Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457752.2955 | 1391783.6045 | 65968.691 | 4676346.7878 | 4461385.7681 | 214961.0198 |
Total P&L (%) | 1457.7523 | 1391.7836 | 65.9687 | 4676.3468 | 4461.3858 | 214.961 |
Avg Daily Profit (%) | 0.8014 | 0.7651 | 0.0363 | 0.2128 | 0.2102 | 0.0631 |
Buy And Hold Return (%) | 618.0483 | 618.0483 | 618.0483 | 618.0483 | 618.0483 | 618.0483 |
Max Trade Drawdown | -86437 | -52268 | -61377 | -7420023 | -4721348 | -4532913 |
Profit Factor | 3.1577 | 5.7267 | 1.1731 | 1.1719 | 1.3723 | 1.0141 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 34.9515 | 29.4118 | 40.3846 | 34.9515 | 29.4118 | 40.3846 |
Ratio Avg Win / Avg Loss | 5.8768 | 13.7441 | 1.7317 | 2.181 | 3.2936 | 1.497 |
Largest Winning Trade | 861428 | 861428 | 74121 | 5513132 | 5513132 | 3509716 |
Largest Losing Trade | -34023 | -24933 | -34023 | -2521897 | -2521897 | -2153445 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 99 | 96 | 102 | 99 | 96 | 102 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 5335 | 2444 | 2891 | 5335 | 2444 | 2891 |
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 | 328514 | -174717 | -523062 | -27790 | -180941 | -663253 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757873254727, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.07076, "nc": 0.12017 } } }
{ "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": [ [ 1457752.2954953853, 1391783.6045270287, 65968.690968356, 4676346.787838049, 4461385.768054728, 214961.0197833197 ], [ 1457.752295, 1391.783605, 65.968691, 4676.346788, 4461.385768, 214.96102 ], [ 0.801403, 0.765137, 0.036266, 0.212775, 0.210238, 0.063092 ], [ 618.048307, 618.048307, 618.048307, 618.048307, 618.048307, 618.048307 ], [ -86437, -52268, -61377, -7420023, -4721348, -4532913 ], [ 3.157666, 5.726727, 1.173071, 1.17187, 1.372331, 1.014118 ], [ 103, 51, 52, 103, 51, 52 ], [ 36, 15, 21, 36, 15, 21 ], [ 67, 36, 31, 67, 36, 31 ], [ 34.951456, 29.411765, 40.384615, 34.951456, 29.411765, 40.384615 ], [ 5.876768, 13.744144, 1.731676, 2.18098, 3.293594, 1.497031 ], [ 861428, 861428, 74121, 5513132, 5513132, 3509716 ], [ -34023, -24933, -34023, -2521897, -2521897, -2153445 ], [ 51, 47, 55, 51, 47, 55 ], [ 99, 96, 102, 99, 96, 102 ], [ 26, 27, 24, 26, 27, 24 ], [ 5335, 2444, 2891, 5335, 2444, 2891 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328514, -174717, -523062, -27790, -180941, -663253 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757873254727, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.07076, "nc": 0.12017 } } }
# | 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) |
---|