Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466591.2734 | 1395107.862 | 71483.4114 | 4638253.5875 | 4710307.6526 | -72054.0652 |
Total P&L (%) | 1466.5913 | 1395.1079 | 71.4834 | 4638.2536 | 4710.3077 | -72.0541 |
Avg Daily Profit (%) | 0.8029 | 0.7637 | 0.0391 | 0.2114 | 0.2123 | -0.0698 |
Buy And Hold Return (%) | 659.4152 | 659.4152 | 659.4152 | 659.4152 | 659.4152 | 659.4152 |
Max Trade Drawdown | -90940 | -94111 | -62253 | -3268747 | -1804243 | -2427706 |
Profit Factor | 3.9426 | 6.4533 | 1.2947 | 1.3812 | 1.8038 | 0.9886 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 37.2881 | 34.4828 | 40 | 37.2881 | 34.4828 | 40 |
Ratio Avg Win / Avg Loss | 6.6307 | 12.2613 | 1.942 | 2.323 | 3.4272 | 1.4829 |
Largest Winning Trade | 653201 | 653201 | 66758 | 3528030 | 3528030 | 2119222 |
Largest Losing Trade | -43637 | -25518 | -43637 | -1156836 | -1130201 | -1156836 |
Avg Bars in Trades | 180 | 194 | 167 | 180 | 194 | 167 |
Avg Bars in Winners | 293 | 326 | 265 | 293 | 326 | 265 |
Avg Bars in Losers | 113 | 124 | 102 | 113 | 124 | 102 |
Bars Traded | 10660 | 5628 | 5032 | 10660 | 5628 | 5032 |
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 | -169928 | 330374 | -309180 | -174894 | 197086 | -583047 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758570366071, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 152, "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": [ [ 1466591.273441464, 1395107.862031751, 71483.4114097135, 4638253.587451703, 4710307.652630187, -72054.0651784836 ], [ 1466.591273, 1395.107862, 71.483411, 4638.253587, 4710.307653, -72.054065 ], [ 0.802877, 0.763744, 0.039133, 0.211441, 0.212269, -0.069769 ], [ 659.415174, 659.415174, 659.415174, 659.415174, 659.415174, 659.415174 ], [ -90940, -94111, -62253, -3268747, -1804243, -2427706 ], [ 3.942571, 6.453317, 1.294683, 1.381243, 1.803788, 0.988574 ], [ 59, 29, 30, 59, 29, 30 ], [ 22, 10, 12, 22, 10, 12 ], [ 37, 19, 18, 37, 19, 18 ], [ 37.288136, 34.482759, 40, 37.288136, 34.482759, 40 ], [ 6.630687, 12.261302, 1.942024, 2.323, 3.427198, 1.482861 ], [ 653201, 653201, 66758, 3528030, 3528030, 2119222 ], [ -43637, -25518, -43637, -1156836, -1130201, -1156836 ], [ 180, 194, 167, 180, 194, 167 ], [ 293, 326, 265, 293, 326, 265 ], [ 113, 124, 102, 113, 124, 102 ], [ 10660, 5628, 5032, 10660, 5628, 5032 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169928, 330374, -309180, -174894, 197086, -583047 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758570366071, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 152, "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) |
---|