Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78746.7432 | 40887.7387 | 37859.0045 | 100068.3681 | 49080.3691 | 50987.9989 |
Total P&L (%) | 78.7467 | 40.8877 | 37.859 | 100.0684 | 49.0804 | 50.988 |
Avg Daily Profit (%) | 0.9071 | 0.471 | 0.4361 | 0.8021 | 0.461 | 0.4758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13780 | -10227 | -18655 | -22147 | -16452 | -28842 |
Profit Factor | 1.7033 | 1.7716 | 1.642 | 1.6268 | 1.6505 | 1.6056 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Profitability (%) | 47.9339 | 53.3333 | 42.623 | 47.9339 | 53.3333 | 42.623 |
Ratio Avg Win / Avg Loss | 1.8502 | 1.5502 | 2.2103 | 1.7671 | 1.4442 | 2.1614 |
Largest Winning Trade | 26336 | 13508 | 26336 | 41706 | 19250 | 41706 |
Largest Losing Trade | -5586 | -3854 | -5586 | -8123 | -6477 | -8123 |
Avg Bars in Trades | 204 | 198 | 209 | 204 | 198 | 209 |
Avg Bars in Winners | 297 | 282 | 316 | 297 | 282 | 316 |
Avg Bars in Losers | 117 | 103 | 129 | 117 | 103 | 129 |
Bars Traded | 24684 | 11921 | 12763 | 24684 | 11921 | 12763 |
Profit Streak | 5.1314 | 5.7148 | 5.1314 | 5.1314 | 5.7148 | 5.1314 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551310 | -158090 | -155254 | 542714 | -159069 | -153841 |
{ "trading_pair": "AVAX_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752666000000, "first_datapoint_time": 1752727200000, "last_datapoint_time": 1760165700000, "evaluation_time": 1760165954885, "expiration_time": 1766645700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 51, "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": [ [ 78746.7431750177, 40887.7386682267, 37859.004506791, 100068.3680620282, 49080.3691235746, 50987.9989384536 ], [ 78.746743, 40.887739, 37.859005, 100.068368, 49.080369, 50.987999 ], [ 0.907116, 0.471003, 0.436113, 0.802058, 0.461047, 0.475763 ], [ 10, 10, 10, 10, 10, 10 ], [ -13780, -10227, -18655, -22147, -16452, -28842 ], [ 1.703321, 1.771622, 1.641952, 1.626839, 1.65051, 1.605625 ], [ 121, 60, 61, 121, 60, 61 ], [ 58, 32, 26, 58, 32, 26 ], [ 63, 28, 35, 63, 28, 35 ], [ 47.933884, 53.333333, 42.622951, 47.933884, 53.333333, 42.622951 ], [ 1.850159, 1.55017, 2.21032, 1.767083, 1.444196, 2.161419 ], [ 26336, 13508, 26336, 41706, 19250, 41706 ], [ -5586, -3854, -5586, -8123, -6477, -8123 ], [ 204, 198, 209, 204, 198, 209 ], [ 297, 282, 316, 297, 282, 316 ], [ 117, 103, 129, 117, 103, 129 ], [ 24684, 11921, 12763, 24684, 11921, 12763 ], [ 5.131422, 5.714756, 5.131422, 5.131422, 5.714756, 5.131422 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551310, -158090, -155254, 542714, -159069, -153841 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752666000000, "first_datapoint_time": 1752727200000, "last_datapoint_time": 1760165700000, "evaluation_time": 1760165954885, "expiration_time": 1766645700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 51, "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) |
---|