Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552515.9715 | 1520846.7646 | 31669.207 | 2192657.4457 | 4071606.1615 | -1878948.7157 |
Total P&L (%) | 1552.516 | 1520.8468 | 31.6692 | 2192.6574 | 4071.6062 | -1878.9487 |
Avg Daily Profit (%) | 0.8564 | 0.8389 | 0.0175 | 0.1729 | 0.206 | 0 |
Buy And Hold Return (%) | 548.9728 | 548.9728 | 548.9728 | 548.9728 | 548.9728 | 548.9728 |
Max Trade Drawdown | -145822 | -72865 | -75370 | -11593823 | -6433336 | -5160487 |
Profit Factor | 3.4203 | 5.8272 | 1.097 | 1.0806 | 1.3029 | 0.8634 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 30.6931 | 28 | 33.3333 | 30.6931 | 28 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.7233 | 14.9843 | 2.1941 | 2.4402 | 3.3504 | 1.7267 |
Largest Winning Trade | 906961 | 906961 | 73855 | 9319321 | 9319321 | 2174768 |
Largest Losing Trade | -26336 | -24579 | -26336 | -2445296 | -1565248 | -2445296 |
Avg Bars in Trades | 105 | 95 | 115 | 105 | 95 | 115 |
Avg Bars in Winners | 216 | 196 | 233 | 216 | 196 | 233 |
Avg Bars in Losers | 56 | 56 | 57 | 56 | 56 | 57 |
Bars Traded | 10684 | 4780 | 5904 | 10684 | 4780 | 5904 |
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 | 333098 | -178639 | -634516 | -132372 | -187623 | -764537 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603252800000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757371966508, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 175, "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": [ [ 1552515.971518295, 1520846.764559083, 31669.2069592121, 2192657.445744506, 4071606.1614830256, -1878948.7157385165 ], [ 1552.515972, 1520.846765, 31.669207, 2192.657446, 4071.606161, -1878.948716 ], [ 0.856405, 0.838935, 0.017469, 0.172934, 0.206016, 0 ], [ 548.972821, 548.972821, 548.972821, 548.972821, 548.972821, 548.972821 ], [ -145822, -72865, -75370, -11593823, -6433336, -5160487 ], [ 3.420304, 5.827229, 1.097026, 1.08064, 1.302942, 0.863354 ], [ 101, 50, 51, 101, 50, 51 ], [ 31, 14, 17, 31, 14, 17 ], [ 70, 36, 34, 70, 36, 34 ], [ 30.693069, 28, 33.333333, 30.693069, 28, 33.333333 ], [ 7.723268, 14.984303, 2.194052, 2.440155, 3.350423, 1.726708 ], [ 906961, 906961, 73855, 9319321, 9319321, 2174768 ], [ -26336, -24579, -26336, -2445296, -1565248, -2445296 ], [ 105, 95, 115, 105, 95, 115 ], [ 216, 196, 233, 216, 196, 233 ], [ 56, 56, 57, 56, 56, 57 ], [ 10684, 4780, 5904, 10684, 4780, 5904 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333098, -178639, -634516, -132372, -187623, -764537 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603252800000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757371966508, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 175, "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) |
---|