Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218361.7268 | 1237767.0575 | -19405.3307 | 669884.2038 | 1218350.9236 | -548466.7198 |
Total P&L (%) | 1218.3617 | 1237.7671 | -19.4053 | 669.8842 | 1218.3509 | -548.4667 |
Avg Daily Profit (%) | 0.6691 | 0.6797 | -0.0107 | 0.1121 | 0.1417 | 0 |
Buy And Hold Return (%) | 615.5976 | 615.5976 | 615.5976 | 615.5976 | 615.5976 | 615.5976 |
Max Trade Drawdown | -99923 | -66055 | -99434 | -773710 | -460545 | -688420 |
Profit Factor | 3.0504 | 5.9842 | 0.9439 | 1.2178 | 2.0122 | 0.707 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 44.6154 | 43.75 | 45.4545 | 44.6154 | 43.75 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.7866 | 7.6939 | 1.1327 | 1.5118 | 2.5871 | 0.8483 |
Largest Winning Trade | 969717 | 969717 | 68745 | 432674 | 432674 | 317221 |
Largest Losing Trade | -38234 | -33560 | -38234 | -255996 | -187863 | -255996 |
Avg Bars in Trades | 53 | 40 | 65 | 53 | 40 | 65 |
Avg Bars in Winners | 84 | 55 | 110 | 84 | 55 | 110 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 3486 | 1309 | 2177 | 3486 | 1309 | 2177 |
Profit Streak | 0 | 167.188 | 0 | 0 | 167.188 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127525 | 444277 | -580903 | -318880 | -8124 | -582570 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758040243112, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 3.48846 } }, "second_band": { "type": "jma", "factors": { "length": 11, "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": [ [ 1218361.7267906957, 1237767.057525315, -19405.3307346195, 669884.2038207825, 1218350.9235964778, -548466.7197756956 ], [ 1218.361727, 1237.767058, -19.405331, 669.884204, 1218.350924, -548.46672 ], [ 0.669062, 0.679718, -0.010656, 0.112148, 0.141724, 0 ], [ 615.597643, 615.597643, 615.597643, 615.597643, 615.597643, 615.597643 ], [ -99923, -66055, -99434, -773710, -460545, -688420 ], [ 3.050353, 5.984153, 0.943896, 1.217829, 2.012211, 0.706955 ], [ 65, 32, 33, 65, 32, 33 ], [ 29, 14, 15, 29, 14, 15 ], [ 36, 18, 18, 36, 18, 18 ], [ 44.615385, 43.75, 45.454545, 44.615385, 43.75, 45.454545 ], [ 3.786646, 7.69391, 1.132675, 1.511788, 2.587128, 0.848346 ], [ 969717, 969717, 68745, 432674, 432674, 317221 ], [ -38234, -33560, -38234, -255996, -187863, -255996 ], [ 53, 40, 65, 53, 40, 65 ], [ 84, 55, 110, 84, 55, 110 ], [ 29, 29, 28, 29, 29, 28 ], [ 3486, 1309, 2177, 3486, 1309, 2177 ], [ 0, 167.187999, 0, 0, 167.187999, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -127525, 444277, -580903, -318880, -8124, -582570 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758040243112, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 3.48846 } }, "second_band": { "type": "jma", "factors": { "length": 11, "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) |
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