Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486137.3804 | 1387500.6993 | 98636.6811 | 7887936.5802 | 8976462.9735 | -1088526.3933 |
Total P&L (%) | 1486.1374 | 1387.5007 | 98.6367 | 7887.9366 | 8976.463 | -1088.5264 |
Avg Daily Profit (%) | 0.8202 | 0.7657 | 0.0544 | 0.242 | 0.2491 | 0 |
Buy And Hold Return (%) | 507.4374 | 507.4374 | 507.4374 | 507.4374 | 507.4374 | 507.4374 |
Max Trade Drawdown | -104670 | -89131 | -81295 | -24038870 | -13886264 | -14426695 |
Profit Factor | 2.9759 | 4.643 | 1.2657 | 1.1276 | 1.2754 | 0.9628 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 45.679 | 41.9753 | 49.3827 | 45.679 | 41.9753 | 49.3827 |
Ratio Avg Win / Avg Loss | 3.539 | 6.4183 | 1.2973 | 1.3409 | 1.7631 | 0.9868 |
Largest Winning Trade | 707514 | 707514 | 73930 | 8954586 | 8954586 | 5748074 |
Largest Losing Trade | -45690 | -32678 | -45690 | -10429306 | -10429306 | -9816862 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3499 | 1917 | 1583 | 3499 | 1917 | 1583 |
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 | 544993 | 81284 | -298050 | -72341 | -5298 | -592698 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757255214429, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "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": [ [ 1486137.3803871856, 1387500.6993103526, 98636.6810768327, 7887936.580167677, 8976462.973502332, -1088526.3933346607 ], [ 1486.13738, 1387.500699, 98.636681, 7887.93658, 8976.462974, -1088.526393 ], [ 0.820164, 0.765729, 0.054435, 0.242043, 0.249111, 0 ], [ 507.437404, 507.437404, 507.437404, 507.437404, 507.437404, 507.437404 ], [ -104670, -89131, -81295, -24038870, -13886264, -14426695 ], [ 2.975936, 4.643042, 1.265684, 1.127584, 1.275427, 0.962765 ], [ 162, 81, 81, 162, 81, 81 ], [ 74, 34, 40, 74, 34, 40 ], [ 88, 47, 41, 88, 47, 41 ], [ 45.679012, 41.975309, 49.382716, 45.679012, 41.975309, 49.382716 ], [ 3.53895, 6.418322, 1.297327, 1.340911, 1.76309, 0.986834 ], [ 707514, 707514, 73930, 8954586, 8954586, 5748074 ], [ -45690, -32678, -45690, -10429306, -10429306, -9816862 ], [ 21, 23, 19, 21, 23, 19 ], [ 35, 41, 30, 35, 41, 30 ], [ 9, 10, 8, 9, 10, 8 ], [ 3499, 1917, 1583, 3499, 1917, 1583 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544993, 81284, -298050, -72341, -5298, -592698 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757255214429, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "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) |
---|