Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1340545.3614 | 1364204.0013 | -23658.64 | 288578.2462 | 581386.5679 | -292808.3217 |
Total P&L (%) | 1340.5454 | 1364.204 | -23.6586 | 288.5782 | 581.3866 | -292.8083 |
Avg Daily Profit (%) | 0.7391 | 0.7522 | -0.013 | 0.0749 | 0.1059 | 0 |
Buy And Hold Return (%) | 576.9303 | 576.9303 | 576.9303 | 576.9303 | 576.9303 | 576.9303 |
Max Trade Drawdown | -143160 | -144564 | -34364 | -2089248 | -1923040 | -359762 |
Profit Factor | 3.0259 | 3.5415 | 0.8106 | 1.0536 | 1.1339 | 0.719 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 42.0561 | 39.6226 | 44.4444 | 42.0561 | 39.6226 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.169 | 5.3966 | 1.0133 | 1.4516 | 1.7278 | 0.8987 |
Largest Winning Trade | 851565 | 851565 | 13328 | 1153678 | 1153678 | 182482 |
Largest Losing Trade | -54456 | -54456 | -10926 | -909729 | -909729 | -253870 |
Avg Bars in Trades | 95 | 180 | 12 | 95 | 180 | 12 |
Avg Bars in Winners | 131 | 264 | 15 | 131 | 264 | 15 |
Avg Bars in Losers | 69 | 125 | 10 | 69 | 125 | 10 |
Bars Traded | 10259 | 9570 | 689 | 10259 | 9570 | 689 |
Profit Streak | 0 | 74.4629 | 0 | 0 | 74.4629 | 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 | 392016 | -168508 | -761049 | -423135 | -470284 | -762716 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10882, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757444798060, "expiration_time": 1762134624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.77989 } }, "second_band": { "type": "hma", "factors": { "length": 91, "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": [ [ 1340545.361351626, 1364204.0013370623, -23658.6399854362, 288578.2461954513, 581386.5678964455, -292808.3217009943 ], [ 1340.545361, 1364.204001, -23.65864, 288.578246, 581.386568, -292.808322 ], [ 0.739134, 0.752179, -0.013045, 0.074867, 0.105861, 0 ], [ 576.930279, 576.930279, 576.930279, 576.930279, 576.930279, 576.930279 ], [ -143160, -144564, -34364, -2089248, -1923040, -359762 ], [ 3.025904, 3.541503, 0.810628, 1.053598, 1.133892, 0.718975 ], [ 107, 53, 54, 107, 53, 54 ], [ 45, 21, 24, 45, 21, 24 ], [ 62, 32, 30, 62, 32, 30 ], [ 42.056075, 39.622642, 44.444444, 42.056075, 39.622642, 44.444444 ], [ 4.169023, 5.396576, 1.013284, 1.451624, 1.727835, 0.898719 ], [ 851565, 851565, 13328, 1153678, 1153678, 182482 ], [ -54456, -54456, -10926, -909729, -909729, -253870 ], [ 95, 180, 12, 95, 180, 12 ], [ 131, 264, 15, 131, 264, 15 ], [ 69, 125, 10, 69, 125, 10 ], [ 10259, 9570, 689, 10259, 9570, 689 ], [ 0, 74.46294, 0, 0, 74.46294, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392016, -168508, -761049, -423135, -470284, -762716 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10882, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757444798060, "expiration_time": 1762134624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.77989 } }, "second_band": { "type": "hma", "factors": { "length": 91, "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) |
---|