [ -91288, -52788, -40776, -68850475, -40471499, -34031756 ], [ 3.296811, 5.359544, 1.629496, 1.259252, 1.521049, 1.047278 ], [ 126, 63, 63, 126, 63, 63 ], [ 58, 28, 30, 58, 28, 30 ], [ 68, 35, 33, 68, 35, 33 ], [ 46.031746, 44.444444, 47.619048, 46.031746, 44.444444, 47.619048 ], [ 3.865227, 6.69943, 1.792446, 1.476365, 1.901311, 1.152006 ], [ 311271, 311271, 72420, 43287229, 43287229, 26808762 ], [ -21385, -19654, -21385, -21470448, -16179944, -21470448 ], [ 42, 42, 43, 42, 42, 43 ], [ 63, 62, 65, 63, 62, 65 ], [ 24, 25, 22, 24, 25, 22 ], [ 5365, 2655, 2710, 5365, 2655, 2710 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325693, -139811, -364225, 287402, -137264, -307839 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5484, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602230400000, "last_datapoint_time": 1758643200000, "evaluation_time": 1758675846322, "expiration_time": 1763381376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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) |
---|