Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953136.4149 | 829550.0421 | 123586.3728 | 15205394.0028 | 21548439.5521 | -6343045.5493 |
Total P&L (%) | 953.1364 | 829.55 | 123.5864 | 15205.394 | 21548.4396 | -6343.0455 |
Avg Daily Profit (%) | 0.5223 | 0.4545 | 0.0677 | 0.276 | 0.2951 | 0 |
Buy And Hold Return (%) | 687.9532 | 687.9532 | 687.9532 | 687.9532 | 687.9532 | 687.9532 |
Max Trade Drawdown | -136859 | -84341 | -72789 | -52901948 | -31477849 | -31646772 |
Profit Factor | 2.1832 | 3.2297 | 1.2851 | 1.1084 | 1.3342 | 0.9163 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 47.5248 | 46.5347 | 48.5149 | 47.5248 | 46.5347 | 48.5149 |
Ratio Avg Win / Avg Loss | 2.4106 | 3.7107 | 1.3638 | 1.2239 | 1.533 | 0.9724 |
Largest Winning Trade | 287065 | 287065 | 76001 | 25270976 | 25270976 | 12114252 |
Largest Losing Trade | -34577 | -34577 | -28120 | -13633698 | -10337748 | -13633698 |
Avg Bars in Trades | 106 | 97 | 116 | 106 | 97 | 116 |
Avg Bars in Winners | 148 | 128 | 167 | 148 | 128 | 167 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 21539 | 9800 | 11739 | 21539 | 9800 | 11739 |
Profit Streak | 13.3223 | 15.1556 | 13.3223 | 13.3223 | 15.1556 | 13.3223 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29734 | -86404 | -268557 | -91398 | 331455 | -581035 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21900, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758476643173, "expiration_time": 1764146880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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": [ [ 953136.4149476597, 829550.0421182615, 123586.3728293993, 15205394.002816685, 21548439.552113093, -6343045.549296419 ], [ 953.136415, 829.550042, 123.586373, 15205.394003, 21548.439552, -6343.045549 ], [ 0.522267, 0.454548, 0.067719, 0.27604, 0.295093, 0 ], [ 687.953199, 687.953199, 687.953199, 687.953199, 687.953199, 687.953199 ], [ -136859, -84341, -72789, -52901948, -31477849, -31646772 ], [ 2.183222, 3.22965, 1.285097, 1.108425, 1.334247, 0.916286 ], [ 202, 101, 101, 202, 101, 101 ], [ 96, 47, 49, 96, 47, 49 ], [ 106, 54, 52, 106, 54, 52 ], [ 47.524752, 46.534653, 48.514851, 47.524752, 46.534653, 48.514851 ], [ 2.410641, 3.710661, 1.363776, 1.223886, 1.532964, 0.972385 ], [ 287065, 287065, 76001, 25270976, 25270976, 12114252 ], [ -34577, -34577, -28120, -13633698, -10337748, -13633698 ], [ 106, 97, 116, 106, 97, 116 ], [ 148, 128, 167, 148, 128, 167 ], [ 68, 69, 67, 68, 69, 67 ], [ 21539, 9800, 11739, 21539, 9800, 11739 ], [ 13.322259, 15.155592, 13.322259, 13.322259, 15.155592, 13.322259 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29734, -86404, -268557, -91398, 331455, -581035 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21900, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758476643173, "expiration_time": 1764146880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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) |
---|