Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420595.1438 | 1475573.7654 | -54978.6216 | 90567.5181 | 697287.7602 | -606720.2422 |
Total P&L (%) | 1420.5951 | 1475.5738 | -54.9786 | 90.5675 | 697.2878 | -606.7202 |
Avg Daily Profit (%) | 0.7821 | 0.8124 | -0.0303 | 0.0355 | 0.1144 | 0 |
Buy And Hold Return (%) | 552.3584 | 552.3584 | 552.3584 | 552.3584 | 552.3584 | 552.3584 |
Max Trade Drawdown | -172998 | -108435 | -141727 | -1802074 | -895527 | -1289816 |
Profit Factor | 2.2004 | 3.4335 | 0.9047 | 1.0126 | 1.1899 | 0.8283 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 44.1441 | 41.4414 | 46.8468 | 44.1441 | 41.4414 | 46.8468 |
Ratio Avg Win / Avg Loss | 2.7842 | 4.8517 | 1.0265 | 1.2812 | 1.6813 | 0.9398 |
Largest Winning Trade | 1050598 | 1050598 | 56806 | 798668 | 798668 | 452315 |
Largest Losing Trade | -42118 | -39939 | -42118 | -459910 | -418508 | -459910 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 64 | 72 | 57 | 64 | 72 | 57 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 10559 | 5693 | 4866 | 10559 | 5693 | 4866 |
Profit Streak | 63.8242 | 76.9909 | 63.8242 | 63.8242 | 76.9909 | 63.8242 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488382 | 479188 | -580037 | -518082 | -137639 | -581703 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10898, "evaluation_days": 1816.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602648000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757677614664, "expiration_time": 1762371936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "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": [ [ 1420595.1438305199, 1475573.7654057774, -54978.6215752578, 90567.5180904084, 697287.7602450923, -606720.2421546839 ], [ 1420.595144, 1475.573765, -54.978622, 90.567518, 697.28776, -606.720242 ], [ 0.782124, 0.812393, -0.030269, 0.035508, 0.114364, 0 ], [ 552.35835, 552.35835, 552.35835, 552.35835, 552.35835, 552.35835 ], [ -172998, -108435, -141727, -1802074, -895527, -1289816 ], [ 2.200411, 3.43352, 0.904728, 1.01257, 1.189871, 0.828266 ], [ 222, 111, 111, 222, 111, 111 ], [ 98, 46, 52, 98, 46, 52 ], [ 124, 65, 59, 124, 65, 59 ], [ 44.144144, 41.441441, 46.846847, 44.144144, 41.441441, 46.846847 ], [ 2.784193, 4.851713, 1.026518, 1.28121, 1.681339, 0.939763 ], [ 1050598, 1050598, 56806, 798668, 798668, 452315 ], [ -42118, -39939, -42118, -459910, -418508, -459910 ], [ 47, 51, 43, 47, 51, 43 ], [ 64, 72, 57, 64, 72, 57 ], [ 34, 36, 31, 34, 36, 31 ], [ 10559, 5693, 4866, 10559, 5693, 4866 ], [ 63.824244, 76.99091, 63.824244, 63.824244, 76.99091, 63.824244 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488382, 479188, -580037, -518082, -137639, -581703 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10898, "evaluation_days": 1816.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602648000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757677614664, "expiration_time": 1762371936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "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) |
---|