Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1370955.1176 | 1378452.2375 | -7497.1199 | 417076.7555 | 177975.2116 | 239101.5439 |
Total P&L (%) | 1370.9551 | 1378.4522 | -7.4971 | 417.0768 | 177.9752 | 239.1015 |
Avg Daily Profit (%) | 0.7561 | 0.7602 | -0.0041 | 0.0907 | 0.0564 | 0.0674 |
Buy And Hold Return (%) | 480.2794 | 480.2794 | 480.2794 | 480.2794 | 480.2794 | 480.2794 |
Max Trade Drawdown | -113274 | -120390 | -39199 | -1021634 | -1143740 | -179904 |
Profit Factor | 3.8115 | 4.6861 | 0.934 | 1.118 | 1.0607 | 1.3976 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 37.931 | 53.3333 | 45.7627 | 37.931 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.5174 | 7.6682 | 0.8173 | 1.3251 | 1.7357 | 1.2229 |
Largest Winning Trade | 725184 | 725184 | 46076 | 1090380 | 1090380 | 320819 |
Largest Losing Trade | -51837 | -51837 | -28846 | -458121 | -458121 | -138152 |
Avg Bars in Trades | 164 | 308 | 25 | 164 | 308 | 25 |
Avg Bars in Winners | 243 | 558 | 26 | 243 | 558 | 26 |
Avg Bars in Losers | 97 | 154 | 22 | 97 | 154 | 22 |
Bars Traded | 9683 | 8933 | 750 | 9683 | 8933 | 750 |
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 | -164673 | 446967 | -580115 | -509543 | -440779 | -267414 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10879, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1757390400000, "evaluation_time": 1757403439657, "expiration_time": 1762090128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 47, "offset": 72 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "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": [ [ 1370955.1176131833, 1378452.2375029363, -7497.1198897526, 417076.7555437911, 177975.211596004, 239101.5439477868 ], [ 1370.955118, 1378.452238, -7.49712, 417.076756, 177.975212, 239.101544 ], [ 0.75611, 0.760244, -0.004135, 0.090657, 0.056401, 0.06737 ], [ 480.279427, 480.279427, 480.279427, 480.279427, 480.279427, 480.279427 ], [ -113274, -120390, -39199, -1021634, -1143740, -179904 ], [ 3.811537, 4.686144, 0.934041, 1.118036, 1.060698, 1.397611 ], [ 59, 29, 30, 59, 29, 30 ], [ 27, 11, 16, 27, 11, 16 ], [ 32, 18, 14, 32, 18, 14 ], [ 45.762712, 37.931034, 53.333333, 45.762712, 37.931034, 53.333333 ], [ 4.517378, 7.668235, 0.817285, 1.32508, 1.735688, 1.22291 ], [ 725184, 725184, 46076, 1090380, 1090380, 320819 ], [ -51837, -51837, -28846, -458121, -458121, -138152 ], [ 164, 308, 25, 164, 308, 25 ], [ 243, 558, 26, 243, 558, 26 ], [ 97, 154, 22, 97, 154, 22 ], [ 9683, 8933, 750, 9683, 8933, 750 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164673, 446967, -580115, -509543, -440779, -267414 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10879, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1757390400000, "evaluation_time": 1757403439657, "expiration_time": 1762090128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 47, "offset": 72 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "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) |
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