Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307669.7591 | 1220727.7935 | 86941.9655 | 7174421.8353 | 6677915.228 | 496506.6073 |
Total P&L (%) | 1307.6698 | 1220.7278 | 86.942 | 7174.4218 | 6677.9152 | 496.5066 |
Avg Daily Profit (%) | 0.7196 | 0.6717 | 0.0478 | 0.2362 | 0.2323 | 0.0983 |
Buy And Hold Return (%) | 613.9461 | 613.9461 | 613.9461 | 613.9461 | 613.9461 | 613.9461 |
Max Trade Drawdown | -92000 | -53673 | -77978 | -11588008 | -4684656 | -7257594 |
Profit Factor | 2.4971 | 3.9985 | 1.1864 | 1.1807 | 1.3665 | 1.0231 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Profitability (%) | 37.2093 | 38 | 36.4238 | 37.2093 | 38 | 36.4238 |
Ratio Avg Win / Avg Loss | 4.2138 | 6.5239 | 2.0708 | 1.9924 | 2.2295 | 1.7858 |
Largest Winning Trade | 744078 | 744078 | 75099 | 3500875 | 3500875 | 3469605 |
Largest Losing Trade | -48899 | -16979 | -48899 | -2880976 | -2880976 | -1608405 |
Avg Bars in Trades | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Winners | 135 | 97 | 174 | 135 | 97 | 174 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 21527 | 8372 | 13155 | 21527 | 8372 | 13155 |
Profit Streak | 0 | 9.6806 | 0 | 0 | 9.6806 | 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 | 281350 | 302114 | -314197 | -15745 | 221169 | -426537 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21808, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602475200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757809205788, "expiration_time": 1763460633600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 118, "offset": 122 } }, "second_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 2.83904 } } }
{ "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": [ [ 1307669.7590518417, 1220727.7935403707, 86941.965511471, 7174421.835281365, 6677915.227978498, 496506.6073028712 ], [ 1307.669759, 1220.727794, 86.941966, 7174.421835, 6677.915228, 496.506607 ], [ 0.719555, 0.671715, 0.04784, 0.236171, 0.232272, 0.09832 ], [ 613.94608, 613.94608, 613.94608, 613.94608, 613.94608, 613.94608 ], [ -92000, -53673, -77978, -11588008, -4684656, -7257594 ], [ 2.497055, 3.998501, 1.186418, 1.180658, 1.36649, 1.023103 ], [ 301, 150, 151, 301, 150, 151 ], [ 112, 57, 55, 112, 57, 55 ], [ 189, 93, 96, 189, 93, 96 ], [ 37.209302, 38, 36.423841, 37.209302, 38, 36.423841 ], [ 4.21378, 6.523871, 2.070838, 1.99236, 2.229536, 1.785779 ], [ 744078, 744078, 75099, 3500875, 3500875, 3469605 ], [ -48899, -16979, -48899, -2880976, -2880976, -1608405 ], [ 71, 55, 87, 71, 55, 87 ], [ 135, 97, 174, 135, 97, 174 ], [ 33, 30, 37, 33, 30, 37 ], [ 21527, 8372, 13155, 21527, 8372, 13155 ], [ 0, 9.680622, 0, 0, 9.680623, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 281350, 302114, -314197, -15745, 221169, -426537 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21808, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602475200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757809205788, "expiration_time": 1763460633600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 118, "offset": 122 } }, "second_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 2.83904 } } }
# | 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) |
---|