Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568781.6096 | 1586971.005 | -18189.3954 | 237607.8625 | 483495.3887 | -245887.5262 |
Total P&L (%) | 1568.7816 | 1586.971 | -18.1894 | 237.6079 | 483.4954 | -245.8875 |
Avg Daily Profit (%) | 0.858 | 0.8679 | -0.0099 | 0.0666 | 0.0965 | 0 |
Buy And Hold Return (%) | 799.4599 | 799.4599 | 799.4599 | 799.4599 | 799.4599 | 799.4599 |
Max Trade Drawdown | -179117 | -159406 | -32613 | -2110305 | -1866859 | -318044 |
Profit Factor | 3.4584 | 3.8492 | 0.7758 | 1.0503 | 1.1158 | 0.5554 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 39.4495 | 37.037 | 41.8182 | 39.4495 | 37.037 | 41.8182 |
Ratio Avg Win / Avg Loss | 5.3082 | 6.5437 | 1.0794 | 1.612 | 1.8969 | 0.7727 |
Largest Winning Trade | 999413 | 999413 | 10164 | 1934495 | 1934495 | 51245 |
Largest Losing Trade | -60438 | -60438 | -8490 | -1009451 | -1009451 | -168775 |
Avg Bars in Trades | 93 | 185 | 3 | 93 | 185 | 3 |
Avg Bars in Winners | 108 | 228 | 4 | 108 | 228 | 4 |
Avg Bars in Losers | 84 | 160 | 3 | 84 | 160 | 3 |
Bars Traded | 10219 | 10003 | 216 | 10219 | 10003 | 216 |
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 | 319591 | -171909 | -762070 | -437775 | -507010 | -763737 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10971, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600920000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021704599, "expiration_time": 1763454672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 164, "offset": 0, "std": 4.35009 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.20613, "nb": 0.1, "nc": 0.12143 } } }
{ "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": [ [ 1568781.6096381554, 1586971.005002313, -18189.3953641574, 237607.8625269074, 483495.3887298402, -245887.5262029323 ], [ 1568.78161, 1586.971005, -18.189395, 237.607863, 483.495389, -245.887526 ], [ 0.857961, 0.867909, -0.009948, 0.066564, 0.096512, 0 ], [ 799.459854, 799.459854, 799.459854, 799.459854, 799.459854, 799.459854 ], [ -179117, -159406, -32613, -2110305, -1866859, -318044 ], [ 3.458401, 3.849209, 0.775839, 1.05026, 1.115821, 0.555406 ], [ 109, 54, 55, 109, 54, 55 ], [ 43, 20, 23, 43, 20, 23 ], [ 66, 34, 32, 66, 34, 32 ], [ 39.449541, 37.037037, 41.818182, 39.449541, 37.037037, 41.818182 ], [ 5.308243, 6.543656, 1.079429, 1.612027, 1.896896, 0.772739 ], [ 999413, 999413, 10164, 1934495, 1934495, 51245 ], [ -60438, -60438, -8490, -1009451, -1009451, -168775 ], [ 93, 185, 3, 93, 185, 3 ], [ 108, 228, 4, 108, 228, 4 ], [ 84, 160, 3, 84, 160, 3 ], [ 10219, 10003, 216, 10219, 10003, 216 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319591, -171909, -762070, -437775, -507010, -763737 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10971, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600920000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021704599, "expiration_time": 1763454672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 164, "offset": 0, "std": 4.35009 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.20613, "nb": 0.1, "nc": 0.12143 } } }
# | 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) |
---|