Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1128674.3851 | 36961.556 | -1165635.941 | -2799081.8971 | -11765844.3909 | 8966762.4938 |
Total P&L (%) | -1128.6744 | 36.9616 | -1165.6359 | -2799.0819 | -11765.8444 | 8966.7625 |
Avg Daily Profit (%) | -0.6187 | 0.0203 | -0.6389 | 0 | 0 | 0.2474 |
Buy And Hold Return (%) | 699.8544 | 699.8544 | 699.8544 | 699.8544 | 699.8544 | 699.8544 |
Max Trade Drawdown | -1295499 | -184385 | -1267124 | -33252650 | -24864338 | -8669730 |
Profit Factor | 0.4311 | 1.097 | 0.2727 | 0.9498 | 0.6382 | 1.3854 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 129 | 62 | 67 | 80 | 38 | 42 |
Losing Trades | 46 | 26 | 20 | 95 | 50 | 45 |
Profitability (%) | 73.7143 | 70.4545 | 77.0115 | 45.7143 | 43.1818 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1537 | 0.46 | 0.0814 | 1.1279 | 0.8397 | 1.4844 |
Largest Winning Trade | 25795 | 21613 | 25795 | 12811138 | 2509246 | 12811138 |
Largest Losing Trade | -686836 | -68461 | -686836 | -18864044 | -18864044 | -5695983 |
Avg Bars in Trades | 121 | 94 | 147 | 121 | 94 | 147 |
Avg Bars in Winners | 57 | 37 | 75 | 111 | 87 | 134 |
Avg Bars in Losers | 300 | 232 | 388 | 128 | 100 | 160 |
Bars Traded | 21175 | 8344 | 12831 | 21175 | 8344 | 12831 |
Profit Streak | 31.4844 | 78.901 | 0 | 0 | 0 | 78.8177 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576246 | -443508 | -577320 | -579861 | -583748 | 310119 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21892, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603058400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758418649539, "expiration_time": 1764087206400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 80, "offset": 241 } } }
{ "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": [ [ -1128674.3850807284, 36961.55596876, -1165635.941049488, -2799081.8970665284, -11765844.390873352, 8966762.493806828 ], [ -1128.674385, 36.961556, -1165.635941, -2799.081897, -11765.844391, 8966.762494 ], [ -0.618679, 0.02026, -0.638939, 0, 0, 0.247366 ], [ 699.854351, 699.854351, 699.854351, 699.854351, 699.854351, 699.854351 ], [ -1295499, -184385, -1267124, -33252650, -24864338, -8669730 ], [ 0.431071, 1.096984, 0.272726, 0.949819, 0.638155, 1.385444 ], [ 175, 88, 87, 175, 88, 87 ], [ 129, 62, 67, 80, 38, 42 ], [ 46, 26, 20, 95, 50, 45 ], [ 73.714286, 70.454545, 77.011494, 45.714286, 43.181818, 48.275862 ], [ 0.153715, 0.460025, 0.081411, 1.12791, 0.839678, 1.484404 ], [ 25795, 21613, 25795, 12811138, 2509246, 12811138 ], [ -686836, -68461, -686836, -18864044, -18864044, -5695983 ], [ 121, 94, 147, 121, 94, 147 ], [ 57, 37, 75, 111, 87, 134 ], [ 300, 232, 388, 128, 100, 160 ], [ 21175, 8344, 12831, 21175, 8344, 12831 ], [ 31.48437, 78.901036, 0, 0, 0, 78.817703 ], [ 1, 2, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576246, -443508, -577320, -579861, -583748, 310119 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21892, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603058400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758418649539, "expiration_time": 1764087206400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 80, "offset": 241 } } }
# | 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) |
---|