Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869102.2908 | 759704.8622 | 109397.4286 | 10629085.7108 | 10783681.8411 | -154596.1303 |
Total P&L (%) | 869.1023 | 759.7049 | 109.3974 | 10629.0857 | 10783.6818 | -154.5961 |
Avg Daily Profit (%) | 0.4748 | 0.4151 | 0.0598 | 0.2558 | 0.2566 | 0 |
Buy And Hold Return (%) | 617.3719 | 617.3719 | 617.3719 | 617.3719 | 617.3719 | 617.3719 |
Max Trade Drawdown | -94666 | -65802 | -111609 | -11117413 | -8352100 | -7146849 |
Profit Factor | 1.8738 | 2.6559 | 1.2042 | 1.2078 | 1.4032 | 0.9937 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 47.2 | 45.6 | 48.8 | 47.2 | 45.6 | 48.8 |
Ratio Avg Win / Avg Loss | 2.0962 | 3.1684 | 1.2634 | 1.3511 | 1.674 | 1.0425 |
Largest Winning Trade | 203408 | 203408 | 76443 | 7173957 | 7173957 | 4214755 |
Largest Losing Trade | -34171 | -29295 | -34171 | -3783470 | -2951721 | -3783470 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 5456 | 2582 | 2874 | 5456 | 2582 | 2874 |
Profit Streak | 21.6753 | 28.342 | 0 | 21.6753 | 28.342 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23933 | -80225 | -279805 | 326939 | 332332 | -579522 |
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{ "first_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 7, "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": [ [ 869102.2907798792, 759704.8622258959, 109397.428553983, 10629085.710780103, 10783681.84109496, -154596.1303148488 ], [ 869.102291, 759.704862, 109.397429, 10629.085711, 10783.681841, -154.59613 ], [ 0.474834, 0.415064, 0.059769, 0.255775, 0.256558, 0 ], [ 617.371852, 617.371852, 617.371852, 617.371852, 617.371852, 617.371852 ], [ -94666, -65802, -111609, -11117413, -8352100, -7146849 ], [ 1.873831, 2.655874, 1.204178, 1.207784, 1.403193, 0.993666 ], [ 250, 125, 125, 250, 125, 125 ], [ 118, 57, 61, 118, 57, 61 ], [ 132, 68, 64, 132, 68, 64 ], [ 47.2, 45.6, 48.8, 47.2, 45.6, 48.8 ], [ 2.09615, 3.168411, 1.2634, 1.35108, 1.673985, 1.042535 ], [ 203408, 203408, 76443, 7173957, 7173957, 4214755 ], [ -34171, -29295, -34171, -3783470, -2951721, -3783470 ], [ 21, 20, 22, 21, 20, 22 ], [ 31, 31, 32, 31, 31, 32 ], [ 12, 11, 13, 12, 11, 13 ], [ 5456, 2582, 2874, 5456, 2582, 2874 ], [ 21.675325, 28.341992, 0, 21.675326, 28.341992, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23933, -80225, -279805, 326939, 332332, -579522 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5491, "evaluation_days": 1830.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601654400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758874348131, "expiration_time": 1763589024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 7, "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) |
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