Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030552.3307 | 929765.0132 | 100787.3174 | 10330042.2509 | 18689265.7897 | -8359223.5388 |
Total P&L (%) | 1030.5523 | 929.765 | 100.7873 | 10330.0423 | 18689.2658 | -8359.2235 |
Avg Daily Profit (%) | 0.5651 | 0.5099 | 0.0553 | 0.2552 | 0.2875 | 0 |
Buy And Hold Return (%) | 715.3246 | 715.3246 | 715.3246 | 715.3246 | 715.3246 | 715.3246 |
Max Trade Drawdown | -143656 | -84546 | -79725 | -40771110 | -21330664 | -27219066 |
Profit Factor | 2.2073 | 3.209 | 1.2329 | 1.0828 | 1.3141 | 0.8718 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 46.281 | 44.6281 | 47.9339 | 46.281 | 44.6281 | 47.9339 |
Ratio Avg Win / Avg Loss | 2.5621 | 3.9815 | 1.3392 | 1.2569 | 1.6305 | 0.947 |
Largest Winning Trade | 282301 | 282301 | 76505 | 16424748 | 16424748 | 12249748 |
Largest Losing Trade | -42936 | -42936 | -31244 | -15461246 | -6980136 | -15461246 |
Avg Bars in Trades | 89 | 80 | 97 | 89 | 80 | 97 |
Avg Bars in Winners | 137 | 127 | 147 | 137 | 127 | 147 |
Avg Bars in Losers | 47 | 42 | 51 | 47 | 42 | 51 |
Bars Traded | 21548 | 9725 | 11823 | 21548 | 9725 | 11823 |
Profit Streak | 0 | 13.7421 | 0 | 0 | 13.7421 | 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 | -13499 | -57415 | -286254 | -121075 | 300415 | -581814 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21883, "evaluation_days": 1823.58, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758348000000, "evaluation_time": 1758354514157, "expiration_time": 1764020073600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 14, "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": [ [ 1030552.3306652713, 929765.0132398487, 100787.3174254225, 10330042.25088625, 18689265.789711125, -8359223.538824885 ], [ 1030.552331, 929.765013, 100.787317, 10330.042251, 18689.26579, -8359.223539 ], [ 0.565126, 0.509857, 0.055269, 0.255169, 0.287533, 0 ], [ 715.324638, 715.324638, 715.324638, 715.324638, 715.324638, 715.324638 ], [ -143656, -84546, -79725, -40771110, -21330664, -27219066 ], [ 2.207338, 3.209004, 1.232939, 1.082839, 1.314142, 0.871806 ], [ 242, 121, 121, 242, 121, 121 ], [ 112, 54, 58, 112, 54, 58 ], [ 130, 67, 63, 130, 67, 63 ], [ 46.280992, 44.628099, 47.933884, 46.280992, 44.628099, 47.933884 ], [ 2.562089, 3.981542, 1.339227, 1.256866, 1.63051, 0.946962 ], [ 282301, 282301, 76505, 16424748, 16424748, 12249748 ], [ -42936, -42936, -31244, -15461246, -6980136, -15461246 ], [ 89, 80, 97, 89, 80, 97 ], [ 137, 127, 147, 137, 127, 147 ], [ 47, 42, 51, 47, 42, 51 ], [ 21548, 9725, 11823, 21548, 9725, 11823 ], [ 0, 13.742062, 0, 0, 13.742062, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13499, -57415, -286254, -121075, 300415, -581814 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21883, "evaluation_days": 1823.58, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758348000000, "evaluation_time": 1758354514157, "expiration_time": 1764020073600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 14, "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) |
---|