Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1917625.4975 | 1853325.3266 | 64300.171 | 2070203.2671 | 269189.9085 | 1801013.3587 |
Total P&L (%) | 1917.6255 | 1853.3253 | 64.3002 | 2070.2033 | 269.1899 | 1801.0134 |
Avg Daily Profit (%) | 1.0573 | 1.0219 | 0.0355 | 0.1698 | 0.072 | 0.1625 |
Buy And Hold Return (%) | 508.8982 | 508.8982 | 508.8982 | 508.8982 | 508.8982 | 508.8982 |
Max Trade Drawdown | -242438 | -207509 | -73955 | -4330585 | -4321056 | -907244 |
Profit Factor | 2.426 | 3.0405 | 1.1473 | 1.1037 | 1.0189 | 1.313 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 213 | 92 | 121 | 213 | 92 | 121 |
Losing Trades | 236 | 132 | 104 | 236 | 132 | 104 |
Profitability (%) | 47.4388 | 41.0714 | 53.7778 | 47.4388 | 41.0714 | 53.7778 |
Ratio Avg Win / Avg Loss | 2.688 | 4.3625 | 0.9861 | 1.2229 | 1.462 | 1.1285 |
Largest Winning Trade | 1297797 | 1297797 | 21248 | 2020644 | 2020644 | 452401 |
Largest Losing Trade | -29826 | -29826 | -17432 | -1071021 | -1071021 | -288041 |
Avg Bars in Trades | 48 | 80 | 15 | 48 | 80 | 15 |
Avg Bars in Winners | 62 | 122 | 16 | 62 | 122 | 16 |
Avg Bars in Losers | 35 | 51 | 14 | 35 | 51 | 14 |
Bars Traded | 21641 | 18122 | 3519 | 21641 | 18122 | 3519 |
Profit Streak | 0 | 10.1093 | 0 | 0 | 10.1093 | 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 | 609624 | 519538 | -370070 | -99486 | -464410 | 238976 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "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": [ [ 1917625.4975394248, 1853325.3265545573, 64300.1709848662, 2070203.2671387233, 269189.9084830587, 1801013.3586556641 ], [ 1917.625498, 1853.325327, 64.300171, 2070.203267, 269.189908, 1801.013359 ], [ 1.057318, 1.021865, 0.035453, 0.169822, 0.072042, 0.162508 ], [ 508.898228, 508.898228, 508.898228, 508.898228, 508.898228, 508.898228 ], [ -242438, -207509, -73955, -4330585, -4321056, -907244 ], [ 2.426014, 3.040507, 1.147316, 1.103702, 1.018945, 1.313017 ], [ 449, 224, 225, 449, 224, 225 ], [ 213, 92, 121, 213, 92, 121 ], [ 236, 132, 104, 236, 132, 104 ], [ 47.438753, 41.071429, 53.777778, 47.438753, 41.071429, 53.777778 ], [ 2.687977, 4.362467, 0.986123, 1.222881, 1.461964, 1.128544 ], [ 1297797, 1297797, 21248, 2020644, 2020644, 452401 ], [ -29826, -29826, -17432, -1071021, -1071021, -288041 ], [ 48, 80, 15, 48, 80, 15 ], [ 62, 122, 16, 62, 122, 16 ], [ 35, 51, 14, 35, 51, 14 ], [ 21641, 18122, 3519, 21641, 18122, 3519 ], [ 0, 10.109271, 0, 0, 10.109272, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 609624, 519538, -370070, -99486, -464410, 238976 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21764, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601186400000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757493441073, "expiration_time": 1763132428800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "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) |
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