Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -804405.6281 | 113601.7708 | -918007.399 | -1252861.146 | -11338690.1388 | 10085828.9928 |
Total P&L (%) | -804.4056 | 113.6018 | -918.0074 | -1252.8611 | -11338.6901 | 10085.829 |
Avg Daily Profit (%) | -0.443 | 0.0626 | -0.5056 | 0 | 0 | 0.255 |
Buy And Hold Return (%) | 619.8007 | 619.8007 | 619.8007 | 619.8007 | 619.8007 | 619.8007 |
Max Trade Drawdown | -943404 | -163046 | -981322 | -21323137 | -16363725 | -5256980 |
Profit Factor | 0.4743 | 1.4 | 0.2633 | 0.9657 | 0.4587 | 1.6486 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 21 | 20 | 30 | 16 | 14 |
Losing Trades | 22 | 11 | 11 | 33 | 16 | 17 |
Profitability (%) | 65.0794 | 65.625 | 64.5161 | 47.619 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2545 | 0.7333 | 0.1448 | 1.0622 | 0.4587 | 2.0019 |
Largest Winning Trade | 85753 | 85753 | 48361 | 16080697 | 2479667 | 16080697 |
Largest Losing Trade | -490890 | -76133 | -490890 | -14952184 | -14952184 | -4818773 |
Avg Bars in Trades | 167 | 178 | 157 | 167 | 178 | 157 |
Avg Bars in Winners | 98 | 101 | 94 | 169 | 177 | 159 |
Avg Bars in Losers | 298 | 325 | 270 | 166 | 179 | 155 |
Bars Traded | 10578 | 5705 | 4873 | 10578 | 5705 | 4873 |
Profit Streak | 36.6908 | 63.8575 | 0 | 0 | 0 | 103.5241 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729279 | -273587 | -578936 | -731037 | -580810 | 369673 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10895, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603080000000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757622886382, "expiration_time": 1762327440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 163, "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": [ [ -804405.62811661, 113601.7708462721, -918007.3989628826, -1252861.1459510722, -11338690.138789522, 10085828.992838446 ], [ -804.405628, 113.601771, -918.007399, -1252.861146, -11338.690139, 10085.828993 ], [ -0.442996, 0.062562, -0.505558, 0, 0, 0.254951 ], [ 619.800747, 619.800747, 619.800747, 619.800747, 619.800747, 619.800747 ], [ -943404, -163046, -981322, -21323137, -16363725, -5256980 ], [ 0.474291, 1.399994, 0.263311, 0.965673, 0.458708, 1.648607 ], [ 63, 32, 31, 63, 32, 31 ], [ 41, 21, 20, 30, 16, 14 ], [ 22, 11, 11, 33, 16, 17 ], [ 65.079365, 65.625, 64.516129, 47.619048, 50, 45.16129 ], [ 0.254498, 0.73333, 0.144821, 1.06224, 0.458708, 2.00188 ], [ 85753, 85753, 48361, 16080697, 2479667, 16080697 ], [ -490890, -76133, -490890, -14952184, -14952184, -4818773 ], [ 167, 178, 157, 167, 178, 157 ], [ 98, 101, 94, 169, 177, 159 ], [ 298, 325, 270, 166, 179, 155 ], [ 10578, 5705, 4873, 10578, 5705, 4873 ], [ 36.690815, 63.857481, 0, 0, 0, 103.524148 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -729279, -273587, -578936, -731037, -580810, 369673 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10895, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603080000000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757622886382, "expiration_time": 1762327440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 163, "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) |
---|