Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97176.9284 | 57357.0456 | 39819.8828 | 94699.4213 | 98040.579 | -3341.1577 |
Total P&L (%) | 97.1769 | 57.357 | 39.8199 | 94.6994 | 98.0406 | -3.3412 |
Avg Daily Profit (%) | 0.3732 | 0.2202 | 0.1529 | 0.2562 | 0.2627 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57537 | -34871 | -41302 | -98733 | -61663 | -109066 |
Profit Factor | 1.2905 | 1.3894 | 1.2126 | 1.1625 | 1.4241 | 0.9905 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 52.6042 | 50 | 55.2083 | 52.6042 | 50 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.1627 | 1.3894 | 0.9838 | 1.0474 | 1.4241 | 0.8036 |
Largest Winning Trade | 24467 | 14646 | 24467 | 26620 | 22697 | 26620 |
Largest Losing Trade | -19138 | -13070 | -19138 | -46295 | -26769 | -46295 |
Avg Bars in Trades | 127 | 127 | 127 | 127 | 127 | 127 |
Avg Bars in Winners | 128 | 132 | 124 | 128 | 132 | 124 |
Avg Bars in Losers | 127 | 123 | 131 | 127 | 123 | 131 |
Bars Traded | 24548 | 12278 | 12270 | 24548 | 12278 | 12270 |
Profit Streak | 4.3825 | 0 | 4.695 | 4.3825 | 0 | 4.695 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331586 | 211969 | 81910 | -33636 | 263011 | -581366 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736343000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758645649164, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 183, "offset": 125 } }, "second_band": { "type": "alma", "factors": { "length": 209, "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": [ [ 97176.9283706514, 57357.0455565515, 39819.8828141, 94699.421251646, 98040.578994455, -3341.1577428093 ], [ 97.176928, 57.357046, 39.819883, 94.699421, 98.040579, -3.341158 ], [ 0.373155, 0.220248, 0.152906, 0.256178, 0.262729, -0.013048 ], [ 10, 10, 10, 10, 10, 10 ], [ -57537, -34871, -41302, -98733, -61663, -109066 ], [ 1.290452, 1.389415, 1.212621, 1.162459, 1.424085, 0.990501 ], [ 192, 96, 96, 192, 96, 96 ], [ 101, 48, 53, 101, 48, 53 ], [ 91, 48, 43, 91, 48, 43 ], [ 52.604167, 50, 55.208333, 52.604167, 50, 55.208333 ], [ 1.162684, 1.389415, 0.983824, 1.047364, 1.424085, 0.803614 ], [ 24467, 14646, 24467, 26620, 22697, 26620 ], [ -19138, -13070, -19138, -46295, -26769, -46295 ], [ 127, 127, 127, 127, 127, 127 ], [ 128, 132, 124, 128, 132, 124 ], [ 127, 123, 131, 127, 123, 131 ], [ 24548, 12278, 12270, 24548, 12278, 12270 ], [ 4.382513, 0, 4.695013, 4.382513, 0, 4.695013 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331586, 211969, 81910, -33636, 263011, -581366 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736343000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758645649164, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 183, "offset": 125 } }, "second_band": { "type": "alma", "factors": { "length": 209, "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) |
---|