Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599545.8219 | 728021.826 | -128476.0041 | -419071.9408 | 2285783.75 | -2704855.6907 |
Total P&L (%) | 599.5458 | 728.0218 | -128.476 | -419.0719 | 2285.7838 | -2704.8557 |
Avg Daily Profit (%) | 0.3301 | 0.4008 | -0.0707 | 0 | 0.1748 | 0 |
Buy And Hold Return (%) | 866.2311 | 866.2311 | 866.2311 | 866.2311 | 866.2311 | 866.2311 |
Max Trade Drawdown | -261343 | -89016 | -176917 | -3117166 | -625249 | -3191729 |
Profit Factor | 1.9459 | 3.4502 | 0.6184 | 0.9203 | 2.7437 | 0.3144 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 15 | 19 | 43 | 22 | 21 |
Losing Trades | 43 | 24 | 19 | 34 | 17 | 17 |
Profitability (%) | 44.1558 | 38.4615 | 50 | 55.8442 | 56.4103 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.461 | 5.5204 | 0.6184 | 0.7277 | 2.1201 | 0.2545 |
Largest Winning Trade | 500619 | 500619 | 55649 | 1204629 | 1204629 | 256262 |
Largest Losing Trade | -154150 | -40768 | -154150 | -3117166 | -198978 | -3117166 |
Avg Bars in Trades | 44 | 49 | 38 | 44 | 49 | 38 |
Avg Bars in Winners | 32 | 38 | 28 | 35 | 54 | 14 |
Avg Bars in Losers | 53 | 56 | 49 | 55 | 42 | 68 |
Bars Traded | 3409 | 1937 | 1472 | 3409 | 1937 | 1472 |
Profit Streak | 0 | 0 | 0 | 96.9307 | 96.9307 | 97.9307 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201482 | -153891 | -580764 | -625061 | 397319 | -579522 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608724800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757672409054, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 185 } } }
{ "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": [ [ 599545.8218939169, 728021.8260085412, -128476.004114624, -419071.9407608089, 2285783.7499501137, -2704855.690710922 ], [ 599.545822, 728.021826, -128.476004, -419.071941, 2285.78375, -2704.855691 ], [ 0.330056, 0.400783, -0.070727, 0, 0.17478, 0 ], [ 866.231122, 866.231122, 866.231122, 866.231122, 866.231122, 866.231122 ], [ -261343, -89016, -176917, -3117166, -625249, -3191729 ], [ 1.945895, 3.450238, 0.618445, 0.920268, 2.743695, 0.314385 ], [ 77, 39, 38, 77, 39, 38 ], [ 34, 15, 19, 43, 22, 21 ], [ 43, 24, 19, 34, 17, 17 ], [ 44.155844, 38.461538, 50, 55.844156, 56.410256, 55.263158 ], [ 2.460985, 5.520381, 0.618445, 0.727654, 2.120128, 0.254502 ], [ 500619, 500619, 55649, 1204629, 1204629, 256262 ], [ -154150, -40768, -154150, -3117166, -198978, -3117166 ], [ 44, 49, 38, 44, 49, 38 ], [ 32, 38, 28, 35, 54, 14 ], [ 53, 56, 49, 55, 42, 68 ], [ 3409, 1937, 1472, 3409, 1937, 1472 ], [ 0, 0, 0, 96.93066, 96.93066, 97.93066 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -201482, -153891, -580764, -625061, 397319, -579522 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608724800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757672409054, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 185 } } }
# | 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) |
---|