Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1382397.9973 | -47506.8899 | -1334891.1075 | -641577.7892 | -5785388.2161 | 5143810.4268 |
Total P&L (%) | -1382.398 | -47.5069 | -1334.8911 | -641.5778 | -5785.3882 | 5143.8104 |
Avg Daily Profit (%) | -0.7614 | -0.0262 | -0.7353 | 0 | 0 | 0.2183 |
Buy And Hold Return (%) | 696.3024 | 696.3024 | 696.3024 | 696.3024 | 696.3024 | 696.3024 |
Max Trade Drawdown | -1487744 | -198444 | -1386224 | -20889114 | -15969096 | -4959639 |
Profit Factor | 0.3111 | 0.8701 | 0.1865 | 0.9797 | 0.702 | 1.422 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 167 | 82 | 85 | 118 | 58 | 60 |
Losing Trades | 53 | 28 | 25 | 102 | 52 | 50 |
Profitability (%) | 75.9091 | 74.5455 | 77.2727 | 53.6364 | 52.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0987 | 0.2971 | 0.0549 | 0.8469 | 0.6294 | 1.185 |
Largest Winning Trade | 21215 | 21215 | 15303 | 5481695 | 1916009 | 5481695 |
Largest Losing Trade | -809515 | -74138 | -809515 | -13454736 | -13454736 | -4022248 |
Avg Bars in Trades | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Winners | 12 | 13 | 12 | 43 | 51 | 35 |
Avg Bars in Losers | 157 | 180 | 132 | 52 | 60 | 44 |
Bars Traded | 10504 | 6116 | 4388 | 10504 | 6116 | 4388 |
Profit Streak | 23.4733 | 63.8066 | 23.4733 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574719 | -576026 | -576191 | -579155 | -580685 | 336656 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10893, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604174400000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757604094305, "expiration_time": 1762297776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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": [ [ -1382397.9973430517, -47506.8898809194, -1334891.1074621312, -641577.789213126, -5785388.216054143, 5143810.426841018 ], [ -1382.397997, -47.50689, -1334.891107, -641.577789, -5785.388216, 5143.810427 ], [ -0.761442, -0.026167, -0.735275, 0, 0, 0.21834 ], [ 696.302392, 696.302392, 696.302392, 696.302392, 696.302392, 696.302392 ], [ -1487744, -198444, -1386224, -20889114, -15969096, -4959639 ], [ 0.311092, 0.870091, 0.186518, 0.979699, 0.701998, 1.421987 ], [ 220, 110, 110, 220, 110, 110 ], [ 167, 82, 85, 118, 58, 60 ], [ 53, 28, 25, 102, 52, 50 ], [ 75.909091, 74.545455, 77.272727, 53.636364, 52.727273, 54.545455 ], [ 0.09873, 0.297104, 0.054858, 0.846859, 0.629377, 1.184989 ], [ 21215, 21215, 15303, 5481695, 1916009, 5481695 ], [ -809515, -74138, -809515, -13454736, -13454736, -4022248 ], [ 47, 55, 39, 47, 55, 39 ], [ 12, 13, 12, 43, 51, 35 ], [ 157, 180, 132, 52, 60, 44 ], [ 10504, 6116, 4388, 10504, 6116, 4388 ], [ 23.473314, 63.806647, 23.473314, 0, 0, 0 ], [ 5, 6, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574719, -576026, -576191, -579155, -580685, 336656 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10893, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604174400000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757604094305, "expiration_time": 1762297776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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) |
---|