Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170993.8518 | 1147403.2058 | 23590.646 | 1349004.2657 | 1937606.8624 | -588602.5967 |
Total P&L (%) | 1170.9939 | 1147.4032 | 23.5906 | 1349.0043 | 1937.6069 | -588.6026 |
Avg Daily Profit (%) | 0.6462 | 0.6332 | 0.013 | 0.1477 | 0.1665 | 0 |
Buy And Hold Return (%) | 576.1585 | 576.1585 | 576.1585 | 576.1585 | 576.1585 | 576.1585 |
Max Trade Drawdown | -109513 | -109657 | -94714 | -1149350 | -832836 | -980320 |
Profit Factor | 3.015 | 5.0461 | 1.0793 | 1.2814 | 1.8865 | 0.7743 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 47.8261 | 55.3191 | 51.6129 | 47.8261 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.8266 | 5.5049 | 0.8717 | 1.2013 | 2.0579 | 0.6254 |
Largest Winning Trade | 626806 | 626806 | 64192 | 1250181 | 1250181 | 499210 |
Largest Losing Trade | -46555 | -39954 | -46555 | -433292 | -433292 | -396712 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 47 | 48 | 47 | 47 | 48 | 47 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 3460 | 1649 | 1811 | 3460 | 1649 | 1811 |
Profit Streak | 52.602 | 84.602 | 52.602 | 52.602 | 84.602 | 52.602 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463300 | 461270 | -474453 | 63606 | 314405 | -579020 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607169600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757255211602, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1170993.8517687263, 1147403.2058172442, 23590.6459514822, 1349004.2657154896, 1937606.8623826883, -588602.5966672002 ], [ 1170.993852, 1147.403206, 23.590646, 1349.004266, 1937.606862, -588.602597 ], [ 0.646244, 0.633225, 0.013019, 0.147651, 0.166494, 0 ], [ 576.15854, 576.15854, 576.15854, 576.15854, 576.15854, 576.15854 ], [ -109513, -109657, -94714, -1149350, -832836, -980320 ], [ 3.015004, 5.04614, 1.079281, 1.281383, 1.886451, 0.774343 ], [ 93, 46, 47, 93, 46, 47 ], [ 48, 22, 26, 48, 22, 26 ], [ 45, 24, 21, 45, 24, 21 ], [ 51.612903, 47.826087, 55.319149, 51.612903, 47.826087, 55.319149 ], [ 2.826566, 5.50488, 0.871727, 1.201296, 2.057947, 0.625431 ], [ 626806, 626806, 64192, 1250181, 1250181, 499210 ], [ -46555, -39954, -46555, -433292, -433292, -396712 ], [ 37, 35, 38, 37, 35, 38 ], [ 47, 48, 47, 47, 48, 47 ], [ 25, 23, 28, 25, 23, 28 ], [ 3460, 1649, 1811, 3460, 1649, 1811 ], [ 52.601986, 84.601986, 52.601986, 52.601986, 84.601986, 52.601986 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463300, 461270, -474453, 63606, 314405, -579020 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607169600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757255211602, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|