Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095926.121 | 1013433.5003 | 82492.6208 | 3818136.0121 | 1806774.4938 | 2011361.5182 |
Total P&L (%) | 1095.9261 | 1013.4335 | 82.4926 | 3818.136 | 1806.7745 | 2011.3615 |
Avg Daily Profit (%) | 0.5986 | 0.5536 | 0.0451 | 0.2006 | 0.1612 | 0.1667 |
Buy And Hold Return (%) | 645.3483 | 645.3483 | 645.3483 | 645.3483 | 645.3483 | 645.3483 |
Max Trade Drawdown | -117590 | -130144 | -45455 | -4704455 | -3810255 | -1724441 |
Profit Factor | 2.8134 | 3.7155 | 1.3569 | 1.2353 | 1.1645 | 1.3838 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 53.8462 | 48.8889 | 58.6957 | 53.8462 | 48.8889 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.4115 | 3.8844 | 0.9548 | 1.0588 | 1.2174 | 0.9738 |
Largest Winning Trade | 513254 | 513254 | 48351 | 3272224 | 3272224 | 1921018 |
Largest Losing Trade | -33308 | -33308 | -27557 | -2515144 | -2515144 | -1445269 |
Avg Bars in Trades | 57 | 86 | 28 | 57 | 86 | 28 |
Avg Bars in Winners | 67 | 111 | 32 | 67 | 111 | 32 |
Avg Bars in Losers | 44 | 62 | 22 | 44 | 62 | 22 |
Bars Traded | 5193 | 3884 | 1309 | 5193 | 3884 | 1309 |
Profit Streak | 46.818 | 49.4846 | 46.818 | 46.818 | 49.4846 | 46.818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347180 | 300867 | -297700 | 314586 | -35010 | 205655 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5492, "evaluation_days": 1830.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886671778, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "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": [ [ 1095926.1210405366, 1013433.5002609971, 82492.6207795386, 3818136.0120898, 1806774.4938493134, 2011361.5182404853 ], [ 1095.926121, 1013.4335, 82.492621, 3818.136012, 1806.774494, 2011.361518 ], [ 0.598648, 0.553586, 0.045061, 0.200576, 0.161164, 0.16674 ], [ 645.348305, 645.348305, 645.348305, 645.348305, 645.348305, 645.348305 ], [ -117590, -130144, -45455, -4704455, -3810255, -1724441 ], [ 2.813418, 3.715537, 1.356888, 1.235293, 1.164457, 1.383787 ], [ 91, 45, 46, 91, 45, 46 ], [ 49, 22, 27, 49, 22, 27 ], [ 42, 23, 19, 42, 23, 19 ], [ 53.846154, 48.888889, 58.695652, 53.846154, 48.888889, 58.695652 ], [ 2.411501, 3.884425, 0.954847, 1.058823, 1.217387, 0.973776 ], [ 513254, 513254, 48351, 3272224, 3272224, 1921018 ], [ -33308, -33308, -27557, -2515144, -2515144, -1445269 ], [ 57, 86, 28, 57, 86, 28 ], [ 67, 111, 32, 67, 111, 32 ], [ 44, 62, 22, 44, 62, 22 ], [ 5193, 3884, 1309, 5193, 3884, 1309 ], [ 46.81796, 49.484627, 46.81796, 46.81796, 49.484627, 46.81796 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347180, 300867, -297700, 314586, -35010, 205655 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5492, "evaluation_days": 1830.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886671778, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "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) |
---|