Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252611.5423 | 1180801.687 | 71809.8553 | 3821989.6425 | 4121891.4049 | -299901.7623 |
Total P&L (%) | 1252.6115 | 1180.8017 | 71.8099 | 3821.9896 | 4121.8914 | -299.9018 |
Avg Daily Profit (%) | 0.6911 | 0.6515 | 0.0396 | 0.2027 | 0.2067 | 0 |
Buy And Hold Return (%) | 444.4239 | 444.4239 | 444.4239 | 444.4239 | 444.4239 | 444.4239 |
Max Trade Drawdown | -90490 | -65085 | -64600 | -9389120 | -6070418 | -4170172 |
Profit Factor | 2.7925 | 4.601 | 1.1936 | 1.1318 | 1.2976 | 0.9802 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 35.0365 | 32.3529 | 37.6812 | 35.0365 | 32.3529 | 37.6812 |
Ratio Avg Win / Avg Loss | 5.1778 | 9.6203 | 1.9741 | 2.0986 | 2.7132 | 1.6211 |
Largest Winning Trade | 798231 | 798231 | 75712 | 4495190 | 4495190 | 3098548 |
Largest Losing Trade | -38168 | -20322 | -38168 | -1761897 | -1761897 | -1299213 |
Avg Bars in Trades | 156 | 140 | 173 | 156 | 140 | 173 |
Avg Bars in Winners | 306 | 289 | 320 | 306 | 289 | 320 |
Avg Bars in Losers | 76 | 69 | 83 | 76 | 69 | 83 |
Bars Traded | 21488 | 9550 | 11938 | 21488 | 9550 | 11938 |
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 | 318108 | -100337 | -418939 | -71799 | -107045 | -684749 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21749, "evaluation_days": 1812.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602525600000, "last_datapoint_time": 1757383200000, "evaluation_time": 1757388456761, "expiration_time": 1763020540800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 28, "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": [ [ 1252611.5422717999, 1180801.6869889146, 71809.8552828858, 3821989.6425498314, 4121891.404897997, -299901.7623481644 ], [ 1252.611542, 1180.801687, 71.809855, 3821.989643, 4121.891405, -299.901762 ], [ 0.691127, 0.651506, 0.039621, 0.202652, 0.206726, 0 ], [ 444.423853, 444.423853, 444.423853, 444.423853, 444.423853, 444.423853 ], [ -90490, -65085, -64600, -9389120, -6070418, -4170172 ], [ 2.792545, 4.600999, 1.19362, 1.13183, 1.297636, 0.980196 ], [ 137, 68, 69, 137, 68, 69 ], [ 48, 22, 26, 48, 22, 26 ], [ 89, 46, 43, 89, 46, 43 ], [ 35.036496, 32.352941, 37.681159, 35.036496, 32.352941, 37.681159 ], [ 5.177843, 9.62027, 1.974064, 2.098601, 2.71324, 1.621093 ], [ 798231, 798231, 75712, 4495190, 4495190, 3098548 ], [ -38168, -20322, -38168, -1761897, -1761897, -1299213 ], [ 156, 140, 173, 156, 140, 173 ], [ 306, 289, 320, 306, 289, 320 ], [ 76, 69, 83, 76, 69, 83 ], [ 21488, 9550, 11938, 21488, 9550, 11938 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318108, -100337, -418939, -71799, -107045, -684749 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21749, "evaluation_days": 1812.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602525600000, "last_datapoint_time": 1757383200000, "evaluation_time": 1757388456761, "expiration_time": 1763020540800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 28, "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) |
---|