Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378953.7454 | 1435797.9224 | -56844.1769 | 104309.5164 | 915301.1605 | -810991.6441 |
Total P&L (%) | 1378.9537 | 1435.7979 | -56.8442 | 104.3095 | 915.3012 | -810.9916 |
Avg Daily Profit (%) | 0.7586 | 0.7899 | -0.0313 | 0.0393 | 0.1276 | 0 |
Buy And Hold Return (%) | 675.1581 | 675.1581 | 675.1581 | 675.1581 | 675.1581 | 675.1581 |
Max Trade Drawdown | -183812 | -162036 | -83122 | -1599379 | -1243692 | -838411 |
Profit Factor | 2.2168 | 2.921 | 0.8527 | 1.0151 | 1.201 | 0.6564 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Profitability (%) | 42.3529 | 40.9449 | 43.75 | 42.3529 | 40.9449 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0173 | 4.2129 | 1.0963 | 1.3816 | 1.7321 | 0.844 |
Largest Winning Trade | 891093 | 891093 | 39965 | 907336 | 907336 | 175908 |
Largest Losing Trade | -32397 | -32397 | -16259 | -448729 | -448729 | -185895 |
Avg Bars in Trades | 84 | 137 | 31 | 84 | 137 | 31 |
Avg Bars in Winners | 115 | 198 | 38 | 115 | 198 | 38 |
Avg Bars in Losers | 61 | 94 | 27 | 61 | 94 | 27 |
Bars Traded | 21512 | 17422 | 4090 | 21512 | 17422 | 4090 |
Profit Streak | 38.5899 | 42.5066 | 38.5899 | 38.5899 | 42.5066 | 38.5899 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351838 | 339300 | -581210 | -510752 | -79988 | -582877 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21813, "evaluation_days": 1817.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601820000000, "last_datapoint_time": 1757844000000, "evaluation_time": 1757844567372, "expiration_time": 1763497929600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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": [ [ 1378953.745446358, 1435797.9223676934, -56844.1769213344, 104309.516365194, 915301.1604957678, -810991.6441305735 ], [ 1378.953745, 1435.797922, -56.844177, 104.309516, 915.30116, -810.991644 ], [ 0.758605, 0.789876, -0.031272, 0.039313, 0.127589, 0 ], [ 675.158078, 675.158078, 675.158078, 675.158078, 675.158078, 675.158078 ], [ -183812, -162036, -83122, -1599379, -1243692, -838411 ], [ 2.2168, 2.920958, 0.852668, 1.015084, 1.200951, 0.656421 ], [ 255, 127, 128, 255, 127, 128 ], [ 108, 52, 56, 108, 52, 56 ], [ 147, 75, 72, 147, 75, 72 ], [ 42.352941, 40.944882, 43.75, 42.352941, 40.944882, 43.75 ], [ 3.017311, 4.212921, 1.096288, 1.381642, 1.732141, 0.84397 ], [ 891093, 891093, 39965, 907336, 907336, 175908 ], [ -32397, -32397, -16259, -448729, -448729, -185895 ], [ 84, 137, 31, 84, 137, 31 ], [ 115, 198, 38, 115, 198, 38 ], [ 61, 94, 27, 61, 94, 27 ], [ 21512, 17422, 4090, 21512, 17422, 4090 ], [ 38.5899, 42.506567, 38.5899, 38.5899, 42.506567, 38.5899 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351838, 339300, -581210, -510752, -79988, -582877 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21813, "evaluation_days": 1817.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601820000000, "last_datapoint_time": 1757844000000, "evaluation_time": 1757844567372, "expiration_time": 1763497929600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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) |
---|