Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -654263.1071 | 243833.8032 | -898096.9103 | 2048312.5087 | -1909420.1108 | 3957732.6194 |
Total P&L (%) | -654.2631 | 243.8338 | -898.0969 | 2048.3125 | -1909.4201 | 3957.7326 |
Avg Daily Profit (%) | -0.3593 | 0.1339 | -0.4932 | 0.1686 | 0 | 0.2036 |
Buy And Hold Return (%) | 726.6439 | 726.6439 | 726.6439 | 726.6439 | 726.6439 | 726.6439 |
Max Trade Drawdown | -970285 | -137163 | -988157 | -13943369 | -13358959 | -3449326 |
Profit Factor | 0.5772 | 1.7004 | 0.2513 | 1.0639 | 0.9036 | 1.3229 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 180 | 90 | 90 | 170 | 86 | 84 |
Losing Trades | 38 | 19 | 19 | 48 | 23 | 25 |
Profitability (%) | 82.5688 | 82.5688 | 82.5688 | 77.9817 | 78.8991 | 77.0642 |
Ratio Avg Win / Avg Loss | 0.1219 | 0.359 | 0.053 | 0.3004 | 0.2417 | 0.3937 |
Largest Winning Trade | 259860 | 259860 | 14703 | 5235138 | 4260676 | 5235138 |
Largest Losing Trade | -676102 | -74138 | -676102 | -11440500 | -11440500 | -2621685 |
Avg Bars in Trades | 48 | 60 | 36 | 48 | 60 | 36 |
Avg Bars in Winners | 17 | 20 | 14 | 21 | 24 | 18 |
Avg Bars in Losers | 192 | 247 | 137 | 141 | 192 | 94 |
Bars Traded | 10504 | 6548 | 3956 | 10504 | 6548 | 3956 |
Profit Streak | 45.8943 | 69.2276 | 45.8943 | 45.8943 | 69.2276 | 45.8943 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573753 | -173845 | -575053 | -140926 | -575411 | 384618 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10926, "evaluation_days": 1821, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604318400000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758072466668, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 249, "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": [ [ -654263.1070642847, 243833.8032174528, -898096.9102817375, 2048312.5086692874, -1909420.1107618555, 3957732.619431144 ], [ -654.263107, 243.833803, -898.09691, 2048.312509, -1909.420111, 3957.732619 ], [ -0.359288, 0.133901, -0.493189, 0.168581, 0, 0.203568 ], [ 726.643941, 726.643941, 726.643941, 726.643941, 726.643941, 726.643941 ], [ -970285, -137163, -988157, -13943369, -13358959, -3449326 ], [ 0.577245, 1.700429, 0.251273, 1.06387, 0.903625, 1.322887 ], [ 218, 109, 109, 218, 109, 109 ], [ 180, 90, 90, 170, 86, 84 ], [ 38, 19, 19, 48, 23, 25 ], [ 82.568807, 82.568807, 82.568807, 77.981651, 78.899083, 77.06422 ], [ 0.121863, 0.358979, 0.053046, 0.300387, 0.241667, 0.393716 ], [ 259860, 259860, 14703, 5235138, 4260676, 5235138 ], [ -676102, -74138, -676102, -11440500, -11440500, -2621685 ], [ 48, 60, 36, 48, 60, 36 ], [ 17, 20, 14, 21, 24, 18 ], [ 192, 247, 137, 141, 192, 94 ], [ 10504, 6548, 3956, 10504, 6548, 3956 ], [ 45.89429, 69.227623, 45.89429, 45.89429, 69.227623, 45.89429 ], [ 13, 8, 6, 13, 8, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573753, -173845, -575053, -140926, -575411, 384618 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10926, "evaluation_days": 1821, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604318400000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758072466668, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 249, "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) |
---|