Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1931107.563 | -105649.5467 | -1825458.0163 | 287849.4946 | 4382673.1744 | -4094823.6799 |
Total P&L (%) | -1931.1076 | -105.6495 | -1825.458 | 287.8495 | 4382.6732 | -4094.8237 |
Avg Daily Profit (%) | -1.0655 | -0.0583 | -1.0072 | 0.0748 | 0.21 | 0 |
Buy And Hold Return (%) | 449.1043 | 449.1043 | 449.1043 | 449.1043 | 449.1043 | 449.1043 |
Max Trade Drawdown | -2080597 | -165596 | -1932517 | -13373711 | -1319078 | -13639817 |
Profit Factor | 0.3511 | 0.6764 | 0.311 | 1.008 | 1.9595 | 0.8705 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 156 | 66 | 90 | 182 | 90 | 92 |
Losing Trades | 153 | 89 | 64 | 127 | 65 | 62 |
Profitability (%) | 50.4854 | 42.5806 | 58.4416 | 58.8997 | 58.0645 | 59.7403 |
Ratio Avg Win / Avg Loss | 0.3444 | 0.9121 | 0.2212 | 0.7034 | 1.4152 | 0.5866 |
Largest Winning Trade | 40150 | 13593 | 40150 | 4111314 | 585701 | 4111314 |
Largest Losing Trade | -1153140 | -26003 | -1153140 | -11870355 | -433041 | -11870355 |
Avg Bars in Trades | 68 | 10 | 126 | 68 | 10 | 126 |
Avg Bars in Winners | 48 | 9 | 76 | 64 | 10 | 117 |
Avg Bars in Losers | 89 | 10 | 197 | 74 | 10 | 140 |
Bars Traded | 21125 | 1620 | 19505 | 21125 | 1620 | 19505 |
Profit Streak | 38.9629 | 38.9629 | 45.7129 | 38.9629 | 38.9629 | 45.7129 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578110 | -582582 | -578444 | -468517 | 462989 | -578275 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21749, "evaluation_days": 1812.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601150400000, "last_datapoint_time": 1757383200000, "evaluation_time": 1757387192027, "expiration_time": 1763020540800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 4.95632 } }, "second_band": { "type": "alma", "factors": { "length": 56, "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": [ [ -1931107.5629642915, -105649.5466567989, -1825458.0163074927, 287849.4945564144, 4382673.174444932, -4094823.679888519 ], [ -1931.107563, -105.649547, -1825.458016, 287.849495, 4382.673174, -4094.82368 ], [ -1.065486, -0.058292, -1.007194, 0.074815, 0.210039, 0 ], [ 449.10429, 449.10429, 449.10429, 449.10429, 449.10429, 449.10429 ], [ -2080597, -165596, -1932517, -13373711, -1319078, -13639817 ], [ 0.351123, 0.676374, 0.311049, 1.007954, 1.959488, 0.870512 ], [ 309, 155, 154, 309, 155, 154 ], [ 156, 66, 90, 182, 90, 92 ], [ 153, 89, 64, 127, 65, 62 ], [ 50.485437, 42.580645, 58.441558, 58.899676, 58.064516, 59.74026 ], [ 0.344371, 0.91208, 0.221191, 0.703352, 1.415186, 0.586649 ], [ 40150, 13593, 40150, 4111314, 585701, 4111314 ], [ -1153140, -26003, -1153140, -11870355, -433041, -11870355 ], [ 68, 10, 126, 68, 10, 126 ], [ 48, 9, 76, 64, 10, 117 ], [ 89, 10, 197, 74, 10, 140 ], [ 21125, 1620, 19505, 21125, 1620, 19505 ], [ 38.962871, 38.962871, 45.712871, 38.962871, 38.962871, 45.712871 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578110, -582582, -578444, -468517, 462989, -578275 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21749, "evaluation_days": 1812.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601150400000, "last_datapoint_time": 1757383200000, "evaluation_time": 1757387192027, "expiration_time": 1763020540800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 4.95632 } }, "second_band": { "type": "alma", "factors": { "length": 56, "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) |
---|