Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275442.7532 | 1214141.4644 | 61301.2889 | 3961837.0547 | 4188898.3162 | -227061.2615 |
Total P&L (%) | 1275.4428 | 1214.1415 | 61.3013 | 3961.8371 | 4188.8983 | -227.0613 |
Avg Daily Profit (%) | 0.7007 | 0.667 | 0.0337 | 0.2037 | 0.2067 | 0 |
Buy And Hold Return (%) | 663.4305 | 663.4305 | 663.4305 | 663.4305 | 663.4305 | 663.4305 |
Max Trade Drawdown | -79600 | -48270 | -53103 | -6814774 | -4232183 | -3526146 |
Profit Factor | 3.6725 | 6.4936 | 1.2392 | 1.2464 | 1.5476 | 0.9731 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 38.3562 | 38.8889 | 37.8378 | 38.3562 | 38.8889 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.9022 | 10.2042 | 2.0359 | 2.0031 | 2.4319 | 1.5986 |
Largest Winning Trade | 635404 | 635404 | 76151 | 5390479 | 5390479 | 1896313 |
Largest Losing Trade | -31270 | -21271 | -31270 | -1880274 | -1880274 | -1154500 |
Avg Bars in Trades | 294 | 274 | 314 | 294 | 274 | 314 |
Avg Bars in Winners | 517 | 443 | 590 | 517 | 443 | 590 |
Avg Bars in Losers | 156 | 167 | 146 | 156 | 167 | 146 |
Bars Traded | 21527 | 9889 | 11639 | 21527 | 9889 | 11639 |
Profit Streak | 0 | 109.1243 | 0 | 0 | 109.1243 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69072 | 330142 | -317583 | -72554 | 251286 | -582724 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21844, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601618400000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758070735549, "expiration_time": 1763729164800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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": [ [ 1275442.7532270972, 1214141.464359986, 61301.2888671112, 3961837.0547357425, 4188898.3162202016, -227061.2614844574 ], [ 1275.442753, 1214.141464, 61.301289, 3961.837055, 4188.898316, -227.061261 ], [ 0.700666, 0.66699, 0.033676, 0.203699, 0.206693, 0 ], [ 663.430486, 663.430486, 663.430486, 663.430486, 663.430486, 663.430486 ], [ -79600, -48270, -53103, -6814774, -4232183, -3526146 ], [ 3.672508, 6.493584, 1.239239, 1.246403, 1.547551, 0.97306 ], [ 73, 36, 37, 73, 36, 37 ], [ 28, 14, 14, 28, 14, 14 ], [ 45, 22, 23, 45, 22, 23 ], [ 38.356164, 38.888889, 37.837838, 38.356164, 38.888889, 37.837838 ], [ 5.902244, 10.204203, 2.035892, 2.003147, 2.431866, 1.598599 ], [ 635404, 635404, 76151, 5390479, 5390479, 1896313 ], [ -31270, -21271, -31270, -1880274, -1880274, -1154500 ], [ 294, 274, 314, 294, 274, 314 ], [ 517, 443, 590, 517, 443, 590 ], [ 156, 167, 146, 156, 167, 146 ], [ 21527, 9889, 11639, 21527, 9889, 11639 ], [ 0, 109.124254, 0, 0, 109.124254, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69072, 330142, -317583, -72554, 251286, -582724 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21844, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601618400000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758070735549, "expiration_time": 1763729164800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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) |
---|