Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -950430.6852 | 33136.0283 | -983566.7135 | -350840.3388 | -3702761.8393 | 3351921.5005 |
Total P&L (%) | -950.4307 | 33.136 | -983.5667 | -350.8403 | -3702.7618 | 3351.9215 |
Avg Daily Profit (%) | -0.5208 | 0.0182 | -0.5389 | 0 | 0 | 0.1942 |
Buy And Hold Return (%) | 709.5822 | 709.5822 | 709.5822 | 709.5822 | 709.5822 | 709.5822 |
Max Trade Drawdown | -1067851 | -167799 | -1022315 | -5644520 | -4061141 | -2372127 |
Profit Factor | 0.425 | 1.0947 | 0.2452 | 0.9715 | 0.4211 | 1.5689 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 24 | 20 | 37 | 18 | 19 |
Losing Trades | 32 | 14 | 18 | 39 | 20 | 19 |
Profitability (%) | 57.8947 | 63.1579 | 52.6316 | 48.6842 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 0.3091 | 0.6386 | 0.2207 | 1.024 | 0.4679 | 1.5689 |
Largest Winning Trade | 62057 | 62057 | 45058 | 7314723 | 857696 | 7314723 |
Largest Losing Trade | -454553 | -79421 | -454553 | -3552054 | -3552054 | -1409094 |
Avg Bars in Trades | 69 | 75 | 63 | 69 | 75 | 63 |
Avg Bars in Winners | 44 | 48 | 39 | 70 | 87 | 54 |
Avg Bars in Losers | 104 | 121 | 91 | 68 | 63 | 73 |
Bars Traded | 5288 | 2858 | 2430 | 5288 | 2858 | 2430 |
Profit Streak | 46.3826 | 74.3826 | 0 | 0 | 0 | 115.0493 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632696 | -450096 | -580423 | -633400 | -581788 | 353671 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5475, "evaluation_days": 1825, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603008000000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758388255494, "expiration_time": 1763114400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 80, "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": [ [ -950430.6852470492, 33136.028269473, -983566.7135165221, -350840.3387993925, -3702761.8393451786, 3351921.5005457858 ], [ -950.430685, 33.136028, -983.566714, -350.840339, -3702.761839, 3351.921501 ], [ -0.520784, 0.018157, -0.538941, 0, 0, 0.194244 ], [ 709.582221, 709.582221, 709.582221, 709.582221, 709.582221, 709.582221 ], [ -1067851, -167799, -1022315, -5644520, -4061141, -2372127 ], [ 0.424997, 1.094723, 0.245206, 0.97145, 0.421123, 1.568859 ], [ 76, 38, 38, 76, 38, 38 ], [ 44, 24, 20, 37, 18, 19 ], [ 32, 14, 18, 39, 20, 19 ], [ 57.894737, 63.157895, 52.631579, 48.684211, 47.368421, 50 ], [ 0.309089, 0.638588, 0.220685, 1.023961, 0.467915, 1.568859 ], [ 62057, 62057, 45058, 7314723, 857696, 7314723 ], [ -454553, -79421, -454553, -3552054, -3552054, -1409094 ], [ 69, 75, 63, 69, 75, 63 ], [ 44, 48, 39, 70, 87, 54 ], [ 104, 121, 91, 68, 63, 73 ], [ 5288, 2858, 2430, 5288, 2858, 2430 ], [ 46.382587, 74.382587, 0, 0, 0, 115.049253 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -632696, -450096, -580423, -633400, -581788, 353671 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5475, "evaluation_days": 1825, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603008000000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758388255494, "expiration_time": 1763114400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 80, "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) |
---|