Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338790.9959 | 1309660.7189 | 29130.277 | 2074311.5502 | 4084405.4593 | -2010093.9091 |
Total P&L (%) | 1338.791 | 1309.6607 | 29.1303 | 2074.3116 | 4084.4055 | -2010.0939 |
Avg Daily Profit (%) | 0.7354 | 0.7194 | 0.016 | 0.1693 | 0.2053 | 0 |
Buy And Hold Return (%) | 610.48 | 610.48 | 610.48 | 610.48 | 610.48 | 610.48 |
Max Trade Drawdown | -159772 | -84490 | -88739 | -11200853 | -5572607 | -6635224 |
Profit Factor | 3.302 | 6.1384 | 1.0892 | 1.096 | 1.4787 | 0.8463 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 38.2716 | 35 | 41.4634 | 38.2716 | 35 | 41.4634 |
Ratio Avg Win / Avg Loss | 5.3257 | 11.3999 | 1.5376 | 1.7677 | 2.7462 | 1.1948 |
Largest Winning Trade | 737747 | 737747 | 76763 | 5904170 | 5904170 | 2846887 |
Largest Losing Trade | -28248 | -20056 | -28248 | -1718339 | -1516277 | -1718339 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 3540 | 1646 | 1894 | 3540 | 1646 | 1894 |
Profit Streak | 13.57 | 0 | 34.57 | 13.57 | 0 | 34.57 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6912 | 334076 | -460878 | -129043 | 156921 | -581402 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3641, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603627200000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757986848688, "expiration_time": 1762699536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 39, "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": [ [ 1338790.995912453, 1309660.7188737437, 29130.2770387089, 2074311.5502206665, 4084405.459318376, -2010093.909097709 ], [ 1338.790996, 1309.660719, 29.130277, 2074.31155, 4084.405459, -2010.093909 ], [ 0.735397, 0.719396, 0.016001, 0.169289, 0.205316, 0 ], [ 610.480002, 610.480002, 610.480002, 610.480002, 610.480002, 610.480002 ], [ -159772, -84490, -88739, -11200853, -5572607, -6635224 ], [ 3.301957, 6.138387, 1.089162, 1.095993, 1.478743, 0.846293 ], [ 81, 40, 41, 81, 40, 41 ], [ 31, 14, 17, 31, 14, 17 ], [ 50, 26, 24, 50, 26, 24 ], [ 38.271605, 35, 41.463415, 38.271605, 35, 41.463415 ], [ 5.325737, 11.399862, 1.537641, 1.767731, 2.746236, 1.194767 ], [ 737747, 737747, 76763, 5904170, 5904170, 2846887 ], [ -28248, -20056, -28248, -1718339, -1516277, -1718339 ], [ 43, 41, 46, 43, 41, 46 ], [ 74, 71, 76, 74, 71, 76 ], [ 24, 24, 24, 24, 24, 24 ], [ 3540, 1646, 1894, 3540, 1646, 1894 ], [ 13.570008, 0, 34.570008, 13.570008, 0, 34.570008 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6912, 334076, -460878, -129043, 156921, -581402 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3641, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603627200000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757986848688, "expiration_time": 1762699536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 39, "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) |
---|