Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984795.796 | 1003837.1677 | -19041.3717 | 571609.806 | 1109967.4581 | -538357.6521 |
Total P&L (%) | 984.7958 | 1003.8372 | -19.0414 | 571.6098 | 1109.9675 | -538.3577 |
Avg Daily Profit (%) | 0.5414 | 0.5519 | -0.0105 | 0.1048 | 0.1372 | 0 |
Buy And Hold Return (%) | 539.0244 | 539.0244 | 539.0244 | 539.0244 | 539.0244 | 539.0244 |
Max Trade Drawdown | -120601 | -77358 | -125644 | -644537 | -524914 | -705885 |
Profit Factor | 2.6743 | 4.7058 | 0.94 | 1.2109 | 1.9092 | 0.6386 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 42.4242 | 45.4545 | 39.3939 | 42.4242 | 45.4545 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.6294 | 5.647 | 1.4461 | 1.6434 | 2.2911 | 0.9824 |
Largest Winning Trade | 522738 | 522738 | 74920 | 553143 | 553143 | 153702 |
Largest Losing Trade | -45407 | -30375 | -45407 | -347414 | -149917 | -347414 |
Avg Bars in Trades | 320 | 287 | 352 | 320 | 287 | 352 |
Avg Bars in Winners | 530 | 455 | 616 | 530 | 455 | 616 |
Avg Bars in Losers | 165 | 148 | 180 | 165 | 148 | 180 |
Bars Traded | 21127 | 9500 | 11627 | 21127 | 9500 | 11627 |
Profit Streak | 0 | 163.825 | 0 | 0 | 163.825 | 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 | -123708 | 359704 | -583260 | -330746 | -13191 | -584927 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21826, "evaluation_days": 1818.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757944076916, "expiration_time": 1763594899200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 237, "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": [ [ 984795.796032191, 1003837.1676882708, -19041.37165608, 571609.8059928906, 1109967.458091957, -538357.6520990669 ], [ 984.795796, 1003.837168, -19.041372, 571.609806, 1109.967458, -538.357652 ], [ 0.541445, 0.551914, -0.010469, 0.104765, 0.13717, 0 ], [ 539.02439, 539.02439, 539.02439, 539.02439, 539.02439, 539.02439 ], [ -120601, -77358, -125644, -644537, -524914, -705885 ], [ 2.674281, 4.705795, 0.939991, 1.21091, 1.909245, 0.638552 ], [ 66, 33, 33, 66, 33, 33 ], [ 28, 15, 13, 28, 15, 13 ], [ 38, 18, 20, 38, 18, 20 ], [ 42.424242, 45.454545, 39.393939, 42.424242, 45.454545, 39.393939 ], [ 3.629382, 5.646954, 1.44614, 1.643378, 2.291094, 0.982388 ], [ 522738, 522738, 74920, 553143, 553143, 153702 ], [ -45407, -30375, -45407, -347414, -149917, -347414 ], [ 320, 287, 352, 320, 287, 352 ], [ 530, 455, 616, 530, 455, 616 ], [ 165, 148, 180, 165, 148, 180 ], [ 21127, 9500, 11627, 21127, 9500, 11627 ], [ 0, 163.824964, 0, 0, 163.824964, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123708, 359704, -583260, -330746, -13191, -584927 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21826, "evaluation_days": 1818.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757944076916, "expiration_time": 1763594899200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 237, "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) |
---|