Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815493.2472 | 684863.6783 | 130629.5689 | 14851548.1291 | 12259540.7324 | 2592007.3967 |
Total P&L (%) | 815.4932 | 684.8637 | 130.6296 | 14851.5481 | 12259.5407 | 2592.0074 |
Avg Daily Profit (%) | 0.4468 | 0.3753 | 0.0716 | 0.2748 | 0.2643 | 0.1806 |
Buy And Hold Return (%) | 897.547 | 897.547 | 897.547 | 897.547 | 897.547 | 897.547 |
Max Trade Drawdown | -95694 | -49971 | -105667 | -11670077 | -6229471 | -5669412 |
Profit Factor | 1.9541 | 2.8326 | 1.2716 | 1.3745 | 1.7596 | 1.1102 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Losing Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Profitability (%) | 53.9216 | 57.8431 | 50 | 53.9216 | 57.8431 | 50 |
Ratio Avg Win / Avg Loss | 1.6699 | 2.0645 | 1.2716 | 1.1746 | 1.2824 | 1.1102 |
Largest Winning Trade | 147943 | 147943 | 74493 | 4358163 | 2881546 | 4358163 |
Largest Losing Trade | -29578 | -27871 | -29578 | -4148884 | -1759033 | -4148884 |
Avg Bars in Trades | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Winners | 62 | 51 | 74 | 62 | 51 | 74 |
Avg Bars in Losers | 41 | 44 | 39 | 41 | 44 | 39 |
Bars Traded | 10765 | 4925 | 5840 | 10765 | 4925 | 5840 |
Profit Streak | 0 | 30.7448 | 0 | 0 | 30.7448 | 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 | -150342 | -149560 | -263519 | 388521 | 435129 | -94893 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10950, "evaluation_days": 1825, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758419547511, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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": [ [ 815493.2472287246, 684863.6782852429, 130629.5689434821, 14851548.129093705, 12259540.732368425, 2592007.396725282 ], [ 815.493247, 684.863678, 130.629569, 14851.548129, 12259.540732, 2592.007397 ], [ 0.446846, 0.375268, 0.071578, 0.274755, 0.264295, 0.180594 ], [ 897.547016, 897.547016, 897.547016, 897.547016, 897.547016, 897.547016 ], [ -95694, -49971, -105667, -11670077, -6229471, -5669412 ], [ 1.954105, 2.832643, 1.271569, 1.374526, 1.759571, 1.110232 ], [ 204, 102, 102, 204, 102, 102 ], [ 110, 59, 51, 110, 59, 51 ], [ 94, 43, 51, 94, 43, 51 ], [ 53.921569, 57.843137, 50, 53.921569, 57.843137, 50 ], [ 1.669871, 2.064469, 1.271569, 1.174595, 1.282399, 1.110232 ], [ 147943, 147943, 74493, 4358163, 2881546, 4358163 ], [ -29578, -27871, -29578, -4148884, -1759033, -4148884 ], [ 52, 48, 57, 52, 48, 57 ], [ 62, 51, 74, 62, 51, 74 ], [ 41, 44, 39, 41, 44, 39 ], [ 10765, 4925, 5840, 10765, 4925, 5840 ], [ 0, 30.744763, 0, 0, 30.744763, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150342, -149560, -263519, 388521, 435129, -94893 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10950, "evaluation_days": 1825, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758419547511, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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) |
---|