Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245002.9862 | 1155607.2521 | 89395.7341 | 3099305.8491 | 3038256.126 | 61049.7231 |
Total P&L (%) | 1245.003 | 1155.6073 | 89.3957 | 3099.3058 | 3038.2561 | 61.0497 |
Avg Daily Profit (%) | 0.6836 | 0.6345 | 0.0491 | 0.1905 | 0.1894 | 0.0262 |
Buy And Hold Return (%) | 724.5556 | 724.5556 | 724.5556 | 724.5556 | 724.5556 | 724.5556 |
Max Trade Drawdown | -135838 | -83975 | -103130 | -4243651 | -2767957 | -2373412 |
Profit Factor | 2.8365 | 4.315 | 1.2714 | 1.2904 | 1.5272 | 1.0124 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 49.6403 | 44.9275 | 54.2857 | 49.6403 | 44.9275 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.8776 | 5.2893 | 1.0707 | 1.3091 | 1.8721 | 0.8526 |
Largest Winning Trade | 633184 | 633184 | 32483 | 4869402 | 4869402 | 818805 |
Largest Losing Trade | -32968 | -29142 | -32968 | -1407909 | -1407909 | -746789 |
Avg Bars in Trades | 73 | 97 | 50 | 73 | 97 | 50 |
Avg Bars in Winners | 96 | 130 | 69 | 96 | 130 | 69 |
Avg Bars in Losers | 51 | 71 | 27 | 51 | 71 | 27 |
Bars Traded | 10270 | 6755 | 3515 | 10270 | 6755 | 3515 |
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 | 325693 | -94475 | -386850 | 224423 | -95450 | -625833 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604174400000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758091911165, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 28, "offset": 170, "std": 3.77676 } } }
{ "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": [ [ 1245002.986172345, 1155607.2520848268, 89395.7340875176, 3099305.8490828965, 3038256.126022447, 61049.7230604504 ], [ 1245.002986, 1155.607252, 89.395734, 3099.305849, 3038.256126, 61.049723 ], [ 0.683628, 0.634541, 0.049087, 0.190472, 0.189412, 0.02617 ], [ 724.555629, 724.555629, 724.555629, 724.555629, 724.555629, 724.555629 ], [ -135838, -83975, -103130, -4243651, -2767957, -2373412 ], [ 2.836464, 4.314954, 1.271447, 1.290376, 1.527201, 1.012433 ], [ 139, 69, 70, 139, 69, 70 ], [ 69, 31, 38, 69, 31, 38 ], [ 70, 38, 32, 70, 38, 32 ], [ 49.640288, 44.927536, 54.285714, 49.640288, 44.927536, 54.285714 ], [ 2.877572, 5.289299, 1.070692, 1.309077, 1.872053, 0.852575 ], [ 633184, 633184, 32483, 4869402, 4869402, 818805 ], [ -32968, -29142, -32968, -1407909, -1407909, -746789 ], [ 73, 97, 50, 73, 97, 50 ], [ 96, 130, 69, 96, 130, 69 ], [ 51, 71, 27, 51, 71, 27 ], [ 10270, 6755, 3515, 10270, 6755, 3515 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325693, -94475, -386850, 224423, -95450, -625833 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604174400000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758091911165, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 28, "offset": 170, "std": 3.77676 } } }
# | 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) |
---|