Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626082.8653 | 1494577.1393 | 131505.7259 | 17800445.0387 | 13077394.4567 | 4723050.5821 |
Total P&L (%) | 1626.0829 | 1494.5771 | 131.5057 | 17800.445 | 13077.3945 | 4723.0506 |
Avg Daily Profit (%) | 0.8905 | 0.8185 | 0.072 | 0.2845 | 0.2677 | 0.2125 |
Buy And Hold Return (%) | 678.6424 | 678.6424 | 678.6424 | 678.6424 | 678.6424 | 678.6424 |
Max Trade Drawdown | -102122 | -55514 | -61220 | -21026224 | -17056867 | -14267466 |
Profit Factor | 3.1528 | 5.0428 | 1.341 | 1.2187 | 1.2983 | 1.1257 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 32.8358 | 33 | 32.6733 | 32.8358 | 33 | 32.6733 |
Ratio Avg Win / Avg Loss | 6.4489 | 10.2384 | 2.7633 | 2.4927 | 2.636 | 2.3196 |
Largest Winning Trade | 899532 | 899532 | 76944 | 16367409 | 16367409 | 7571181 |
Largest Losing Trade | -17688 | -17688 | -16488 | -5442813 | -5442813 | -3422569 |
Avg Bars in Trades | 107 | 96 | 117 | 107 | 96 | 117 |
Avg Bars in Winners | 239 | 212 | 266 | 239 | 212 | 266 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 21511 | 9640 | 11871 | 21511 | 9640 | 11871 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338342 | 308499 | -268141 | 138057 | 104477 | -80063 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758597600107, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 28, "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": [ [ 1626082.8652754575, 1494577.1393263047, 131505.725949152, 17800445.038720325, 13077394.456665482, 4723050.582054823 ], [ 1626.082865, 1494.577139, 131.505726, 17800.445039, 13077.394457, 4723.050582 ], [ 0.890477, 0.818462, 0.072015, 0.284477, 0.267656, 0.212483 ], [ 678.642392, 678.642392, 678.642392, 678.642392, 678.642392, 678.642392 ], [ -102122, -55514, -61220, -21026224, -17056867, -14267466 ], [ 3.152807, 5.042798, 1.341004, 1.21865, 1.298344, 1.125689 ], [ 201, 100, 101, 201, 100, 101 ], [ 66, 33, 33, 66, 33, 33 ], [ 135, 67, 68, 135, 67, 68 ], [ 32.835821, 33, 32.673267, 32.835821, 33, 32.673267 ], [ 6.448924, 10.238408, 2.763281, 2.492694, 2.636031, 2.319602 ], [ 899532, 899532, 76944, 16367409, 16367409, 7571181 ], [ -17688, -17688, -16488, -5442813, -5442813, -3422569 ], [ 107, 96, 117, 107, 96, 117 ], [ 239, 212, 266, 239, 212, 266 ], [ 42, 39, 45, 42, 39, 45 ], [ 21511, 9640, 11871, 21511, 9640, 11871 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338342, 308499, -268141, 138057, 104477, -80063 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758597600107, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 28, "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) |
---|