Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822220.1126 | 750969.3214 | 71250.7912 | 3934168.215 | 5509383.0409 | -1575214.826 |
Total P&L (%) | 822.2201 | 750.9693 | 71.2508 | 3934.1682 | 5509.383 | -1575.2148 |
Avg Daily Profit (%) | 0.4501 | 0.4111 | 0.039 | 0.2026 | 0.2207 | 0 |
Buy And Hold Return (%) | 720.1113 | 720.1113 | 720.1113 | 720.1113 | 720.1113 | 720.1113 |
Max Trade Drawdown | -98763 | -72576 | -89460 | -5171523 | -3048163 | -3757407 |
Profit Factor | 1.8243 | 2.6111 | 1.1341 | 1.161 | 1.4781 | 0.878 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 50.7874 | 48.0315 | 53.5433 | 50.7874 | 48.0315 | 53.5433 |
Ratio Avg Win / Avg Loss | 1.7677 | 2.8251 | 0.984 | 1.125 | 1.5992 | 0.7618 |
Largest Winning Trade | 223372 | 223372 | 77434 | 2175686 | 2175686 | 1790083 |
Largest Losing Trade | -63157 | -29074 | -63157 | -1372903 | -954456 | -1372903 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 10773 | 5099 | 5674 | 10773 | 5099 | 5674 |
Profit Streak | 18.9778 | 25.1445 | 18.9778 | 18.9778 | 25.1445 | 18.9778 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105530 | -138064 | -380468 | -33901 | 362091 | -579975 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758641285783, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 67, "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": [ [ 822220.1126094235, 750969.3214105567, 71250.7911988665, 3934168.214969477, 5509383.040919499, -1575214.8259500242 ], [ 822.220113, 750.969321, 71.250791, 3934.168215, 5509.383041, -1575.214826 ], [ 0.45012, 0.411114, 0.039006, 0.202616, 0.2207, 0 ], [ 720.111271, 720.111271, 720.111271, 720.111271, 720.111271, 720.111271 ], [ -98763, -72576, -89460, -5171523, -3048163, -3757407 ], [ 1.824282, 2.611058, 1.13409, 1.160994, 1.478053, 0.878005 ], [ 254, 127, 127, 254, 127, 127 ], [ 129, 61, 68, 129, 61, 68 ], [ 125, 66, 59, 125, 66, 59 ], [ 50.787402, 48.031496, 53.543307, 50.787402, 48.031496, 53.543307 ], [ 1.767715, 2.825079, 0.98399, 1.124994, 1.599205, 0.761798 ], [ 223372, 223372, 77434, 2175686, 2175686, 1790083 ], [ -63157, -29074, -63157, -1372903, -954456, -1372903 ], [ 42, 40, 44, 42, 40, 44 ], [ 50, 47, 54, 50, 47, 54 ], [ 33, 33, 33, 33, 33, 33 ], [ 10773, 5099, 5674, 10773, 5099, 5674 ], [ 18.977845, 25.144511, 18.977845, 18.977845, 25.144511, 18.977845 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105530, -138064, -380468, -33901, 362091, -579975 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758641285783, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 67, "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) |
---|