Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744774.95 | 705124.4711 | 39650.4789 | 2807741.6377 | 3659861.1038 | -852119.4662 |
Total P&L (%) | 744.775 | 705.1245 | 39.6505 | 2807.7416 | 3659.8611 | -852.1195 |
Avg Daily Profit (%) | 0.4081 | 0.3864 | 0.0217 | 0.1848 | 0.199 | 0 |
Buy And Hold Return (%) | 715.078 | 715.078 | 715.078 | 715.078 | 715.078 | 715.078 |
Max Trade Drawdown | -139003 | -97353 | -134757 | -4564216 | -1679016 | -3789055 |
Profit Factor | 1.9818 | 3.255 | 1.0889 | 1.1662 | 1.5877 | 0.9201 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Losing Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Profitability (%) | 55.0898 | 61.4458 | 48.8095 | 55.0898 | 61.4458 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.6156 | 2.0424 | 1.142 | 0.9507 | 0.9962 | 0.965 |
Largest Winning Trade | 239808 | 239808 | 76756 | 1815743 | 1611707 | 1815743 |
Largest Losing Trade | -39138 | -39116 | -39138 | -1493983 | -1188372 | -1493983 |
Avg Bars in Trades | 129 | 109 | 148 | 129 | 109 | 148 |
Avg Bars in Winners | 144 | 98 | 201 | 144 | 98 | 201 |
Avg Bars in Losers | 110 | 126 | 98 | 110 | 126 | 98 |
Bars Traded | 21557 | 9067 | 12490 | 21557 | 9067 | 12490 |
Profit Streak | 0 | 22.5989 | 0 | 0 | 22.5989 | 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 | -137741 | -147947 | -453114 | -32261 | 321360 | -581570 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21898, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602352800000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758457341036, "expiration_time": 1764131961600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 186, "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": [ [ 744774.9500448877, 705124.4711057435, 39650.4789391441, 2807741.6376799187, 3659861.1038391143, -852119.4661591914 ], [ 744.77495, 705.124471, 39.650479, 2807.741638, 3659.861104, -852.119466 ], [ 0.408134, 0.386406, 0.021728, 0.184843, 0.198954, 0 ], [ 715.077955, 715.077955, 715.077955, 715.077955, 715.077955, 715.077955 ], [ -139003, -97353, -134757, -4564216, -1679016, -3789055 ], [ 1.981804, 3.254996, 1.088926, 1.166161, 1.587694, 0.920141 ], [ 167, 83, 84, 167, 83, 84 ], [ 92, 51, 41, 92, 51, 41 ], [ 75, 32, 43, 75, 32, 43 ], [ 55.08982, 61.445783, 48.809524, 55.08982, 61.445783, 48.809524 ], [ 1.615601, 2.04235, 1.142044, 0.950675, 0.9962, 0.965025 ], [ 239808, 239808, 76756, 1815743, 1611707, 1815743 ], [ -39138, -39116, -39138, -1493983, -1188372, -1493983 ], [ 129, 109, 148, 129, 109, 148 ], [ 144, 98, 201, 144, 98, 201 ], [ 110, 126, 98, 110, 126, 98 ], [ 21557, 9067, 12490, 21557, 9067, 12490 ], [ 0, 22.598854, 0, 0, 22.598855, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137741, -147947, -453114, -32261, 321360, -581570 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21898, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602352800000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758457341036, "expiration_time": 1764131961600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 186, "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) |
---|