Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094628.6138 | 932686.2376 | 161942.3763 | 26082539.4545 | 23531561.446 | 2550978.0085 |
Total P&L (%) | 1094.6286 | 932.6862 | 161.9424 | 26082.5395 | 23531.5614 | 2550.978 |
Avg Daily Profit (%) | 0.5988 | 0.5102 | 0.0886 | 0.3051 | 0.2994 | 0.1795 |
Buy And Hold Return (%) | 818.4652 | 818.4652 | 818.4652 | 818.4652 | 818.4652 | 818.4652 |
Max Trade Drawdown | -73694 | -68790 | -54651 | -20850088 | -16033662 | -18260820 |
Profit Factor | 2.4714 | 3.7412 | 1.4012 | 1.2576 | 1.5197 | 1.0456 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 46.5909 | 45.4545 | 47.7273 | 46.5909 | 45.4545 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.8331 | 4.4894 | 1.5346 | 1.4416 | 1.8236 | 1.1452 |
Largest Winning Trade | 283477 | 283477 | 75540 | 17902416 | 17902416 | 8651120 |
Largest Losing Trade | -33704 | -31629 | -33704 | -8400727 | -5770198 | -8400727 |
Avg Bars in Trades | 122 | 112 | 131 | 122 | 112 | 131 |
Avg Bars in Winners | 183 | 163 | 202 | 183 | 163 | 202 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 21499 | 9893 | 11606 | 21499 | 9893 | 11606 |
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 | -45051 | -106885 | -239848 | 300830 | 336187 | -166743 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21935, "evaluation_days": 1827.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601992800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759042583301, "expiration_time": 1764407952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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": [ [ 1094628.6138227035, 932686.2375720195, 161942.3762506837, 26082539.454499166, 23531561.446022205, 2550978.008476953 ], [ 1094.628614, 932.686238, 161.942376, 26082.539454, 23531.561446, 2550.978008 ], [ 0.598838, 0.510245, 0.088594, 0.305055, 0.29943, 0.179464 ], [ 818.465228, 818.465228, 818.465228, 818.465228, 818.465228, 818.465228 ], [ -73694, -68790, -54651, -20850088, -16033662, -18260820 ], [ 2.471431, 3.741177, 1.401174, 1.257594, 1.519696, 1.045574 ], [ 176, 88, 88, 176, 88, 88 ], [ 82, 40, 42, 82, 40, 42 ], [ 94, 48, 46, 94, 48, 46 ], [ 46.590909, 45.454545, 47.727273, 46.590909, 45.454545, 47.727273 ], [ 2.833104, 4.489413, 1.534619, 1.441633, 1.823635, 1.145152 ], [ 283477, 283477, 75540, 17902416, 17902416, 8651120 ], [ -33704, -31629, -33704, -8400727, -5770198, -8400727 ], [ 122, 112, 131, 122, 112, 131 ], [ 183, 163, 202, 183, 163, 202 ], [ 68, 69, 67, 68, 69, 67 ], [ 21499, 9893, 11606, 21499, 9893, 11606 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -45051, -106885, -239848, 300830, 336187, -166743 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21935, "evaluation_days": 1827.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601992800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759042583301, "expiration_time": 1764407952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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) |
---|