Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933637.1542 | 746725.3966 | 186911.7576 | 30897121.9221 | 30258301.9879 | 638819.9342 |
Total P&L (%) | 933.6372 | 746.7254 | 186.9118 | 30897.1219 | 30258.302 | 638.8199 |
Avg Daily Profit (%) | 0.5144 | 0.4114 | 0.103 | 0.3165 | 0.3154 | 0.1102 |
Buy And Hold Return (%) | 604.742 | 604.742 | 604.742 | 604.742 | 604.742 | 604.742 |
Max Trade Drawdown | -73891 | -52189 | -81174 | -40116338 | -18659740 | -25972163 |
Profit Factor | 1.8516 | 2.5294 | 1.3074 | 1.1623 | 1.3482 | 1.0062 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Losing Trades | 204 | 106 | 98 | 204 | 106 | 98 |
Profitability (%) | 47.1503 | 45.0777 | 49.2228 | 47.1503 | 45.0777 | 49.2228 |
Ratio Avg Win / Avg Loss | 2.0754 | 3.0818 | 1.3486 | 1.3028 | 1.6427 | 1.0379 |
Largest Winning Trade | 117783 | 117783 | 55378 | 11091467 | 11091467 | 9665950 |
Largest Losing Trade | -34338 | -34338 | -34173 | -11908405 | -6289941 | -11908405 |
Avg Bars in Trades | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Winners | 77 | 69 | 84 | 77 | 69 | 84 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 21478 | 9432 | 12046 | 21478 | 9432 | 12046 |
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 | 187858 | -79526 | -220999 | -32058 | 325964 | -407230 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21781, "evaluation_days": 1815.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601740800000, "last_datapoint_time": 1757613600000, "evaluation_time": 1757620546764, "expiration_time": 1763259235200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 933637.154166154, 746725.3966026094, 186911.7575635448, 30897121.922068868, 30258301.987888888, 638819.9341799638 ], [ 933.637154, 746.725397, 186.911758, 30897.121922, 30258.301988, 638.819934 ], [ 0.514378, 0.411401, 0.102977, 0.316545, 0.315395, 0.110242 ], [ 604.742008, 604.742008, 604.742008, 604.742008, 604.742008, 604.742008 ], [ -73891, -52189, -81174, -40116338, -18659740, -25972163 ], [ 1.85156, 2.529389, 1.307353, 1.162296, 1.348241, 1.006173 ], [ 386, 193, 193, 386, 193, 193 ], [ 182, 87, 95, 182, 87, 95 ], [ 204, 106, 98, 204, 106, 98 ], [ 47.150259, 45.07772, 49.222798, 47.150259, 45.07772, 49.222798 ], [ 2.075375, 3.081784, 1.348638, 1.302793, 1.642684, 1.037947 ], [ 117783, 117783, 55378, 11091467, 11091467, 9665950 ], [ -34338, -34338, -34173, -11908405, -6289941, -11908405 ], [ 55, 48, 62, 55, 48, 62 ], [ 77, 69, 84, 77, 69, 84 ], [ 36, 32, 40, 36, 32, 40 ], [ 21478, 9432, 12046, 21478, 9432, 12046 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 187858, -79526, -220999, -32058, 325964, -407230 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21781, "evaluation_days": 1815.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601740800000, "last_datapoint_time": 1757613600000, "evaluation_time": 1757620546764, "expiration_time": 1763259235200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|