Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400432.1046 | 352344.6194 | 48087.4853 | 350071.9128 | 243467.6028 | 106604.3101 |
Total P&L (%) | 400.4321 | 352.3446 | 48.0875 | 350.0719 | 243.4676 | 106.6043 |
Avg Daily Profit (%) | 0.3844 | 0.3383 | 0.0462 | 0.1445 | 0.1185 | 0.0697 |
Buy And Hold Return (%) | 136.0778 | 136.0778 | 136.0778 | 136.0778 | 136.0778 | 136.0778 |
Max Trade Drawdown | -65921 | -61257 | -16367 | -386255 | -392199 | -104059 |
Profit Factor | 1.9844 | 2.1462 | 1.4838 | 1.2151 | 1.1969 | 1.2727 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 47.651 | 40.5405 | 54.6667 | 47.651 | 40.5405 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.18 | 3.1478 | 1.2305 | 1.3349 | 1.7555 | 1.0554 |
Largest Winning Trade | 314699 | 314699 | 9662 | 313899 | 313899 | 35200 |
Largest Losing Trade | -28105 | -28105 | -10850 | -187208 | -187208 | -53022 |
Avg Bars in Trades | 160 | 290 | 31 | 160 | 290 | 31 |
Avg Bars in Winners | 209 | 448 | 34 | 209 | 448 | 34 |
Avg Bars in Losers | 115 | 183 | 27 | 115 | 183 | 27 |
Bars Traded | 23878 | 21517 | 2361 | 23878 | 21517 | 2361 |
Profit Streak | 48.1279 | 94.5029 | 48.1279 | 48.1279 | 94.5029 | 48.1279 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369906 | -57768 | -351339 | -3580 | -113034 | -321267 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1668510000000, "first_datapoint_time": 1669258800000, "last_datapoint_time": 1758510000000, "evaluation_time": 1758510250540, "expiration_time": 1764990000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 4.09399 } } }
{ "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": [ [ 400432.1046141115, 352344.6193544624, 48087.4852596491, 350071.9128162228, 243467.6027645729, 106604.3100516495 ], [ 400.432105, 352.344619, 48.087485, 350.071913, 243.467603, 106.60431 ], [ 0.384414, 0.33825, 0.046164, 0.144511, 0.118526, 0.069685 ], [ 136.077844, 136.077844, 136.077844, 136.077844, 136.077844, 136.077844 ], [ -65921, -61257, -16367, -386255, -392199, -104059 ], [ 1.984359, 2.146216, 1.483794, 1.215135, 1.196932, 1.272699 ], [ 149, 74, 75, 149, 74, 75 ], [ 71, 30, 41, 71, 30, 41 ], [ 78, 44, 34, 78, 44, 34 ], [ 47.651007, 40.540541, 54.666667, 47.651007, 40.540541, 54.666667 ], [ 2.18, 3.147783, 1.230463, 1.334937, 1.755501, 1.055409 ], [ 314699, 314699, 9662, 313899, 313899, 35200 ], [ -28105, -28105, -10850, -187208, -187208, -53022 ], [ 160, 290, 31, 160, 290, 31 ], [ 209, 448, 34, 209, 448, 34 ], [ 115, 183, 27, 115, 183, 27 ], [ 23878, 21517, 2361, 23878, 21517, 2361 ], [ 48.1279, 94.5029, 48.1279, 48.1279, 94.5029, 48.1279 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369906, -57768, -351339, -3580, -113034, -321267 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1668510000000, "first_datapoint_time": 1669258800000, "last_datapoint_time": 1758510000000, "evaluation_time": 1758510250540, "expiration_time": 1764990000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 4.09399 } } }
# | 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) |
---|