Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182144.8543 | 1242737.9592 | -60593.1049 | 102492.7126 | 1067190.6063 | -964697.8936 |
Total P&L (%) | 1182.1449 | 1242.738 | -60.5931 | 102.4927 | 1067.1906 | -964.6979 |
Avg Daily Profit (%) | 0.6519 | 0.6853 | -0.0334 | 0.0389 | 0.1356 | 0 |
Buy And Hold Return (%) | 632.5581 | 632.5581 | 632.5581 | 632.5581 | 632.5581 | 632.5581 |
Max Trade Drawdown | -171811 | -115627 | -152758 | -752516 | -381823 | -1001144 |
Profit Factor | 2.9678 | 4.7524 | 0.7752 | 1.042 | 1.976 | 0.285 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 46.6667 | 43.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.3917 | 6.2147 | 0.7752 | 1.1908 | 2.584 | 0.285 |
Largest Winning Trade | 806877 | 806877 | 68646 | 739082 | 739082 | 99846 |
Largest Losing Trade | -57878 | -57878 | -55956 | -464816 | -252877 | -464816 |
Avg Bars in Trades | 84 | 121 | 48 | 84 | 121 | 48 |
Avg Bars in Winners | 104 | 164 | 52 | 104 | 164 | 52 |
Avg Bars in Losers | 67 | 88 | 44 | 67 | 88 | 44 |
Bars Traded | 5093 | 3638 | 1455 | 5093 | 3638 | 1455 |
Profit Streak | 82.2191 | 82.2191 | 121.8858 | 82.2191 | 82.2191 | 121.8858 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164029 | 381326 | -579867 | -654901 | -18894 | -579867 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606464000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757394930102, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "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": [ [ 1182144.8542558302, 1242737.9591592073, -60593.1049033769, 102492.7126254457, 1067190.6062609758, -964697.8936355305 ], [ 1182.144854, 1242.737959, -60.593105, 102.492713, 1067.190606, -964.697894 ], [ 0.651919, 0.685335, -0.033415, 0.038916, 0.135599, 0 ], [ 632.55814, 632.55814, 632.55814, 632.55814, 632.55814, 632.55814 ], [ -171811, -115627, -152758, -752516, -381823, -1001144 ], [ 2.967761, 4.752416, 0.775226, 1.04196, 1.976024, 0.28501 ], [ 60, 30, 30, 60, 30, 30 ], [ 28, 13, 15, 28, 13, 15 ], [ 32, 17, 15, 32, 17, 15 ], [ 46.666667, 43.333333, 50, 46.666667, 43.333333, 50 ], [ 3.391726, 6.214697, 0.775226, 1.190811, 2.584031, 0.28501 ], [ 806877, 806877, 68646, 739082, 739082, 99846 ], [ -57878, -57878, -55956, -464816, -252877, -464816 ], [ 84, 121, 48, 84, 121, 48 ], [ 104, 164, 52, 104, 164, 52 ], [ 67, 88, 44, 67, 88, 44 ], [ 5093, 3638, 1455, 5093, 3638, 1455 ], [ 82.219098, 82.219098, 121.885765, 82.219098, 82.219098, 121.885765 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164029, 381326, -579867, -654901, -18894, -579867 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606464000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757394930102, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "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) |
---|