Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841971.2775 | 698361.1157 | 143610.1619 | 5899090.9011 | 7525125.8009 | -1626034.8998 |
Total P&L (%) | 841.9713 | 698.3611 | 143.6102 | 5899.0909 | 7525.1258 | -1626.0349 |
Avg Daily Profit (%) | 0.4605 | 0.3819 | 0.0785 | 0.2242 | 0.2373 | 0 |
Buy And Hold Return (%) | 972.2508 | 972.2508 | 972.2508 | 972.2508 | 972.2508 | 972.2508 |
Max Trade Drawdown | -85721 | -87430 | -85232 | -14291099 | -10210957 | -7298186 |
Profit Factor | 2.7969 | 3.7343 | 1.6737 | 1.1559 | 1.3579 | 0.9033 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 58.5714 | 57.1429 | 60 | 58.5714 | 57.1429 | 60 |
Ratio Avg Win / Avg Loss | 1.9783 | 2.8008 | 1.1158 | 0.8176 | 1.0184 | 0.6022 |
Largest Winning Trade | 196163 | 196163 | 49004 | 12095583 | 12095583 | 3052895 |
Largest Losing Trade | -68287 | -33254 | -68287 | -5031388 | -5031388 | -3846023 |
Avg Bars in Trades | 46 | 63 | 29 | 46 | 63 | 29 |
Avg Bars in Winners | 49 | 69 | 30 | 49 | 69 | 30 |
Avg Bars in Losers | 41 | 55 | 26 | 41 | 55 | 26 |
Bars Traded | 3248 | 2224 | 1024 | 3248 | 2224 | 1024 |
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 | -247564 | -148402 | -250240 | -140445 | 349578 | -579213 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3657, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608076800000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758694534382, "expiration_time": 1763411472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 171, "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": [ [ 841971.2775442988, 698361.1156656676, 143610.1618786315, 5899090.901075041, 7525125.800916573, -1626034.8998415286 ], [ 841.971278, 698.361116, 143.610162, 5899.090901, 7525.125801, -1626.0349 ], [ 0.460471, 0.381931, 0.07854, 0.224161, 0.237308, 0 ], [ 972.250781, 972.250781, 972.250781, 972.250781, 972.250781, 972.250781 ], [ -85721, -87430, -85232, -14291099, -10210957, -7298186 ], [ 2.796902, 3.734341, 1.673706, 1.155922, 1.357897, 0.903256 ], [ 70, 35, 35, 70, 35, 35 ], [ 41, 20, 21, 41, 20, 21 ], [ 29, 15, 14, 29, 15, 14 ], [ 58.571429, 57.142857, 60, 58.571429, 57.142857, 60 ], [ 1.978297, 2.800756, 1.115804, 0.817604, 1.018423, 0.602171 ], [ 196163, 196163, 49004, 12095583, 12095583, 3052895 ], [ -68287, -33254, -68287, -5031388, -5031388, -3846023 ], [ 46, 63, 29, 46, 63, 29 ], [ 49, 69, 30, 49, 69, 30 ], [ 41, 55, 26, 41, 55, 26 ], [ 3248, 2224, 1024, 3248, 2224, 1024 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -247564, -148402, -250240, -140445, 349578, -579213 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3657, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608076800000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758694534382, "expiration_time": 1763411472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 171, "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) |
---|