Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502498.6238 | 1376675.5065 | 125823.1173 | 19721370.0933 | 16891376.6815 | 2829993.4119 |
Total P&L (%) | 1502.4986 | 1376.6755 | 125.8231 | 19721.3701 | 16891.3767 | 2829.9934 |
Avg Daily Profit (%) | 0.8245 | 0.7554 | 0.069 | 0.2907 | 0.2822 | 0.1855 |
Buy And Hold Return (%) | 749.3827 | 749.3827 | 749.3827 | 749.3827 | 749.3827 | 749.3827 |
Max Trade Drawdown | -72350 | -59990 | -56187 | -28515381 | -21122027 | -17484050 |
Profit Factor | 3.492 | 6.177 | 1.3733 | 1.2281 | 1.4334 | 1.0596 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 38.1679 | 38.4615 | 37.8788 | 38.1679 | 38.4615 | 37.8788 |
Ratio Avg Win / Avg Loss | 5.657 | 9.8832 | 2.2523 | 1.9895 | 2.2935 | 1.7377 |
Largest Winning Trade | 890862 | 890862 | 77281 | 17567354 | 17567354 | 8271318 |
Largest Losing Trade | -30457 | -17210 | -30457 | -8919903 | -5954869 | -8919903 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 79 | 71 | 86 | 79 | 71 | 86 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5224 | 2414 | 2810 | 5224 | 2414 | 2810 |
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 | 315244 | -123106 | -394052 | 191302 | -125694 | -277557 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5467, "evaluation_days": 1822.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758172880480, "expiration_time": 1762877088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 169, "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": [ [ 1502498.6238048172, 1376675.5065405376, 125823.1172642798, 19721370.093348786, 16891376.681482714, 2829993.4118660735 ], [ 1502.498624, 1376.675507, 125.823117, 19721.370093, 16891.376681, 2829.993412 ], [ 0.824493, 0.755448, 0.069045, 0.290673, 0.282196, 0.185516 ], [ 749.382716, 749.382716, 749.382716, 749.382716, 749.382716, 749.382716 ], [ -72350, -59990, -56187, -28515381, -21122027, -17484050 ], [ 3.491956, 6.176999, 1.373343, 1.228072, 1.433433, 1.05958 ], [ 131, 65, 66, 131, 65, 66 ], [ 50, 25, 25, 50, 25, 25 ], [ 81, 40, 41, 81, 40, 41 ], [ 38.167939, 38.461538, 37.878788, 38.167939, 38.461538, 37.878788 ], [ 5.656969, 9.883198, 2.252282, 1.989477, 2.293493, 1.737712 ], [ 890862, 890862, 77281, 17567354, 17567354, 8271318 ], [ -30457, -17210, -30457, -8919903, -5954869, -8919903 ], [ 39, 37, 42, 39, 37, 42 ], [ 79, 71, 86, 79, 71, 86 ], [ 15, 15, 15, 15, 15, 15 ], [ 5224, 2414, 2810, 5224, 2414, 2810 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315244, -123106, -394052, 191302, -125694, -277557 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5467, "evaluation_days": 1822.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758172880480, "expiration_time": 1762877088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 169, "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) |
---|