Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172115.4874 | 1057105.9048 | 115009.5826 | 8450483.8047 | 5314339.4839 | 3136144.3208 |
Total P&L (%) | 1172.1155 | 1057.1059 | 115.0096 | 8450.4838 | 5314.3395 | 3136.1443 |
Avg Daily Profit (%) | 0.6421 | 0.5791 | 0.063 | 0.244 | 0.2189 | 0.1907 |
Buy And Hold Return (%) | 700.1639 | 700.1639 | 700.1639 | 700.1639 | 700.1639 | 700.1639 |
Max Trade Drawdown | -92615 | -80343 | -37770 | -6970276 | -6792640 | -3555959 |
Profit Factor | 3.1213 | 3.7281 | 1.6968 | 1.3524 | 1.3197 | 1.4263 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 55.2381 | 50 | 60.3774 | 55.2381 | 50 | 60.3774 |
Ratio Avg Win / Avg Loss | 2.5294 | 3.7281 | 1.1135 | 1.0959 | 1.3197 | 0.936 |
Largest Winning Trade | 421509 | 421509 | 32185 | 4914283 | 4914283 | 2137257 |
Largest Losing Trade | -65297 | -65297 | -26286 | -3913473 | -3913473 | -1852780 |
Avg Bars in Trades | 50 | 89 | 11 | 50 | 89 | 11 |
Avg Bars in Winners | 55 | 106 | 13 | 55 | 106 | 13 |
Avg Bars in Losers | 44 | 72 | 9 | 44 | 72 | 9 |
Bars Traded | 5285 | 4658 | 627 | 5285 | 4658 | 627 |
Profit Streak | 0 | 76.157 | 0 | 0 | 76.157 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348385 | -171107 | -450901 | 351954 | -170686 | -173081 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5476, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758426363355, "expiration_time": 1763144064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.50242 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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": [ [ 1172115.4873855053, 1057105.9047668877, 115009.5826186173, 8450483.804725287, 5314339.483937491, 3136144.320787795 ], [ 1172.115487, 1057.105905, 115.009583, 8450.483805, 5314.339484, 3136.144321 ], [ 0.642139, 0.579131, 0.063008, 0.244011, 0.21892, 0.190666 ], [ 700.163938, 700.163938, 700.163938, 700.163938, 700.163938, 700.163938 ], [ -92615, -80343, -37770, -6970276, -6792640, -3555959 ], [ 3.121328, 3.728062, 1.696837, 1.352438, 1.319745, 1.4263 ], [ 105, 52, 53, 105, 52, 53 ], [ 58, 26, 32, 58, 26, 32 ], [ 47, 26, 21, 47, 26, 21 ], [ 55.238095, 50, 60.377358, 55.238095, 50, 60.377358 ], [ 2.529352, 3.728062, 1.113549, 1.095941, 1.319745, 0.93601 ], [ 421509, 421509, 32185, 4914283, 4914283, 2137257 ], [ -65297, -65297, -26286, -3913473, -3913473, -1852780 ], [ 50, 89, 11, 50, 89, 11 ], [ 55, 106, 13, 55, 106, 13 ], [ 44, 72, 9, 44, 72, 9 ], [ 5285, 4658, 627, 5285, 4658, 627 ], [ 0, 76.156983, 0, 0, 76.156983, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348385, -171107, -450901, 351954, -170686, -173081 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5476, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758426363355, "expiration_time": 1763144064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.50242 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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) |
---|