Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795523.6972 | 699220.9914 | 96302.7058 | 9142003.5234 | 8408277.3656 | 733726.1578 |
Total P&L (%) | 795.5237 | 699.221 | 96.3027 | 9142.0035 | 8408.2774 | 733.7262 |
Avg Daily Profit (%) | 0.4378 | 0.3848 | 0.053 | 0.2494 | 0.2449 | 0.1168 |
Buy And Hold Return (%) | 645.4851 | 645.4851 | 645.4851 | 645.4851 | 645.4851 | 645.4851 |
Max Trade Drawdown | -97643 | -68741 | -91601 | -15646711 | -6516129 | -9965228 |
Profit Factor | 1.8639 | 2.6098 | 1.1979 | 1.1779 | 1.335 | 1.0279 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Profitability (%) | 54.9801 | 56 | 53.9683 | 54.9801 | 56 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.5262 | 2.0506 | 1.0218 | 0.9645 | 1.0489 | 0.8768 |
Largest Winning Trade | 144124 | 144124 | 77059 | 4663519 | 2985678 | 4663519 |
Largest Losing Trade | -28535 | -28535 | -26087 | -5090394 | -2959444 | -5090394 |
Avg Bars in Trades | 86 | 74 | 97 | 86 | 74 | 97 |
Avg Bars in Winners | 97 | 69 | 125 | 97 | 69 | 125 |
Avg Bars in Losers | 72 | 81 | 64 | 72 | 81 | 64 |
Bars Traded | 21611 | 9353 | 12258 | 21611 | 9353 | 12258 |
Profit Streak | 0 | 14.8568 | 0 | 0 | 14.8568 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77895 | -124140 | -290425 | -16060 | 355032 | -351115 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21804, "evaluation_days": 1817, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601935200000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757781230149, "expiration_time": 1763430796800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 157, "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": [ [ 795523.6972009214, 699220.9914454727, 96302.7057554482, 9142003.523351537, 8408277.365571572, 733726.1577799742 ], [ 795.523697, 699.220991, 96.302706, 9142.003523, 8408.277366, 733.726158 ], [ 0.437823, 0.384822, 0.053001, 0.249421, 0.244858, 0.116784 ], [ 645.485143, 645.485143, 645.485143, 645.485143, 645.485143, 645.485143 ], [ -97643, -68741, -91601, -15646711, -6516129, -9965228 ], [ 1.863866, 2.609848, 1.19793, 1.177922, 1.334991, 1.027917 ], [ 251, 125, 126, 251, 125, 126 ], [ 138, 70, 68, 138, 70, 68 ], [ 113, 55, 58, 113, 55, 58 ], [ 54.98008, 56, 53.968254, 54.98008, 56, 53.968254 ], [ 1.526209, 2.050595, 1.021764, 0.96453, 1.048921, 0.876753 ], [ 144124, 144124, 77059, 4663519, 2985678, 4663519 ], [ -28535, -28535, -26087, -5090394, -2959444, -5090394 ], [ 86, 74, 97, 86, 74, 97 ], [ 97, 69, 125, 97, 69, 125 ], [ 72, 81, 64, 72, 81, 64 ], [ 21611, 9353, 12258, 21611, 9353, 12258 ], [ 0, 14.85683, 0, 0, 14.85683, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77895, -124140, -290425, -16060, 355032, -351115 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21804, "evaluation_days": 1817, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601935200000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757781230149, "expiration_time": 1763430796800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 157, "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) |
---|