Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828992.6954 | 650134.2661 | 178858.4292 | 5322303.9755 | 3546539.0782 | 1775764.8974 |
Total P&L (%) | 828.9927 | 650.1343 | 178.8584 | 5322.304 | 3546.5391 | 1775.7649 |
Avg Daily Profit (%) | 0.4537 | 0.3558 | 0.0979 | 0.2188 | 0.197 | 0.1606 |
Buy And Hold Return (%) | 150.8757 | 150.8757 | 150.8757 | 150.8757 | 150.8757 | 150.8757 |
Max Trade Drawdown | -53049 | -79360 | -73504 | -1872780 | -848082 | -1605973 |
Profit Factor | 3.0202 | 4.1625 | 1.8734 | 1.8635 | 2.2439 | 1.5361 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.3506 | 44.7368 | 53.8462 | 49.3506 | 44.7368 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.0997 | 5.1419 | 1.6058 | 1.9125 | 2.7719 | 1.3166 |
Largest Winning Trade | 308700 | 308700 | 69632 | 2152972 | 1911171 | 2152972 |
Largest Losing Trade | -38185 | -23528 | -38185 | -1064094 | -514145 | -1064094 |
Avg Bars in Trades | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Winners | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 3308 | 1638 | 1669 | 3308 | 1638 | 1669 |
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 | -31558 | 452495 | -166278 | -34794 | 368984 | 350881 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3654, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610971200000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758559504540, "expiration_time": 1763277984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.15244 } } }
{ "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": [ [ 828992.6953709837, 650134.2661424055, 178858.429228578, 5322303.975539563, 3546539.0781830186, 1775764.8973565456 ], [ 828.992695, 650.134266, 178.858429, 5322.303976, 3546.539078, 1775.764897 ], [ 0.453745, 0.355848, 0.097897, 0.2188, 0.197039, 0.160589 ], [ 150.875743, 150.875743, 150.875743, 150.875743, 150.875743, 150.875743 ], [ -53049, -79360, -73504, -1872780, -848082, -1605973 ], [ 3.020191, 4.162513, 1.873425, 1.863503, 2.243887, 1.536089 ], [ 77, 38, 39, 77, 38, 39 ], [ 38, 17, 21, 38, 17, 21 ], [ 39, 21, 18, 39, 21, 18 ], [ 49.350649, 44.736842, 53.846154, 49.350649, 44.736842, 53.846154 ], [ 3.09967, 5.141928, 1.605792, 1.912542, 2.77186, 1.316648 ], [ 308700, 308700, 69632, 2152972, 1911171, 2152972 ], [ -38185, -23528, -38185, -1064094, -514145, -1064094 ], [ 42, 43, 42, 42, 43, 42 ], [ 57, 59, 55, 57, 59, 55 ], [ 28, 29, 28, 28, 29, 28 ], [ 3308, 1638, 1669, 3308, 1638, 1669 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -31558, 452495, -166278, -34794, 368984, 350881 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3654, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610971200000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758559504540, "expiration_time": 1763277984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.15244 } } }
# | 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) |
---|