Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331929.0937 | 1317126.9147 | 14802.1791 | 478052.1749 | 343895.9154 | 134156.2594 |
Total P&L (%) | 1331.9291 | 1317.1269 | 14.8022 | 478.0522 | 343.8959 | 134.1563 |
Avg Daily Profit (%) | 0.7335 | 0.7254 | 0.0082 | 0.0967 | 0.0821 | 0.0469 |
Buy And Hold Return (%) | 580.8746 | 580.8746 | 580.8746 | 580.8746 | 580.8746 | 580.8746 |
Max Trade Drawdown | -124875 | -128905 | -29707 | -1839332 | -1844535 | -228571 |
Profit Factor | 3.0554 | 3.7392 | 1.0885 | 1.0817 | 1.0739 | 1.1125 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 46.6667 | 36.5385 | 56.6038 | 46.6667 | 36.5385 | 56.6038 |
Ratio Avg Win / Avg Loss | 3.4919 | 6.4944 | 0.8346 | 1.2363 | 1.8651 | 0.8529 |
Largest Winning Trade | 789424 | 789424 | 30696 | 1480805 | 1480805 | 213127 |
Largest Losing Trade | -59094 | -59094 | -16377 | -1003041 | -1003041 | -228571 |
Avg Bars in Trades | 196 | 361 | 34 | 196 | 361 | 34 |
Avg Bars in Winners | 241 | 564 | 36 | 241 | 564 | 36 |
Avg Bars in Losers | 157 | 244 | 32 | 157 | 244 | 32 |
Bars Traded | 20649 | 18801 | 1847 | 20649 | 18801 | 1847 |
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 | 449346 | -170997 | -651710 | -361326 | -572566 | -573728 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21790, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757680025869, "expiration_time": 1763326368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 63, "offset": 210, "std": 1.59396 } }, "second_band": { "type": "zlma", "factors": { "length": 211, "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": [ [ 1331929.0937371866, 1317126.9146551155, 14802.1790820705, 478052.1748701069, 343895.9154294504, 134156.2594406569 ], [ 1331.929094, 1317.126915, 14.802179, 478.052175, 343.895915, 134.156259 ], [ 0.73351, 0.725358, 0.008152, 0.096669, 0.082113, 0.046867 ], [ 580.874553, 580.874553, 580.874553, 580.874553, 580.874553, 580.874553 ], [ -124875, -128905, -29707, -1839332, -1844535, -228571 ], [ 3.055377, 3.739184, 1.088543, 1.081736, 1.073855, 1.112509 ], [ 105, 52, 53, 105, 52, 53 ], [ 49, 19, 30, 49, 19, 30 ], [ 56, 33, 23, 56, 33, 23 ], [ 46.666667, 36.538462, 56.603774, 46.666667, 36.538462, 56.603774 ], [ 3.49186, 6.494372, 0.83455, 1.23627, 1.865117, 0.852923 ], [ 789424, 789424, 30696, 1480805, 1480805, 213127 ], [ -59094, -59094, -16377, -1003041, -1003041, -228571 ], [ 196, 361, 34, 196, 361, 34 ], [ 241, 564, 36, 241, 564, 36 ], [ 157, 244, 32, 157, 244, 32 ], [ 20649, 18801, 1847, 20649, 18801, 1847 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449346, -170997, -651710, -361326, -572566, -573728 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21790, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757680025869, "expiration_time": 1763326368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 63, "offset": 210, "std": 1.59396 } }, "second_band": { "type": "zlma", "factors": { "length": 211, "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) |
---|