Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1328738.1622 | 1276398.8974 | 52339.2649 | 1289899.7204 | 1302172.2533 | -12272.5329 |
Total P&L (%) | 1328.7382 | 1276.3989 | 52.3393 | 1289.8997 | 1302.1723 | -12.2725 |
Avg Daily Profit (%) | 0.7289 | 0.7002 | 0.0287 | 0.1445 | 0.145 | -0.0072 |
Buy And Hold Return (%) | 753.6371 | 753.6371 | 753.6371 | 753.6371 | 753.6371 | 753.6371 |
Max Trade Drawdown | -136756 | -148231 | -39547 | -3664901 | -3470259 | -751575 |
Profit Factor | 3.0722 | 3.5676 | 1.3632 | 1.1247 | 1.1628 | 0.9948 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 45.6311 | 39.2157 | 51.9231 | 45.6311 | 39.2157 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.6605 | 5.5298 | 1.2622 | 1.3401 | 1.8023 | 0.9211 |
Largest Winning Trade | 773285 | 773285 | 20896 | 2201451 | 2201451 | 284517 |
Largest Losing Trade | -46361 | -46361 | -15113 | -1047018 | -1047018 | -447265 |
Avg Bars in Trades | 194 | 356 | 36 | 194 | 356 | 36 |
Avg Bars in Winners | 253 | 544 | 37 | 253 | 544 | 37 |
Avg Bars in Losers | 145 | 235 | 34 | 145 | 235 | 34 |
Bars Traded | 20062 | 18181 | 1880 | 20062 | 18181 | 1880 |
Profit Streak | 82.9419 | 0 | 162.1919 | 82.9419 | 0 | 162.1919 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327331 | -174123 | -498671 | -92784 | -232421 | -759618 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21875, "evaluation_days": 1822.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1758290400000, "evaluation_time": 1758292581872, "expiration_time": 1763960400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 187, "offset": 0, "std": 1.24853 } }, "second_band": { "type": "jma", "factors": { "length": 154, "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": [ [ 1328738.16223497, 1276398.8973549053, 52339.264880065, 1289899.720371219, 1302172.253287198, -12272.5329159798 ], [ 1328.738162, 1276.398897, 52.339265, 1289.89972, 1302.172253, -12.272533 ], [ 0.728906, 0.700195, 0.028712, 0.144478, 0.144961, -0.007182 ], [ 753.637116, 753.637116, 753.637116, 753.637116, 753.637116, 753.637116 ], [ -136756, -148231, -39547, -3664901, -3470259, -751575 ], [ 3.072197, 3.567593, 1.363207, 1.124703, 1.162778, 0.994764 ], [ 103, 51, 52, 103, 51, 52 ], [ 47, 20, 27, 47, 20, 27 ], [ 56, 31, 25, 56, 31, 25 ], [ 45.631068, 39.215686, 51.923077, 45.631068, 39.215686, 51.923077 ], [ 3.66049, 5.52977, 1.262229, 1.340072, 1.802306, 0.921078 ], [ 773285, 773285, 20896, 2201451, 2201451, 284517 ], [ -46361, -46361, -15113, -1047018, -1047018, -447265 ], [ 194, 356, 36, 194, 356, 36 ], [ 253, 544, 37, 253, 544, 37 ], [ 145, 235, 34, 145, 235, 34 ], [ 20062, 18181, 1880, 20062, 18181, 1880 ], [ 82.94192, 0, 162.19192, 82.94192, 0, 162.19192 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327331, -174123, -498671, -92784, -232421, -759618 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21875, "evaluation_days": 1822.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1758290400000, "evaluation_time": 1758292581872, "expiration_time": 1763960400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 187, "offset": 0, "std": 1.24853 } }, "second_band": { "type": "jma", "factors": { "length": 154, "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) |
---|