Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546626.8939 | 1562304.0826 | -15677.1887 | 771438.6735 | 6386380.4971 | -5614941.8236 |
Total P&L (%) | 1546.6269 | 1562.3041 | -15.6772 | 771.4387 | 6386.3805 | -5614.9418 |
Avg Daily Profit (%) | 0.8505 | 0.8591 | -0.0086 | 0.1191 | 0.2297 | 0 |
Buy And Hold Return (%) | 624.5023 | 624.5023 | 624.5023 | 624.5023 | 624.5023 | 624.5023 |
Max Trade Drawdown | -231511 | -110866 | -120644 | -13037001 | -6688708 | -6348292 |
Profit Factor | 2.8366 | 5.2128 | 0.9667 | 1.0241 | 1.4285 | 0.6726 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 33.5878 | 29.2308 | 37.8788 | 33.5878 | 29.2308 | 37.8788 |
Ratio Avg Win / Avg Loss | 5.6087 | 12.6205 | 1.5854 | 2.0249 | 3.4586 | 1.103 |
Largest Winning Trade | 998802 | 998802 | 72927 | 9564662 | 9564662 | 1346913 |
Largest Losing Trade | -25853 | -23853 | -25853 | -1710821 | -1710821 | -1372959 |
Avg Bars in Trades | 163 | 149 | 176 | 163 | 149 | 176 |
Avg Bars in Winners | 312 | 311 | 313 | 312 | 311 | 313 |
Avg Bars in Losers | 87 | 82 | 93 | 87 | 82 | 93 |
Bars Traded | 21358 | 9688 | 11670 | 21358 | 9688 | 11670 |
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 | 319584 | -125512 | -707172 | -325119 | -132854 | -708283 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21823, "evaluation_days": 1818.58, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602446400000, "last_datapoint_time": 1757916000000, "evaluation_time": 1757919371473, "expiration_time": 1763572521600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 236, "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": [ [ 1546626.8939009034, 1562304.0825531255, -15677.1886522218, 771438.6734578903, 6386380.497062757, -5614941.823604865 ], [ 1546.626894, 1562.304083, -15.677189, 771.438673, 6386.380497, -5614.941824 ], [ 0.850459, 0.859079, -0.008621, 0.119118, 0.229689, 0 ], [ 624.502335, 624.502335, 624.502335, 624.502335, 624.502335, 624.502335 ], [ -231511, -110866, -120644, -13037001, -6688708, -6348292 ], [ 2.836573, 5.21282, 0.966735, 1.024069, 1.428539, 0.672575 ], [ 131, 65, 66, 131, 65, 66 ], [ 44, 19, 25, 44, 19, 25 ], [ 87, 46, 41, 87, 46, 41 ], [ 33.587786, 29.230769, 37.878788, 33.587786, 29.230769, 37.878788 ], [ 5.608678, 12.62051, 1.585445, 2.024863, 3.458568, 1.103023 ], [ 998802, 998802, 72927, 9564662, 9564662, 1346913 ], [ -25853, -23853, -25853, -1710821, -1710821, -1372959 ], [ 163, 149, 176, 163, 149, 176 ], [ 312, 311, 313, 312, 311, 313 ], [ 87, 82, 93, 87, 82, 93 ], [ 21358, 9688, 11670, 21358, 9688, 11670 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319584, -125512, -707172, -325119, -132854, -708283 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21823, "evaluation_days": 1818.58, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602446400000, "last_datapoint_time": 1757916000000, "evaluation_time": 1757919371473, "expiration_time": 1763572521600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 236, "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) |
---|