Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375544.3576 | 1290334.3714 | 85209.9862 | 4781297.0443 | 4205116.8742 | 576180.1701 |
Total P&L (%) | 1375.5444 | 1290.3344 | 85.21 | 4781.297 | 4205.1169 | 576.1802 |
Avg Daily Profit (%) | 0.7548 | 0.708 | 0.0468 | 0.2136 | 0.2067 | 0.1049 |
Buy And Hold Return (%) | 788.1104 | 788.1104 | 788.1104 | 788.1104 | 788.1104 | 788.1104 |
Max Trade Drawdown | -142288 | -60777 | -165884 | -6995434 | -3478314 | -4692417 |
Profit Factor | 2.2891 | 3.5683 | 1.1509 | 1.1517 | 1.2678 | 1.0364 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Losing Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Profitability (%) | 45.5056 | 45.5056 | 45.5056 | 45.5056 | 45.5056 | 45.5056 |
Ratio Avg Win / Avg Loss | 2.7412 | 4.2731 | 1.3782 | 1.3792 | 1.5183 | 1.2411 |
Largest Winning Trade | 912678 | 912678 | 62683 | 1941157 | 1941157 | 1481182 |
Largest Losing Trade | -49034 | -22609 | -49034 | -2567087 | -1257402 | -2567087 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 21553 | 11193 | 10360 | 21553 | 11193 | 10360 |
Profit Streak | 0 | 14.0153 | 0 | 0 | 14.0153 | 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 | 311918 | 325537 | -352148 | -46038 | 259514 | -400106 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21870, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601805600000, "last_datapoint_time": 1758254400000, "evaluation_time": 1758255723690, "expiration_time": 1763923104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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": [ [ 1375544.3576005278, 1290334.3713932785, 85209.98620725, 4781297.044342336, 4205116.874243214, 576180.1700991223 ], [ 1375.544358, 1290.334371, 85.209986, 4781.297044, 4205.116874, 576.18017 ], [ 0.754757, 0.708002, 0.046754, 0.213561, 0.206654, 0.104927 ], [ 788.110447, 788.110447, 788.110447, 788.110447, 788.110447, 788.110447 ], [ -142288, -60777, -165884, -6995434, -3478314, -4692417 ], [ 2.28908, 3.568262, 1.150905, 1.151676, 1.26783, 1.036415 ], [ 356, 178, 178, 356, 178, 178 ], [ 162, 81, 81, 162, 81, 81 ], [ 194, 97, 97, 194, 97, 97 ], [ 45.505618, 45.505618, 45.505618, 45.505618, 45.505618, 45.505618 ], [ 2.741243, 4.273104, 1.378244, 1.379167, 1.518265, 1.241139 ], [ 912678, 912678, 62683, 1941157, 1941157, 1481182 ], [ -49034, -22609, -49034, -2567087, -1257402, -2567087 ], [ 60, 62, 58, 60, 62, 58 ], [ 76, 76, 76, 76, 76, 76 ], [ 47, 51, 42, 47, 51, 42 ], [ 21553, 11193, 10360, 21553, 11193, 10360 ], [ 0, 14.01532, 0, 0, 14.01532, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311918, 325537, -352148, -46038, 259514, -400106 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21870, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601805600000, "last_datapoint_time": 1758254400000, "evaluation_time": 1758255723690, "expiration_time": 1763923104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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) |
---|