Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642765.93 | 1459723.5892 | 183042.3408 | 33816843.6136 | 15071730.2202 | 18745113.3934 |
Total P&L (%) | 1642.7659 | 1459.7236 | 183.0423 | 33816.8436 | 15071.7302 | 18745.1134 |
Avg Daily Profit (%) | 0.8997 | 0.7994 | 0.1002 | 0.3196 | 0.2754 | 0.2873 |
Buy And Hold Return (%) | 825.3613 | 825.3613 | 825.3613 | 825.3613 | 825.3613 | 825.3613 |
Max Trade Drawdown | -86135 | -47194 | -55971 | -31918324 | -26212242 | -17609122 |
Profit Factor | 3.8105 | 6.0968 | 1.614 | 1.3758 | 1.3213 | 1.4353 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 4.0733 | 6.9678 | 1.614 | 1.4707 | 1.51 | 1.4353 |
Largest Winning Trade | 931877 | 931877 | 70422 | 22085829 | 22085829 | 12639463 |
Largest Losing Trade | -32450 | -31880 | -32450 | -9875342 | -9875342 | -7310157 |
Avg Bars in Trades | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 3575 | 1626 | 1949 | 3575 | 1626 | 1949 |
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 | 474122 | -156941 | -391053 | 343993 | -160191 | -159485 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3652, "evaluation_days": 1826, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758473584152, "expiration_time": 1763188992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.18471 } } }
{ "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": [ [ 1642765.9300074421, 1459723.58924453, 183042.3407629119, 33816843.61355457, 15071730.220194813, 18745113.393359777 ], [ 1642.76593, 1459.723589, 183.042341, 33816.843614, 15071.73022, 18745.113393 ], [ 0.899653, 0.799411, 0.100242, 0.319595, 0.275407, 0.287314 ], [ 825.361337, 825.361337, 825.361337, 825.361337, 825.361337, 825.361337 ], [ -86135, -47194, -55971, -31918324, -26212242, -17609122 ], [ 3.810548, 6.096822, 1.614027, 1.375846, 1.32127, 1.435301 ], [ 120, 60, 60, 120, 60, 60 ], [ 58, 28, 30, 58, 28, 30 ], [ 62, 32, 30, 62, 32, 30 ], [ 48.333333, 46.666667, 50, 48.333333, 46.666667, 50 ], [ 4.073345, 6.967796, 1.614027, 1.470732, 1.510023, 1.435301 ], [ 931877, 931877, 70422, 22085829, 22085829, 12639463 ], [ -32450, -31880, -32450, -9875342, -9875342, -7310157 ], [ 29, 27, 32, 29, 27, 32 ], [ 42, 40, 43, 42, 40, 43 ], [ 18, 15, 21, 18, 15, 21 ], [ 3575, 1626, 1949, 3575, 1626, 1949 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 474122, -156941, -391053, 343993, -160191, -159485 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3652, "evaluation_days": 1826, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758473584152, "expiration_time": 1763188992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.18471 } } }
# | 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) |
---|