Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934592.2121 | 852108.3277 | 82483.8844 | 2354128.6004 | 5168110.9491 | -2813982.3488 |
Total P&L (%) | 934.5922 | 852.1083 | 82.4839 | 2354.1286 | 5168.1109 | -2813.9823 |
Avg Daily Profit (%) | 0.5155 | 0.47 | 0.0455 | 0.1767 | 0.2189 | 0 |
Buy And Hold Return (%) | 546.1357 | 546.1357 | 546.1357 | 546.1357 | 546.1357 | 546.1357 |
Max Trade Drawdown | -133200 | -76926 | -126437 | -4206909 | -2129956 | -4002258 |
Profit Factor | 1.9288 | 3.1243 | 1.1363 | 1.1055 | 1.5898 | 0.7924 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 46.6912 | 44.1176 | 49.2647 | 46.6912 | 44.1176 | 49.2647 |
Ratio Avg Win / Avg Loss | 2.2022 | 3.9574 | 1.1702 | 1.2622 | 2.0138 | 0.816 |
Largest Winning Trade | 218549 | 218549 | 60489 | 3204030 | 3204030 | 1184697 |
Largest Losing Trade | -80094 | -29092 | -80094 | -2015358 | -1039277 | -2015358 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 10753 | 4712 | 6041 | 10753 | 4712 | 6041 |
Profit Streak | 0 | 15.0357 | 0 | 0 | 15.0357 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 205917 | 198103 | -368979 | -98449 | 366239 | -581257 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757364684927, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 2.03683 } }, "second_band": { "type": "hilo", "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": [ [ 934592.2121323484, 852108.3276831126, 82483.8844492361, 2354128.6003719685, 5168110.9491390325, -2813982.348767067 ], [ 934.592212, 852.108328, 82.483884, 2354.1286, 5168.110949, -2813.982349 ], [ 0.515543, 0.470043, 0.0455, 0.176695, 0.218917, 0 ], [ 546.135729, 546.135729, 546.135729, 546.135729, 546.135729, 546.135729 ], [ -133200, -76926, -126437, -4206909, -2129956, -4002258 ], [ 1.9288, 3.124279, 1.136313, 1.105499, 1.589833, 0.79236 ], [ 272, 136, 136, 272, 136, 136 ], [ 127, 60, 67, 127, 60, 67 ], [ 145, 76, 69, 145, 76, 69 ], [ 46.691176, 44.117647, 49.264706, 46.691176, 44.117647, 49.264706 ], [ 2.202174, 3.95742, 1.170233, 1.262184, 2.013789, 0.816013 ], [ 218549, 218549, 60489, 3204030, 3204030, 1184697 ], [ -80094, -29092, -80094, -2015358, -1039277, -2015358 ], [ 39, 34, 44, 39, 34, 44 ], [ 53, 49, 57, 53, 49, 57 ], [ 27, 23, 31, 27, 23, 31 ], [ 10753, 4712, 6041, 10753, 4712, 6041 ], [ 0, 15.035705, 0, 0, 15.035705, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 205917, 198103, -368979, -98449, 366239, -581257 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757364684927, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 2.03683 } }, "second_band": { "type": "hilo", "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) |
---|