Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830890.4751 | 869445.0381 | -38554.563 | -402333.4627 | -284049.9773 | -118283.4854 |
Total P&L (%) | 830.8905 | 869.445 | -38.5546 | -402.3335 | -284.05 | -118.2835 |
Avg Daily Profit (%) | 0.4566 | 0.4778 | -0.0212 | 0 | 0 | 0 |
Buy And Hold Return (%) | 577.5106 | 577.5106 | 577.5106 | 577.5106 | 577.5106 | 577.5106 |
Max Trade Drawdown | -214452 | -101528 | -112923 | -423028 | -319428 | -119163 |
Profit Factor | 2.3287 | 4.7521 | 0.902 | 0.5829 | 0.4937 | 0.707 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 23 | 24 | 28 | 15 | 13 |
Losing Trades | 29 | 15 | 14 | 48 | 23 | 25 |
Profitability (%) | 61.8421 | 60.5263 | 63.1579 | 36.8421 | 39.4737 | 34.2105 |
Ratio Avg Win / Avg Loss | 1.4369 | 3.0992 | 0.5262 | 0.9993 | 0.7569 | 1.3596 |
Largest Winning Trade | 305120 | 305120 | 76036 | 129183 | 129183 | 54286 |
Largest Losing Trade | -114279 | -44366 | -114279 | -183625 | -183625 | -114279 |
Avg Bars in Trades | 67 | 72 | 61 | 67 | 72 | 61 |
Avg Bars in Winners | 66 | 78 | 56 | 68 | 65 | 72 |
Avg Bars in Losers | 67 | 65 | 69 | 66 | 78 | 55 |
Bars Traded | 5097 | 2769 | 2328 | 5097 | 2769 | 2328 |
Profit Streak | 58.6177 | 321.2844 | 58.6177 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66293 | 382476 | -578498 | -639672 | -584858 | -585238 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5459, "evaluation_days": 1819.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606204800000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757947768704, "expiration_time": 1762639776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 179, "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": [ [ 830890.4750878933, 869445.0380726223, -38554.5629847292, -402333.4626953357, -284049.9772930749, -118283.4854022608 ], [ 830.890475, 869.445038, -38.554563, -402.333463, -284.049977, -118.283485 ], [ 0.456616, 0.477804, -0.021188, 0, 0, 0 ], [ 577.510608, 577.510608, 577.510608, 577.510608, 577.510608, 577.510608 ], [ -214452, -101528, -112923, -423028, -319428, -119163 ], [ 2.328722, 4.75205, 0.902048, 0.582923, 0.493657, 0.706977 ], [ 76, 38, 38, 76, 38, 38 ], [ 47, 23, 24, 28, 15, 13 ], [ 29, 15, 14, 48, 23, 25 ], [ 61.842105, 60.526316, 63.157895, 36.842105, 39.473684, 34.210526 ], [ 1.436871, 3.099163, 0.526194, 0.999296, 0.756941, 1.359572 ], [ 305120, 305120, 76036, 129183, 129183, 54286 ], [ -114279, -44366, -114279, -183625, -183625, -114279 ], [ 67, 72, 61, 67, 72, 61 ], [ 66, 78, 56, 68, 65, 72 ], [ 67, 65, 69, 66, 78, 55 ], [ 5097, 2769, 2328, 5097, 2769, 2328 ], [ 58.617693, 321.28436, 58.617693, 0, 0, 0 ], [ 3, 6, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66293, 382476, -578498, -639672, -584858, -585238 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5459, "evaluation_days": 1819.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606204800000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757947768704, "expiration_time": 1762639776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 179, "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) |
---|