Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017771.7767 | 1011420.6379 | 6351.1388 | 756400.525 | 3820053.2236 | -3063652.6986 |
Total P&L (%) | 1017.7718 | 1011.4206 | 6.3511 | 756.4005 | 3820.0532 | -3063.6527 |
Avg Daily Profit (%) | 0.5583 | 0.5548 | 0.0035 | 0.1179 | 0.2014 | 0 |
Buy And Hold Return (%) | 903.4884 | 903.4884 | 903.4884 | 903.4884 | 903.4884 | 903.4884 |
Max Trade Drawdown | -201255 | -121947 | -133102 | -4766060 | -1651546 | -3892230 |
Profit Factor | 2.5072 | 4.5185 | 1.0164 | 1.0912 | 2.3323 | 0.4355 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 53.3333 | 47.3684 | 59.4595 | 53.3333 | 47.3684 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.1938 | 5.0206 | 0.693 | 0.9548 | 2.5915 | 0.2969 |
Largest Winning Trade | 500574 | 500574 | 66668 | 3544394 | 3544394 | 326678 |
Largest Losing Trade | -64020 | -32736 | -64020 | -2792859 | -709695 | -2792859 |
Avg Bars in Trades | 70 | 79 | 60 | 70 | 79 | 60 |
Avg Bars in Winners | 80 | 93 | 69 | 80 | 93 | 69 |
Avg Bars in Losers | 58 | 66 | 47 | 58 | 66 | 47 |
Bars Traded | 5256 | 3010 | 2246 | 5256 | 3010 | 2246 |
Profit Streak | 14.163 | 104.4963 | 0 | 14.163 | 104.4963 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170796 | -110152 | -556886 | -383134 | 375116 | -579546 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5469, "evaluation_days": 1823, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606464000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758225283629, "expiration_time": 1762936416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 76 } }, "second_band": { "type": "swma", "factors": { "length": 200, "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": [ [ 1017771.7766876693, 1011420.6378752748, 6351.1388123947, 756400.5250043566, 3820053.223618586, -3063652.698614232 ], [ 1017.771777, 1011.420638, 6.351139, 756.400525, 3820.053224, -3063.652699 ], [ 0.558295, 0.554811, 0.003484, 0.117873, 0.201447, 0 ], [ 903.488372, 903.488372, 903.488372, 903.488372, 903.488372, 903.488372 ], [ -201255, -121947, -133102, -4766060, -1651546, -3892230 ], [ 2.507222, 4.518498, 1.016377, 1.091194, 2.332331, 0.435505 ], [ 75, 38, 37, 75, 38, 37 ], [ 40, 18, 22, 40, 18, 22 ], [ 35, 20, 15, 35, 20, 15 ], [ 53.333333, 47.368421, 59.459459, 53.333333, 47.368421, 59.459459 ], [ 2.193819, 5.020554, 0.692984, 0.954794, 2.591479, 0.296936 ], [ 500574, 500574, 66668, 3544394, 3544394, 326678 ], [ -64020, -32736, -64020, -2792859, -709695, -2792859 ], [ 70, 79, 60, 70, 79, 60 ], [ 80, 93, 69, 80, 93, 69 ], [ 58, 66, 47, 58, 66, 47 ], [ 5256, 3010, 2246, 5256, 3010, 2246 ], [ 14.163005, 104.496338, 0, 14.163005, 104.496338, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170796, -110152, -556886, -383134, 375116, -579546 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5469, "evaluation_days": 1823, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606464000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758225283629, "expiration_time": 1762936416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 76 } }, "second_band": { "type": "swma", "factors": { "length": 200, "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) |
---|