Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085048.4671 | 1110056.7861 | -25008.3191 | 190178.0168 | 682681.0054 | -492502.9886 |
Total P&L (%) | 1085.0485 | 1110.0568 | -25.0083 | 190.178 | 682.681 | -492.503 |
Avg Daily Profit (%) | 0.5984 | 0.6122 | -0.0138 | 0.0588 | 0.1135 | 0 |
Buy And Hold Return (%) | 496.5733 | 496.5733 | 496.5733 | 496.5733 | 496.5733 | 496.5733 |
Max Trade Drawdown | -134281 | -81403 | -173936 | -604747 | -403995 | -600650 |
Profit Factor | 1.9875 | 3.2783 | 0.9591 | 1.0566 | 1.4763 | 0.7441 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 47.2973 | 45.045 | 49.5496 | 47.2973 | 45.045 | 49.5496 |
Ratio Avg Win / Avg Loss | 2.2146 | 3.9995 | 0.9765 | 1.1774 | 1.8011 | 0.7576 |
Largest Winning Trade | 829911 | 829911 | 54431 | 585827 | 585827 | 153666 |
Largest Losing Trade | -65396 | -32709 | -65396 | -245543 | -213858 | -245543 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5287 | 2883 | 2404 | 5287 | 2883 | 2404 |
Profit Streak | 23.1434 | 78.81 | 23.1434 | 23.1434 | 78.81 | 23.1434 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395606 | 430895 | -580387 | -437024 | -88457 | -580387 |
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{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "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": [ [ 1085048.4670569403, 1110056.7861353566, -25008.3190784161, 190178.0168473546, 682681.0053991304, -492502.9885517764 ], [ 1085.048467, 1110.056786, -25.008319, 190.178017, 682.681005, -492.502989 ], [ 0.598373, 0.612165, -0.013791, 0.058767, 0.113533, 0 ], [ 496.573283, 496.573283, 496.573283, 496.573283, 496.573283, 496.573283 ], [ -134281, -81403, -173936, -604747, -403995, -600650 ], [ 1.987498, 3.278259, 0.959106, 1.056641, 1.47632, 0.744068 ], [ 222, 111, 111, 222, 111, 111 ], [ 105, 50, 55, 105, 50, 55 ], [ 117, 61, 56, 117, 61, 56 ], [ 47.297297, 45.045045, 49.54955, 47.297297, 45.045045, 49.54955 ], [ 2.214641, 3.999476, 0.976545, 1.1774, 1.80111, 0.757596 ], [ 829911, 829911, 54431, 585827, 585827, 153666 ], [ -65396, -32709, -65396, -245543, -213858, -245543 ], [ 23, 25, 21, 23, 25, 21 ], [ 30, 36, 25, 30, 36, 25 ], [ 17, 17, 17, 17, 17, 17 ], [ 5287, 2883, 2404, 5287, 2883, 2404 ], [ 23.14335, 78.810017, 23.14335, 23.14335, 78.810017, 23.14335 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395606, 430895, -580387, -437024, -88457, -580387 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602979200000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757388385480, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "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) |
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