Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -119374.2463 | 344798.6526 | -464172.8989 | -101570.8748 | -1596939.8684 | 1495368.9937 |
Total P&L (%) | -119.3742 | 344.7987 | -464.1729 | -101.5709 | -1596.9399 | 1495.369 |
Avg Daily Profit (%) | -0.0656 | 0.1895 | -0.255 | 0 | 0 | 0.1523 |
Buy And Hold Return (%) | 405.73 | 405.73 | 405.73 | 405.73 | 405.73 | 405.73 |
Max Trade Drawdown | -466033 | -197235 | -484313 | -3108011 | -2557754 | -550256 |
Profit Factor | 0.9063 | 1.7063 | 0.4097 | 0.9757 | 0.4884 | 2.4143 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 17 | 22 | 55 | 29 | 26 |
Losing Trades | 55 | 30 | 25 | 39 | 18 | 21 |
Profitability (%) | 41.4894 | 36.1702 | 46.8085 | 58.5106 | 61.7021 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.2782 | 3.0111 | 0.4655 | 0.6919 | 0.3031 | 1.95 |
Largest Winning Trade | 248568 | 248568 | 40934 | 1548595 | 390237 | 1548595 |
Largest Losing Trade | -253052 | -53422 | -253052 | -967567 | -967567 | -296263 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 3589 | 1795 | 1794 | 3589 | 1795 | 1794 |
Profit Streak | 0 | 0 | 0 | 92.8278 | 111.8278 | 92.8278 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582170 | -160310 | -581938 | -578022 | -578222 | 412490 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3640, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757965918270, "expiration_time": 1762655040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05037, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ -119374.2462856242, 344798.6525730171, -464172.8988586412, -101570.8747602668, -1596939.8684249327, 1495368.993664665 ], [ -119.374246, 344.798653, -464.172899, -101.570875, -1596.939868, 1495.368994 ], [ -0.06559, 0.18945, -0.25504, 0, 0, 0.152297 ], [ 405.729988, 405.729988, 405.729988, 405.729988, 405.729988, 405.729988 ], [ -466033, -197235, -484313, -3108011, -2557754, -550256 ], [ 0.906335, 1.706293, 0.409672, 0.975693, 0.488387, 2.41428 ], [ 94, 47, 47, 94, 47, 47 ], [ 39, 17, 22, 55, 29, 26 ], [ 55, 30, 25, 39, 18, 21 ], [ 41.489362, 36.170213, 46.808511, 58.510638, 61.702128, 55.319149 ], [ 1.278164, 3.011105, 0.465536, 0.691855, 0.303137, 1.949995 ], [ 248568, 248568, 40934, 1548595, 390237, 1548595 ], [ -253052, -53422, -253052, -967567, -967567, -296263 ], [ 38, 38, 38, 38, 38, 38 ], [ 38, 38, 38, 38, 38, 38 ], [ 38, 38, 38, 38, 38, 38 ], [ 3589, 1795, 1794, 3589, 1795, 1794 ], [ 0, 0, 0, 92.827758, 111.827758, 92.827758 ], [ 0, 0, 0, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -582170, -160310, -581938, -578022, -578222, 412490 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3640, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757965918270, "expiration_time": 1762655040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05037, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|