Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350317.3591 | 279491.9377 | 70825.4214 | 738777.6471 | 610605.783 | 128171.8641 |
Total P&L (%) | 350.3174 | 279.4919 | 70.8254 | 738.7776 | 610.6058 | 128.1719 |
Avg Daily Profit (%) | 0.3363 | 0.2683 | 0.068 | 0.2044 | 0.1884 | 0.0792 |
Buy And Hold Return (%) | 88.831 | 88.831 | 88.831 | 88.831 | 88.831 | 88.831 |
Max Trade Drawdown | -55327 | -61279 | -28446 | -659331 | -647043 | -313333 |
Profit Factor | 2.0861 | 2.5073 | 1.5165 | 1.2889 | 1.4218 | 1.1155 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 44.6809 | 38.2979 | 51.0638 | 44.6809 | 38.2979 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.5828 | 4.0396 | 1.4534 | 1.5958 | 2.2906 | 1.069 |
Largest Winning Trade | 117960 | 117960 | 25172 | 558746 | 558746 | 203527 |
Largest Losing Trade | -18409 | -18409 | -12039 | -169295 | -169295 | -148834 |
Avg Bars in Trades | 258 | 249 | 266 | 258 | 249 | 266 |
Avg Bars in Winners | 403 | 424 | 386 | 403 | 424 | 386 |
Avg Bars in Losers | 141 | 141 | 141 | 141 | 141 | 141 |
Bars Traded | 24283 | 11738 | 12545 | 24283 | 11738 | 12545 |
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 | 311840 | 199204 | -266301 | 265835 | 191663 | -208401 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667365200000, "first_datapoint_time": 1668236400000, "last_datapoint_time": 1757365200000, "evaluation_time": 1757367213785, "expiration_time": 1763845200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 192, "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": [ [ 350317.3590682589, 279491.9376769221, 70825.4213913371, 738777.6471037139, 610605.7830423048, 128171.8640614093 ], [ 350.317359, 279.491938, 70.825421, 738.777647, 610.605783, 128.171864 ], [ 0.336304, 0.268311, 0.067992, 0.204378, 0.188428, 0.079224 ], [ 88.830975, 88.830975, 88.830975, 88.830975, 88.830975, 88.830975 ], [ -55327, -61279, -28446, -659331, -647043, -313333 ], [ 2.086124, 2.507315, 1.51654, 1.288893, 1.421751, 1.115524 ], [ 94, 47, 47, 94, 47, 47 ], [ 42, 18, 24, 42, 18, 24 ], [ 52, 29, 23, 52, 29, 23 ], [ 44.680851, 38.297872, 51.06383, 44.680851, 38.297872, 51.06383 ], [ 2.582821, 4.039562, 1.453351, 1.595773, 2.290599, 1.069044 ], [ 117960, 117960, 25172, 558746, 558746, 203527 ], [ -18409, -18409, -12039, -169295, -169295, -148834 ], [ 258, 249, 266, 258, 249, 266 ], [ 403, 424, 386, 403, 424, 386 ], [ 141, 141, 141, 141, 141, 141 ], [ 24283, 11738, 12545, 24283, 11738, 12545 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311840, 199204, -266301, 265835, 191663, -208401 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667365200000, "first_datapoint_time": 1668236400000, "last_datapoint_time": 1757365200000, "evaluation_time": 1757367213785, "expiration_time": 1763845200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 192, "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) |
---|