Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958617.821 | 842733.3245 | 115884.4965 | 7186059.5998 | 6625755.0335 | 560304.5663 |
Total P&L (%) | 958.6178 | 842.7333 | 115.8845 | 7186.0596 | 6625.755 | 560.3046 |
Avg Daily Profit (%) | 0.5289 | 0.465 | 0.0639 | 0.2369 | 0.2325 | 0.1042 |
Buy And Hold Return (%) | 524.0277 | 524.0277 | 524.0277 | 524.0277 | 524.0277 | 524.0277 |
Max Trade Drawdown | -58571 | -47438 | -44267 | -5737086 | -4548574 | -2781641 |
Profit Factor | 3.6816 | 4.9246 | 1.8118 | 1.3714 | 1.5304 | 1.0817 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 50.8772 | 51.7241 | 50 | 50.8772 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 3.5546 | 4.5963 | 1.8118 | 1.3241 | 1.4284 | 1.0817 |
Largest Winning Trade | 326488 | 326488 | 70649 | 8706254 | 8706254 | 1631973 |
Largest Losing Trade | -38479 | -38479 | -36488 | -3034989 | -3034989 | -2781641 |
Avg Bars in Trades | 59 | 79 | 39 | 59 | 79 | 39 |
Avg Bars in Winners | 82 | 106 | 56 | 82 | 106 | 56 |
Avg Bars in Losers | 36 | 51 | 21 | 36 | 51 | 21 |
Bars Traded | 3409 | 2311 | 1098 | 3409 | 2311 | 1098 |
Profit Streak | 55.413 | 85.413 | 0 | 55.413 | 85.413 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169174 | 333632 | -290954 | -169951 | 379221 | -349423 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609804800000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757325280509, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "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": [ [ 958617.8210385295, 842733.3245089218, 115884.4965296076, 7186059.599751013, 6625755.033456733, 560304.5662942772 ], [ 958.617821, 842.733325, 115.884497, 7186.0596, 6625.755033, 560.304566 ], [ 0.528893, 0.464956, 0.063936, 0.23689, 0.232464, 0.104194 ], [ 524.027658, 524.027658, 524.027658, 524.027658, 524.027658, 524.027658 ], [ -58571, -47438, -44267, -5737086, -4548574, -2781641 ], [ 3.68157, 4.924602, 1.811784, 1.371382, 1.530447, 1.081694 ], [ 57, 29, 28, 57, 29, 28 ], [ 29, 15, 14, 29, 15, 14 ], [ 28, 14, 14, 28, 14, 14 ], [ 50.877193, 51.724138, 50, 50.877193, 51.724138, 50 ], [ 3.554619, 4.596295, 1.811784, 1.324093, 1.428417, 1.081694 ], [ 326488, 326488, 70649, 8706254, 8706254, 1631973 ], [ -38479, -38479, -36488, -3034989, -3034989, -2781641 ], [ 59, 79, 39, 59, 79, 39 ], [ 82, 106, 56, 82, 106, 56 ], [ 36, 51, 21, 36, 51, 21 ], [ 3409, 2311, 1098, 3409, 2311, 1098 ], [ 55.412969, 85.412969, 0, 55.412969, 85.412969, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169174, 333632, -290954, -169951, 379221, -349423 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609804800000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757325280509, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "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) |
---|