Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1249477.8078 | 1270595.356 | -21117.5482 | 423393.1077 | 489723.9055 | -66330.7978 |
Total P&L (%) | 1249.4778 | 1270.5954 | -21.1175 | 423.3931 | 489.7239 | -66.3308 |
Avg Daily Profit (%) | 0.6867 | 0.6983 | -0.0116 | 0.091 | 0.0976 | -0.0598 |
Buy And Hold Return (%) | 582.2932 | 582.2932 | 582.2932 | 582.2932 | 582.2932 | 582.2932 |
Max Trade Drawdown | -173341 | -165722 | -33019 | -1845086 | -1834300 | -188265 |
Profit Factor | 2.3259 | 2.5492 | 0.8272 | 1.0727 | 1.0949 | 0.9004 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Profitability (%) | 39.3939 | 37.1212 | 41.6667 | 39.3939 | 37.1212 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.5783 | 4.3181 | 1.1581 | 1.6503 | 1.8547 | 1.2605 |
Largest Winning Trade | 922095 | 922095 | 7335 | 833582 | 833582 | 93006 |
Largest Losing Trade | -64423 | -64423 | -12328 | -788972 | -788972 | -84555 |
Avg Bars in Trades | 41 | 80 | 1 | 41 | 80 | 1 |
Avg Bars in Winners | 57 | 121 | 1 | 57 | 121 | 1 |
Avg Bars in Losers | 30 | 56 | 1 | 30 | 56 | 1 |
Bars Traded | 10830 | 10689 | 141 | 10830 | 10689 | 141 |
Profit Streak | 82.203 | 82.203 | 94.203 | 82.203 | 82.203 | 94.203 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321428 | 245783 | -581719 | -378468 | -348120 | -581719 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10917, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757940736082, "expiration_time": 1762653744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 1.71481 } }, "second_band": { "type": "ohlc4", "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": [ [ 1249477.8077695533, 1270595.3559757622, -21117.5482062088, 423393.1076519262, 489723.9054963911, -66330.797844464 ], [ 1249.477808, 1270.595356, -21.117548, 423.393108, 489.723905, -66.330798 ], [ 0.686715, 0.698321, -0.011606, 0.091009, 0.097574, -0.059811 ], [ 582.293151, 582.293151, 582.293151, 582.293151, 582.293151, 582.293151 ], [ -173341, -165722, -33019, -1845086, -1834300, -188265 ], [ 2.325912, 2.549224, 0.827194, 1.072698, 1.094941, 0.900371 ], [ 264, 132, 132, 264, 132, 132 ], [ 104, 49, 55, 104, 49, 55 ], [ 160, 83, 77, 160, 83, 77 ], [ 39.393939, 37.121212, 41.666667, 39.393939, 37.121212, 41.666667 ], [ 3.578326, 4.318073, 1.158072, 1.650305, 1.854696, 1.26052 ], [ 922095, 922095, 7335, 833582, 833582, 93006 ], [ -64423, -64423, -12328, -788972, -788972, -84555 ], [ 41, 80, 1, 41, 80, 1 ], [ 57, 121, 1, 57, 121, 1 ], [ 30, 56, 1, 30, 56, 1 ], [ 10830, 10689, 141, 10830, 10689, 141 ], [ 82.202964, 82.202964, 94.202964, 82.202964, 82.202964, 94.202964 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321428, 245783, -581719, -378468, -348120, -581719 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10917, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757940736082, "expiration_time": 1762653744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 1.71481 } }, "second_band": { "type": "ohlc4", "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) |
---|