Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344040.9332 | 1252082.501 | 91958.4321 | 6721416.7185 | 6486728.1818 | 234688.5367 |
Total P&L (%) | 1344.0409 | 1252.0825 | 91.9584 | 6721.4167 | 6486.7282 | 234.6885 |
Avg Daily Profit (%) | 0.7381 | 0.6876 | 0.0505 | 0.2322 | 0.2302 | 0.0664 |
Buy And Hold Return (%) | 756.0932 | 756.0932 | 756.0932 | 756.0932 | 756.0932 | 756.0932 |
Max Trade Drawdown | -109412 | -83528 | -59898 | -6180767 | -4848841 | -2815584 |
Profit Factor | 2.8766 | 4.0056 | 1.3069 | 1.1973 | 1.3216 | 1.0169 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Profitability (%) | 48.7952 | 50.6024 | 46.988 | 48.7952 | 50.6024 | 46.988 |
Ratio Avg Win / Avg Loss | 3.0187 | 3.9102 | 1.4745 | 1.2564 | 1.2901 | 1.1473 |
Largest Winning Trade | 702492 | 702492 | 73463 | 6306278 | 6306278 | 2744064 |
Largest Losing Trade | -47395 | -36172 | -47395 | -3185874 | -3185874 | -1533370 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 3515 | 1973 | 1542 | 3515 | 1973 | 1542 |
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 | 375699 | 364048 | -292351 | 197751 | 307291 | -473278 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758048518408, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 89, "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": [ [ 1344040.9331504924, 1252082.5010055508, 91958.4321449417, 6721416.718474051, 6486728.1818081625, 234688.5366658872 ], [ 1344.040933, 1252.082501, 91.958432, 6721.416718, 6486.728182, 234.688537 ], [ 0.738078, 0.68758, 0.050499, 0.232156, 0.230228, 0.066361 ], [ 756.093185, 756.093185, 756.093185, 756.093185, 756.093185, 756.093185 ], [ -109412, -83528, -59898, -6180767, -4848841, -2815584 ], [ 2.876643, 4.005617, 1.306924, 1.197299, 1.321599, 1.016888 ], [ 166, 83, 83, 166, 83, 83 ], [ 81, 42, 39, 81, 42, 39 ], [ 85, 41, 44, 85, 41, 44 ], [ 48.795181, 50.60241, 46.987952, 48.795181, 50.60241, 46.987952 ], [ 3.018699, 3.910245, 1.474478, 1.256425, 1.290132, 1.147258 ], [ 702492, 702492, 73463, 6306278, 6306278, 2744064 ], [ -47395, -36172, -47395, -3185874, -3185874, -1533370 ], [ 21, 23, 18, 21, 23, 18 ], [ 26, 31, 21, 26, 31, 21 ], [ 15, 16, 15, 15, 16, 15 ], [ 3515, 1973, 1542, 3515, 1973, 1542 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375699, 364048, -292351, 197751, 307291, -473278 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758048518408, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 89, "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) |
---|