Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643243.201 | 1560723.3259 | 82519.8751 | 8217528.9959 | 7223091.2197 | 994437.7762 |
Total P&L (%) | 1643.2432 | 1560.7233 | 82.5199 | 8217.529 | 7223.0912 | 994.4378 |
Avg Daily Profit (%) | 0.9046 | 0.8592 | 0.0454 | 0.2437 | 0.2366 | 0.1318 |
Buy And Hold Return (%) | 822.2734 | 822.2734 | 822.2734 | 822.2734 | 822.2734 | 822.2734 |
Max Trade Drawdown | -132772 | -111677 | -85328 | -2980544 | -1003077 | -2282307 |
Profit Factor | 4.2675 | 7.6416 | 1.308 | 1.8307 | 2.8111 | 1.1684 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 38.806 | 39.3939 | 38.2353 | 38.806 | 39.3939 | 38.2353 |
Ratio Avg Win / Avg Loss | 6.7294 | 11.7563 | 2.1129 | 2.8868 | 4.3248 | 1.8875 |
Largest Winning Trade | 764479 | 764479 | 70455 | 3327904 | 2059499 | 3327904 |
Largest Losing Trade | -42343 | -39186 | -42343 | -1258195 | -1003077 | -1258195 |
Avg Bars in Trades | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Winners | 96 | 106 | 86 | 96 | 106 | 86 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 3435 | 1851 | 1584 | 3435 | 1851 | 1584 |
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 | -112015 | 360998 | -301361 | -113746 | 344415 | -156019 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757672944051, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "fwma", "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": [ [ 1643243.2010257405, 1560723.3259074737, 82519.8751182661, 8217528.995942818, 7223091.219716446, 994437.7762263697 ], [ 1643.243201, 1560.723326, 82.519875, 8217.528996, 7223.09122, 994.437776 ], [ 0.904621, 0.859193, 0.045428, 0.243674, 0.236647, 0.131814 ], [ 822.273406, 822.273406, 822.273406, 822.273406, 822.273406, 822.273406 ], [ -132772, -111677, -85328, -2980544, -1003077, -2282307 ], [ 4.26745, 7.641578, 1.308002, 1.830672, 2.811104, 1.168423 ], [ 67, 33, 34, 67, 33, 34 ], [ 26, 13, 13, 26, 13, 13 ], [ 41, 20, 21, 41, 20, 21 ], [ 38.80597, 39.393939, 38.235294, 38.80597, 39.393939, 38.235294 ], [ 6.72944, 11.756275, 2.112926, 2.886828, 4.324775, 1.887452 ], [ 764479, 764479, 70455, 3327904, 2059499, 3327904 ], [ -42343, -39186, -42343, -1258195, -1003077, -1258195 ], [ 51, 56, 46, 51, 56, 46 ], [ 96, 106, 86, 96, 106, 86 ], [ 22, 23, 21, 22, 23, 21 ], [ 3435, 1851, 1584, 3435, 1851, 1584 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -112015, 360998, -301361, -113746, 344415, -156019 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757672944051, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "fwma", "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) |
---|