Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62657.9807 | 167211.014 | -104553.0333 | 244237.2808 | 4266781.1661 | -4022543.8854 |
Total P&L (%) | 62.658 | 167.211 | -104.553 | 244.2373 | 4266.7812 | -4022.5439 |
Avg Daily Profit (%) | 0.0344 | 0.0918 | -0.0574 | 0.0679 | 0.2076 | 0 |
Buy And Hold Return (%) | 312.232 | 312.232 | 312.232 | 312.232 | 312.232 | 312.232 |
Max Trade Drawdown | -385803 | -91094 | -340388 | -7167000 | -924916 | -6481942 |
Profit Factor | 1.1054 | 2.0007 | 0.7555 | 1.0299 | 4.0512 | 0.4061 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 68 | 37 | 31 | 52 | 27 | 25 |
Losing Trades | 13 | 4 | 9 | 29 | 14 | 15 |
Profitability (%) | 83.9506 | 90.2439 | 77.5 | 64.1975 | 65.8537 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2113 | 0.2163 | 0.2193 | 0.5744 | 2.1006 | 0.2436 |
Largest Winning Trade | 41174 | 36846 | 41174 | 3892006 | 3892006 | 1334522 |
Largest Losing Trade | -210259 | -82324 | -210259 | -5129024 | -480862 | -5129024 |
Avg Bars in Trades | 40 | 52 | 27 | 40 | 52 | 27 |
Avg Bars in Winners | 14 | 18 | 11 | 35 | 51 | 19 |
Avg Bars in Losers | 172 | 368 | 85 | 48 | 54 | 42 |
Bars Traded | 3260 | 2141 | 1119 | 3260 | 2141 | 1119 |
Profit Streak | 46.7217 | 129.7217 | 0 | 46.7217 | 129.7217 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -430187 | -228856 | -576907 | -470982 | 672364 | -578851 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610193600000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758086355839, "expiration_time": 1762788528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.5256, "nb": 0.1, "nc": 0.4413 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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": [ [ 62657.9807032907, 167211.0139788213, -104553.0332755305, 244237.2807850671, 4266781.166149048, -4022543.8853639825 ], [ 62.657981, 167.211014, -104.553033, 244.237281, 4266.781166, -4022.543885 ], [ 0.034399, 0.091799, -0.057399, 0.067888, 0.20755, 0 ], [ 312.232007, 312.232007, 312.232007, 312.232007, 312.232007, 312.232007 ], [ -385803, -91094, -340388, -7167000, -924916, -6481942 ], [ 1.105358, 2.000664, 0.755498, 1.02989, 4.051162, 0.406069 ], [ 81, 41, 40, 81, 41, 40 ], [ 68, 37, 31, 52, 27, 25 ], [ 13, 4, 9, 29, 14, 15 ], [ 83.950617, 90.243902, 77.5, 64.197531, 65.853659, 62.5 ], [ 0.211318, 0.216288, 0.219338, 0.574362, 2.100603, 0.243642 ], [ 41174, 36846, 41174, 3892006, 3892006, 1334522 ], [ -210259, -82324, -210259, -5129024, -480862, -5129024 ], [ 40, 52, 27, 40, 52, 27 ], [ 14, 18, 11, 35, 51, 19 ], [ 172, 368, 85, 48, 54, 42 ], [ 3260, 2141, 1119, 3260, 2141, 1119 ], [ 46.721711, 129.721711, 0, 46.721711, 129.721711, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -430187, -228856, -576907, -470982, 672364, -578851 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610193600000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758086355839, "expiration_time": 1762788528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.5256, "nb": 0.1, "nc": 0.4413 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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) |
---|