Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308173.7421 | 359739.3905 | -51565.6484 | -80405.0466 | -23011.4269 | -57393.6197 |
Total P&L (%) | 308.1737 | 359.7394 | -51.5656 | -80.405 | -23.0114 | -57.3936 |
Avg Daily Profit (%) | 0.1696 | 0.198 | -0.0284 | -0.0897 | -0.0144 | -0.0469 |
Buy And Hold Return (%) | 131.2391 | 131.2391 | 131.2391 | 131.2391 | 131.2391 | 131.2391 |
Max Trade Drawdown | -150084 | -140639 | -143712 | -120123 | -21286 | -88363 |
Profit Factor | 1.527 | 2.2937 | 0.8319 | 0.6046 | 0.7371 | 0.5044 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 49.3151 | 50 | 48.6486 | 49.3151 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.5694 | 2.2937 | 0.8781 | 0.6214 | 0.7371 | 0.5324 |
Largest Winning Trade | 282100 | 282100 | 46913 | 31315 | 31315 | 24699 |
Largest Losing Trade | -82570 | -42704 | -82570 | -62045 | -49556 | -62045 |
Avg Bars in Trades | 43 | 53 | 32 | 43 | 53 | 32 |
Avg Bars in Winners | 48 | 67 | 29 | 48 | 67 | 29 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 3144 | 1933 | 1210 | 3144 | 1933 | 1210 |
Profit Streak | 0 | 16.3662 | 0 | 0 | 16.3662 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71168 | 331297 | -581298 | -657321 | -580204 | -581298 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1611144000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757710038382, "expiration_time": 1762388064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 123, "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": [ [ 308173.7421290602, 359739.3905244099, -51565.6483953497, -80405.0465790215, -23011.4268702514, -57393.6197087701 ], [ 308.173742, 359.739391, -51.565648, -80.405047, -23.011427, -57.39362 ], [ 0.169606, 0.197985, -0.02838, -0.089662, -0.014392, -0.046944 ], [ 131.239092, 131.239092, 131.239092, 131.239092, 131.239092, 131.239092 ], [ -150084, -140639, -143712, -120123, -21286, -88363 ], [ 1.526956, 2.293713, 0.831898, 0.604558, 0.737097, 0.504378 ], [ 73, 36, 37, 73, 36, 37 ], [ 36, 18, 18, 36, 18, 18 ], [ 37, 18, 19, 37, 18, 19 ], [ 49.315068, 50, 48.648649, 49.315068, 50, 48.648649 ], [ 1.569371, 2.293713, 0.878114, 0.621351, 0.737097, 0.532399 ], [ 282100, 282100, 46913, 31315, 31315, 24699 ], [ -82570, -42704, -82570, -62045, -49556, -62045 ], [ 43, 53, 32, 43, 53, 32 ], [ 48, 67, 29, 48, 67, 29 ], [ 37, 40, 35, 37, 40, 35 ], [ 3144, 1933, 1210, 3144, 1933, 1210 ], [ 0, 16.366185, 0, 0, 16.366185, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71168, 331297, -581298, -657321, -580204, -581298 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1611144000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757710038382, "expiration_time": 1762388064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 123, "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) |
---|