Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285429.9627 | 1207060.1437 | 78369.819 | 4590425.1238 | 2741122.979 | 1849302.1448 |
Total P&L (%) | 1285.43 | 1207.0601 | 78.3698 | 4590.4251 | 2741.123 | 1849.3021 |
Avg Daily Profit (%) | 0.7047 | 0.6618 | 0.043 | 0.2112 | 0.1837 | 0.163 |
Buy And Hold Return (%) | 814.0089 | 814.0089 | 814.0089 | 814.0089 | 814.0089 | 814.0089 |
Max Trade Drawdown | -162009 | -86821 | -109528 | -2825988 | -1829079 | -1512804 |
Profit Factor | 3.1704 | 5.1222 | 1.2617 | 1.5965 | 1.6176 | 1.5677 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 44.5455 | 41.8182 | 47.2727 | 44.5455 | 41.8182 | 47.2727 |
Ratio Avg Win / Avg Loss | 3.9468 | 7.1265 | 1.4073 | 1.9874 | 2.2505 | 1.7486 |
Largest Winning Trade | 631127 | 631127 | 75517 | 1970772 | 1970772 | 1250086 |
Largest Losing Trade | -35856 | -35856 | -33111 | -977648 | -977648 | -608475 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 3485 | 1626 | 1858 | 3485 | 1626 | 1858 |
Profit Streak | 22.0976 | 0 | 27.5976 | 22.0976 | 0 | 27.5976 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267691 | -178645 | -482021 | 322304 | -174783 | -175099 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758291631341, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 23 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 1.0666 } } }
{ "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": [ [ 1285429.96267187, 1207060.1437202361, 78369.8189516336, 4590425.123777937, 2741122.978950253, 1849302.144827684 ], [ 1285.429963, 1207.060144, 78.369819, 4590.425124, 2741.122979, 1849.302145 ], [ 0.704731, 0.661765, 0.042966, 0.211194, 0.183654, 0.162965 ], [ 814.008882, 814.008882, 814.008882, 814.008882, 814.008882, 814.008882 ], [ -162009, -86821, -109528, -2825988, -1829079, -1512804 ], [ 3.170391, 5.122186, 1.261724, 1.596454, 1.617551, 1.567706 ], [ 110, 55, 55, 110, 55, 55 ], [ 49, 23, 26, 49, 23, 26 ], [ 61, 32, 29, 61, 32, 29 ], [ 44.545455, 41.818182, 47.272727, 44.545455, 41.818182, 47.272727 ], [ 3.946813, 7.126519, 1.407307, 1.987422, 2.250506, 1.748595 ], [ 631127, 631127, 75517, 1970772, 1970772, 1250086 ], [ -35856, -35856, -33111, -977648, -977648, -608475 ], [ 31, 29, 33, 31, 29, 33 ], [ 49, 44, 54, 49, 44, 54 ], [ 17, 18, 15, 17, 18, 15 ], [ 3485, 1626, 1858, 3485, 1626, 1858 ], [ 22.097585, 0, 27.597585, 22.097585, 0, 27.597585 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 267691, -178645, -482021, 322304, -174783, -175099 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758291631341, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 23 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 1.0666 } } }
# | 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) |
---|