Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41520.9737 | 28582.3358 | 12938.6379 | 44250.8469 | 34604.5261 | 9646.3208 |
Total P&L (%) | 41.521 | 28.5823 | 12.9386 | 44.2508 | 34.6045 | 9.6463 |
Avg Daily Profit (%) | 0.7973 | 0.5488 | 0.2484 | 0.706 | 0.5722 | 0.177 |
Buy And Hold Return (%) | 12.1543 | 12.1543 | 12.1543 | 12.1543 | 12.1543 | 12.1543 |
Max Trade Drawdown | -13255 | -4816 | -14909 | -17478 | -5751 | -21081 |
Profit Factor | 1.4212 | 2.0781 | 1.1796 | 1.3557 | 2.0579 | 1.1052 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 57.7778 | 53.3333 | 62.2222 | 57.7778 | 53.3333 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.0386 | 1.8183 | 0.7162 | 0.9907 | 1.8006 | 0.671 |
Largest Winning Trade | 13380 | 13380 | 6379 | 17256 | 17256 | 7354 |
Largest Losing Trade | -12833 | -1560 | -12833 | -17205 | -1865 | -17205 |
Avg Bars in Trades | 137 | 79 | 195 | 137 | 79 | 195 |
Avg Bars in Winners | 150 | 132 | 166 | 150 | 132 | 166 |
Avg Bars in Losers | 119 | 19 | 243 | 119 | 19 | 243 |
Bars Traded | 24793 | 7166 | 17627 | 24793 | 7166 | 17627 |
Profit Streak | 0 | 3.7802 | 0 | 0 | 3.7802 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385320 | 318261 | -162853 | 290008 | 370780 | -265332 |
{ "trading_pair": "AVAX_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1753077240000, "first_datapoint_time": 1753090560000, "last_datapoint_time": 1757577060000, "evaluation_time": 1757577146293, "expiration_time": 1764057060000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 75, "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": [ [ 41520.9736946138, 28582.3358371661, 12938.6378574477, 44250.8469044747, 34604.5260971535, 9646.3208073213 ], [ 41.520974, 28.582336, 12.938638, 44.250847, 34.604526, 9.646321 ], [ 0.797254, 0.548816, 0.248438, 0.705982, 0.572236, 0.17698 ], [ 12.154266, 12.154266, 12.154266, 12.154266, 12.154266, 12.154266 ], [ -13255, -4816, -14909, -17478, -5751, -21081 ], [ 1.421232, 2.078085, 1.179558, 1.355703, 2.057875, 1.105203 ], [ 180, 90, 90, 180, 90, 90 ], [ 104, 48, 56, 104, 48, 56 ], [ 76, 42, 34, 76, 42, 34 ], [ 57.777778, 53.333333, 62.222222, 57.777778, 53.333333, 62.222222 ], [ 1.038593, 1.818325, 0.71616, 0.990706, 1.800641, 0.671016 ], [ 13380, 13380, 6379, 17256, 17256, 7354 ], [ -12833, -1560, -12833, -17205, -1865, -17205 ], [ 137, 79, 195, 137, 79, 195 ], [ 150, 132, 166, 150, 132, 166 ], [ 119, 19, 243, 119, 19, 243 ], [ 24793, 7166, 17627, 24793, 7166, 17627 ], [ 0, 3.780165, 0, 0, 3.780165, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385320, 318261, -162853, 290008, 370780, -265332 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1753077240000, "first_datapoint_time": 1753090560000, "last_datapoint_time": 1757577060000, "evaluation_time": 1757577146293, "expiration_time": 1764057060000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 75, "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) |
---|