Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494010.1438 | 533514.4428 | -39504.299 | 376663.1399 | 2643168.9969 | -2266505.857 |
Total P&L (%) | 494.0101 | 533.5144 | -39.5043 | 376.6631 | 2643.169 | -2266.5059 |
Avg Daily Profit (%) | 0.2717 | 0.2934 | -0.0217 | 0.0859 | 0.1823 | 0 |
Buy And Hold Return (%) | 549.0574 | 549.0574 | 549.0574 | 549.0574 | 549.0574 | 549.0574 |
Max Trade Drawdown | -152399 | -130101 | -133721 | -2969392 | -1266131 | -2891449 |
Profit Factor | 1.3187 | 1.7539 | 0.9531 | 1.0306 | 1.4722 | 0.6633 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Losing Trades | 205 | 98 | 107 | 205 | 98 | 107 |
Profitability (%) | 47.5703 | 49.7436 | 45.4082 | 47.5703 | 49.7436 | 45.4082 |
Ratio Avg Win / Avg Loss | 1.4534 | 1.772 | 1.1459 | 1.1358 | 1.4874 | 0.7975 |
Largest Winning Trade | 96161 | 96161 | 54075 | 1117842 | 1117842 | 326766 |
Largest Losing Trade | -30465 | -24707 | -30465 | -672844 | -672844 | -554732 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 70 | 53 | 88 | 70 | 53 | 88 |
Avg Bars in Losers | 41 | 48 | 35 | 41 | 48 | 35 |
Bars Traded | 21598 | 9947 | 11651 | 21598 | 9947 | 11651 |
Profit Streak | 0 | 20.3344 | 0 | 0 | 20.3344 | 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 | -156247 | -152696 | -580426 | -429851 | 303980 | -582093 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21821, "evaluation_days": 1818.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601136000000, "last_datapoint_time": 1757901600000, "evaluation_time": 1757901691166, "expiration_time": 1763557603200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 4.89469 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 494010.1438199042, 533514.4428172346, -39504.2989973308, 376663.139868855, 2643168.9969100114, -2266505.8570411582 ], [ 494.010144, 533.514443, -39.504299, 376.66314, 2643.168997, -2266.505857 ], [ 0.27167, 0.293395, -0.021725, 0.085916, 0.182286, 0 ], [ 549.057431, 549.057431, 549.057431, 549.057431, 549.057431, 549.057431 ], [ -152399, -130101, -133721, -2969392, -1266131, -2891449 ], [ 1.318688, 1.753949, 0.953111, 1.030551, 1.472209, 0.663307 ], [ 391, 195, 196, 391, 195, 196 ], [ 186, 97, 89, 186, 97, 89 ], [ 205, 98, 107, 205, 98, 107 ], [ 47.570332, 49.74359, 45.408163, 47.570332, 49.74359, 45.408163 ], [ 1.453393, 1.772031, 1.145875, 1.135822, 1.487387, 0.797459 ], [ 96161, 96161, 54075, 1117842, 1117842, 326766 ], [ -30465, -24707, -30465, -672844, -672844, -554732 ], [ 55, 51, 59, 55, 51, 59 ], [ 70, 53, 88, 70, 53, 88 ], [ 41, 48, 35, 41, 48, 35 ], [ 21598, 9947, 11651, 21598, 9947, 11651 ], [ 0, 20.334388, 0, 0, 20.334388, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156247, -152696, -580426, -429851, 303980, -582093 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21821, "evaluation_days": 1818.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601136000000, "last_datapoint_time": 1757901600000, "evaluation_time": 1757901691166, "expiration_time": 1763557603200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 4.89469 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|