Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238272.1782 | 1121587.0613 | 116685.1169 | 5584235.0631 | 6281669.4762 | -697434.4131 |
Total P&L (%) | 1238.2722 | 1121.5871 | 116.6851 | 5584.2351 | 6281.6695 | -697.4344 |
Avg Daily Profit (%) | 0.6786 | 0.6146 | 0.0639 | 0.2217 | 0.228 | 0 |
Buy And Hold Return (%) | 695.3455 | 695.3455 | 695.3455 | 695.3455 | 695.3455 | 695.3455 |
Max Trade Drawdown | -81064 | -74548 | -48858 | -8345369 | -5185878 | -6378654 |
Profit Factor | 3.7964 | 5.7216 | 1.5685 | 1.2113 | 1.4594 | 0.9453 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 56.9231 | 59.375 | 54.5455 | 56.9231 | 59.375 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.873 | 3.9148 | 1.3071 | 0.9166 | 0.9985 | 0.7878 |
Largest Winning Trade | 574012 | 574012 | 46812 | 9320692 | 9320692 | 2266575 |
Largest Losing Trade | -47642 | -47642 | -33422 | -3548981 | -2667501 | -3548981 |
Avg Bars in Trades | 158 | 250 | 68 | 158 | 250 | 68 |
Avg Bars in Winners | 178 | 266 | 85 | 178 | 266 | 85 |
Avg Bars in Losers | 132 | 228 | 49 | 132 | 228 | 49 |
Bars Traded | 10295 | 8027 | 2268 | 10295 | 8027 | 2268 |
Profit Streak | 0 | 87.1505 | 0 | 0 | 87.1505 | 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 | -124412 | 438405 | -271037 | -129004 | 338739 | -580213 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10949, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1758398400000, "evaluation_time": 1758411403129, "expiration_time": 1763128368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "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": [ [ 1238272.1781833123, 1121587.0612759509, 116685.1169073617, 5584235.063070993, 6281669.476174254, -697434.413103263 ], [ 1238.272178, 1121.587061, 116.685117, 5584.235063, 6281.669476, -697.434413 ], [ 0.678569, 0.614626, 0.063943, 0.221651, 0.228008, 0 ], [ 695.345489, 695.345489, 695.345489, 695.345489, 695.345489, 695.345489 ], [ -81064, -74548, -48858, -8345369, -5185878, -6378654 ], [ 3.796447, 5.721567, 1.568485, 1.211282, 1.459366, 0.945323 ], [ 65, 32, 33, 65, 32, 33 ], [ 37, 19, 18, 37, 19, 18 ], [ 28, 13, 15, 28, 13, 15 ], [ 56.923077, 59.375, 54.545455, 56.923077, 59.375, 54.545455 ], [ 2.872987, 3.914756, 1.307071, 0.916646, 0.998513, 0.787769 ], [ 574012, 574012, 46812, 9320692, 9320692, 2266575 ], [ -47642, -47642, -33422, -3548981, -2667501, -3548981 ], [ 158, 250, 68, 158, 250, 68 ], [ 178, 266, 85, 178, 266, 85 ], [ 132, 228, 49, 132, 228, 49 ], [ 10295, 8027, 2268, 10295, 8027, 2268 ], [ 0, 87.150499, 0, 0, 87.150499, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124412, 438405, -271037, -129004, 338739, -580213 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10949, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1758398400000, "evaluation_time": 1758411403129, "expiration_time": 1763128368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "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) |
---|