Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -825080.2077 | 97266.4128 | -922346.6205 | -1100418.6751 | -9008521.377 | 7908102.7019 |
Total P&L (%) | -825.0802 | 97.2664 | -922.3466 | -1100.4187 | -9008.5214 | 7908.1027 |
Avg Daily Profit (%) | -0.4547 | 0.0536 | -0.5083 | 0 | 0 | 0.2418 |
Buy And Hold Return (%) | 641.3736 | 641.3736 | 641.3736 | 641.3736 | 641.3736 | 641.3736 |
Max Trade Drawdown | -966528 | -138656 | -977871 | -16179855 | -12114051 | -6177363 |
Profit Factor | 0.4618 | 1.3577 | 0.2687 | 0.9676 | 0.492 | 1.4874 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 47 | 26 | 21 | 40 | 20 | 20 |
Losing Trades | 36 | 16 | 20 | 43 | 22 | 21 |
Profitability (%) | 56.6265 | 61.9048 | 51.2195 | 48.1928 | 47.619 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.3538 | 0.8355 | 0.2559 | 1.0402 | 0.5412 | 1.5617 |
Largest Winning Trade | 58142 | 57286 | 58142 | 17608237 | 2340014 | 17608237 |
Largest Losing Trade | -500488 | -80263 | -500488 | -11101764 | -11101764 | -5860548 |
Avg Bars in Trades | 260 | 278 | 241 | 260 | 278 | 241 |
Avg Bars in Winners | 153 | 168 | 135 | 255 | 284 | 226 |
Avg Bars in Losers | 399 | 457 | 353 | 265 | 273 | 256 |
Bars Traded | 21618 | 11705 | 9913 | 21618 | 11705 | 9913 |
Profit Streak | 6.0537 | 6.0537 | 6.7204 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580027 | -286057 | -579896 | -581091 | -581660 | 370688 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21774, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1757563200000, "evaluation_time": 1757567839440, "expiration_time": 1763207020800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 112, "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": [ [ -825080.2077268636, 97266.4127528734, -922346.6204797373, -1100418.6750838577, -9008521.376970654, 7908102.701886794 ], [ -825.080208, 97.266413, -922.34662, -1100.418675, -9008.521377, 7908.102702 ], [ -0.454715, 0.053605, -0.50832, 0, 0, 0.241848 ], [ 641.373594, 641.373594, 641.373594, 641.373594, 641.373594, 641.373594 ], [ -966528, -138656, -977871, -16179855, -12114051, -6177363 ], [ 0.461845, 1.35772, 0.268709, 0.967596, 0.491986, 1.48737 ], [ 83, 42, 41, 83, 42, 41 ], [ 47, 26, 21, 40, 20, 20 ], [ 36, 16, 20, 43, 22, 21 ], [ 56.626506, 61.904762, 51.219512, 48.192771, 47.619048, 48.780488 ], [ 0.353754, 0.83552, 0.255914, 1.040165, 0.541185, 1.561739 ], [ 58142, 57286, 58142, 17608237, 2340014, 17608237 ], [ -500488, -80263, -500488, -11101764, -11101764, -5860548 ], [ 260, 278, 241, 260, 278, 241 ], [ 153, 168, 135, 255, 284, 226 ], [ 399, 457, 353, 265, 273, 256 ], [ 21618, 11705, 9913, 21618, 11705, 9913 ], [ 6.053697, 6.053697, 6.720364, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -580027, -286057, -579896, -581091, -581660, 370688 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21774, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1757563200000, "evaluation_time": 1757567839440, "expiration_time": 1763207020800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 112, "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) |
---|