Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220524.552 | 1189615.5193 | 30909.0327 | 1447263.8347 | 1270416.8312 | 176847.0035 |
Total P&L (%) | 1220.5246 | 1189.6155 | 30.909 | 1447.2638 | 1270.4168 | 176.847 |
Avg Daily Profit (%) | 0.6736 | 0.6565 | 0.0171 | 0.1513 | 0.1446 | 0.0562 |
Buy And Hold Return (%) | 640.8518 | 640.8518 | 640.8518 | 640.8518 | 640.8518 | 640.8518 |
Max Trade Drawdown | -104646 | -108520 | -70365 | -1058511 | -680440 | -664935 |
Profit Factor | 3.3957 | 5.2618 | 1.1342 | 1.4685 | 1.762 | 1.1244 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 43.8596 | 48.2759 | 39.2857 | 43.8596 | 48.2759 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.3465 | 5.6376 | 1.7528 | 1.8797 | 1.8879 | 1.7376 |
Largest Winning Trade | 575336 | 575336 | 64481 | 890174 | 890174 | 422058 |
Largest Losing Trade | -50084 | -50084 | -37628 | -525536 | -508056 | -525536 |
Avg Bars in Trades | 92 | 104 | 79 | 92 | 104 | 79 |
Avg Bars in Winners | 122 | 133 | 109 | 122 | 133 | 109 |
Avg Bars in Losers | 68 | 76 | 60 | 68 | 76 | 60 |
Bars Traded | 5250 | 3017 | 2233 | 5250 | 3017 | 2233 |
Profit Streak | 6.6321 | 173.6321 | 0 | 6.6321 | 173.6321 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170145 | 457537 | -432865 | -176520 | -2666 | -391475 |
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{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 46 } }, "second_band": { "type": "ema", "factors": { "length": 146, "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": [ [ 1220524.5519738782, 1189615.5192617772, 30909.0327121011, 1447263.8347214994, 1270416.83123924, 176847.0034822595 ], [ 1220.524552, 1189.615519, 30.909033, 1447.263835, 1270.416831, 176.847003 ], [ 0.673579, 0.656521, 0.017058, 0.151277, 0.144569, 0.056213 ], [ 640.85183, 640.85183, 640.85183, 640.85183, 640.85183, 640.85183 ], [ -104646, -108520, -70365, -1058511, -680440, -664935 ], [ 3.395678, 5.261778, 1.134193, 1.468479, 1.761996, 1.12436 ], [ 57, 29, 28, 57, 29, 28 ], [ 25, 14, 11, 25, 14, 11 ], [ 32, 15, 17, 32, 15, 17 ], [ 43.859649, 48.275862, 39.285714, 43.859649, 48.275862, 39.285714 ], [ 4.346468, 5.63762, 1.752843, 1.879653, 1.887853, 1.737647 ], [ 575336, 575336, 64481, 890174, 890174, 422058 ], [ -50084, -50084, -37628, -525536, -508056, -525536 ], [ 92, 104, 79, 92, 104, 79 ], [ 122, 133, 109, 122, 133, 109 ], [ 68, 76, 60, 68, 76, 60 ], [ 5250, 3017, 2233, 5250, 3017, 2233 ], [ 6.632142, 173.632142, 0, 6.632142, 173.632142, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170145, 457537, -432865, -176520, -2666, -391475 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604908800000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757286617055, "expiration_time": 1761957504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 46 } }, "second_band": { "type": "ema", "factors": { "length": 146, "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) |
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