Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625672.5737 | 665753.7554 | -40081.1817 | -47910.0969 | 400484.2263 | -448394.3233 |
Total P&L (%) | 625.6726 | 665.7538 | -40.0812 | -47.9101 | 400.4842 | -448.3943 |
Avg Daily Profit (%) | 0.343 | 0.365 | -0.022 | -0.0358 | 0.0883 | 0 |
Buy And Hold Return (%) | 253.3473 | 253.3473 | 253.3473 | 253.3473 | 253.3473 | 253.3473 |
Max Trade Drawdown | -181668 | -96642 | -107631 | -575227 | -270038 | -409837 |
Profit Factor | 2.0189 | 3.102 | 0.8652 | 0.9662 | 1.6117 | 0.4123 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 52.459 | 45.1613 | 60 | 52.459 | 45.1613 | 60 |
Ratio Avg Win / Avg Loss | 1.8296 | 3.7667 | 0.5768 | 0.8756 | 1.957 | 0.2749 |
Largest Winning Trade | 391209 | 391209 | 63868 | 423515 | 423515 | 53873 |
Largest Losing Trade | -81940 | -55122 | -81940 | -263963 | -104971 | -263963 |
Avg Bars in Trades | 55 | 65 | 44 | 55 | 65 | 44 |
Avg Bars in Winners | 65 | 89 | 46 | 65 | 89 | 46 |
Avg Bars in Losers | 44 | 45 | 42 | 44 | 45 | 42 |
Bars Traded | 3372 | 2023 | 1349 | 3372 | 2023 | 1349 |
Profit Streak | 58.4107 | 84.9107 | 0 | 58.4107 | 84.9107 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155781 | 380499 | -579529 | -745898 | -83030 | -579529 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610668800000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758318683728, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 42, "offset": 97 } }, "second_band": { "type": "swma", "factors": { "length": 231, "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": [ [ 625672.5737072878, 665753.7554364937, -40081.1817292058, -47910.0969387589, 400484.2263247547, -448394.3232635136 ], [ 625.672574, 665.753755, -40.081182, -47.910097, 400.484226, -448.394323 ], [ 0.343022, 0.364997, -0.021974, -0.03575, 0.088329, 0 ], [ 253.34728, 253.34728, 253.34728, 253.34728, 253.34728, 253.34728 ], [ -181668, -96642, -107631, -575227, -270038, -409837 ], [ 2.018897, 3.102002, 0.865203, 0.966205, 1.611677, 0.412277 ], [ 61, 31, 30, 61, 31, 30 ], [ 32, 14, 18, 32, 14, 18 ], [ 29, 17, 12, 29, 17, 12 ], [ 52.459016, 45.16129, 60, 52.459016, 45.16129, 60 ], [ 1.829626, 3.766717, 0.576802, 0.875623, 1.957036, 0.274851 ], [ 391209, 391209, 63868, 423515, 423515, 53873 ], [ -81940, -55122, -81940, -263963, -104971, -263963 ], [ 55, 65, 44, 55, 65, 44 ], [ 65, 89, 46, 65, 89, 46 ], [ 44, 45, 42, 44, 45, 42 ], [ 3372, 2023, 1349, 3372, 2023, 1349 ], [ 58.410691, 84.910691, 0, 58.410691, 84.910691, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155781, 380499, -579529, -745898, -83030, -579529 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610668800000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758318683728, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 42, "offset": 97 } }, "second_band": { "type": "swma", "factors": { "length": 231, "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) |
---|