Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -831433.3097 | 108951.5745 | -940384.8842 | -1676245.4295 | -9778658.4766 | 8102413.0471 |
Total P&L (%) | -831.4333 | 108.9516 | -940.3849 | -1676.2454 | -9778.6585 | 8102.413 |
Avg Daily Profit (%) | -0.4565 | 0.0598 | -0.5164 | 0 | 0 | 0.2423 |
Buy And Hold Return (%) | 632.1684 | 632.1684 | 632.1684 | 632.1684 | 632.1684 | 632.1684 |
Max Trade Drawdown | -1035306 | -165154 | -1036243 | -17009295 | -13002939 | -4580341 |
Profit Factor | 0.4685 | 1.3782 | 0.2631 | 0.9447 | 0.4284 | 1.6143 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 23 | 20 | 32 | 18 | 14 |
Losing Trades | 26 | 12 | 14 | 37 | 17 | 20 |
Profitability (%) | 62.3188 | 65.7143 | 58.8235 | 46.3768 | 51.4286 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.2832 | 0.7191 | 0.1842 | 1.0923 | 0.4046 | 2.3061 |
Largest Winning Trade | 79935 | 79935 | 52895 | 14127283 | 2227968 | 14127283 |
Largest Losing Trade | -488591 | -76615 | -488591 | -11672419 | -11672419 | -3981417 |
Avg Bars in Trades | 154 | 163 | 145 | 154 | 163 | 145 |
Avg Bars in Winners | 86 | 88 | 84 | 159 | 167 | 149 |
Avg Bars in Losers | 268 | 307 | 233 | 151 | 160 | 143 |
Bars Traded | 10694 | 5731 | 4963 | 10694 | 5731 | 4963 |
Profit Streak | 15.3193 | 69.3193 | 0 | 0 | 0 | 109.4859 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684597 | -276926 | -579651 | -686797 | -580602 | 322712 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758094784182, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 153, "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": [ [ -831433.3096634711, 108951.5744926407, -940384.8841561116, -1676245.4294742332, -9778658.47662217, 8102413.047147936 ], [ -831.43331, 108.951574, -940.384884, -1676.245429, -9778.658477, 8102.413047 ], [ -0.456538, 0.059825, -0.516363, 0, 0, 0.242281 ], [ 632.168391, 632.168391, 632.168391, 632.168391, 632.168391, 632.168391 ], [ -1035306, -165154, -1036243, -17009295, -13002939, -4580341 ], [ 0.468451, 1.378199, 0.263073, 0.944677, 0.428444, 1.614253 ], [ 69, 35, 34, 69, 35, 34 ], [ 43, 23, 20, 32, 18, 14 ], [ 26, 12, 14, 37, 17, 20 ], [ 62.318841, 65.714286, 58.823529, 46.376812, 51.428571, 41.176471 ], [ 0.283249, 0.71906, 0.184151, 1.092283, 0.404642, 2.306076 ], [ 79935, 79935, 52895, 14127283, 2227968, 14127283 ], [ -488591, -76615, -488591, -11672419, -11672419, -3981417 ], [ 154, 163, 145, 154, 163, 145 ], [ 86, 88, 84, 159, 167, 149 ], [ 268, 307, 233, 151, 160, 143 ], [ 10694, 5731, 4963, 10694, 5731, 4963 ], [ 15.319261, 69.319261, 0, 0, 0, 109.485928 ], [ 1, 2, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -684597, -276926, -579651, -686797, -580602, 322712 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758094784182, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 153, "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) |
---|