Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135664.5628 | 1156667.3749 | -21002.812 | 502146.9106 | 1838309.7453 | -1336162.8347 |
Total P&L (%) | 1135.6646 | 1156.6674 | -21.0028 | 502.1469 | 1838.3097 | -1336.1628 |
Avg Daily Profit (%) | 0.6249 | 0.6364 | -0.0116 | 0.0988 | 0.1632 | 0 |
Buy And Hold Return (%) | 629.8664 | 629.8664 | 629.8664 | 629.8664 | 629.8664 | 629.8664 |
Max Trade Drawdown | -119126 | -76871 | -118487 | -2290592 | -1256675 | -1439900 |
Profit Factor | 1.8065 | 2.7949 | 0.9725 | 1.0359 | 1.2845 | 0.8222 |
Total Trades | 527 | 263 | 264 | 527 | 263 | 264 |
Winning Trades | 235 | 112 | 123 | 235 | 112 | 123 |
Losing Trades | 292 | 151 | 141 | 292 | 151 | 141 |
Profitability (%) | 44.592 | 42.5856 | 46.5909 | 44.592 | 42.5856 | 46.5909 |
Ratio Avg Win / Avg Loss | 2.2447 | 3.7681 | 1.1148 | 1.2872 | 1.7318 | 0.9426 |
Largest Winning Trade | 709786 | 709786 | 67703 | 2074046 | 2074046 | 467830 |
Largest Losing Trade | -34350 | -17539 | -34350 | -427138 | -427138 | -402222 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 21490 | 9761 | 11729 | 21490 | 9761 | 11729 |
Profit Streak | 8.9051 | 8.9051 | 10.7384 | 8.9051 | 8.9051 | 10.7384 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327405 | 278212 | -578515 | -405200 | 152851 | -580182 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21809, "evaluation_days": 1817.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602396000000, "last_datapoint_time": 1757815200000, "evaluation_time": 1757821397077, "expiration_time": 1763468092800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1135664.5628400154, 1156667.374878831, -21002.8120388165, 502146.9105830739, 1838309.7452825883, -1336162.8346995134 ], [ 1135.664563, 1156.667375, -21.002812, 502.146911, 1838.309745, -1336.162835 ], [ 0.624877, 0.636434, -0.011556, 0.098833, 0.163244, 0 ], [ 629.866387, 629.866387, 629.866387, 629.866387, 629.866387, 629.866387 ], [ -119126, -76871, -118487, -2290592, -1256675, -1439900 ], [ 1.806488, 2.794912, 0.9725, 1.035924, 1.28448, 0.82223 ], [ 527, 263, 264, 527, 263, 264 ], [ 235, 112, 123, 235, 112, 123 ], [ 292, 151, 141, 292, 151, 141 ], [ 44.59203, 42.585551, 46.590909, 44.59203, 42.585551, 46.590909 ], [ 2.244657, 3.768141, 1.114817, 1.28719, 1.731754, 0.942556 ], [ 709786, 709786, 67703, 2074046, 2074046, 467830 ], [ -34350, -17539, -34350, -427138, -427138, -402222 ], [ 40, 37, 44, 40, 37, 44 ], [ 60, 54, 66, 60, 54, 66 ], [ 24, 24, 24, 24, 24, 24 ], [ 21490, 9761, 11729, 21490, 9761, 11729 ], [ 8.905059, 8.905059, 10.738392, 8.905059, 8.905059, 10.738392 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327405, 278212, -578515, -405200, 152851, -580182 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21809, "evaluation_days": 1817.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602396000000, "last_datapoint_time": 1757815200000, "evaluation_time": 1757821397077, "expiration_time": 1763468092800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|