Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -978424.5583 | 67700.4379 | -1046124.9963 | -1331291.3744 | -7050275.9996 | 5718984.6252 |
Total P&L (%) | -978.4246 | 67.7004 | -1046.125 | -1331.2914 | -7050.276 | 5718.9846 |
Avg Daily Profit (%) | -0.5372 | 0.0372 | -0.5743 | 0 | 0 | 0.2233 |
Buy And Hold Return (%) | 615.064 | 615.064 | 615.064 | 615.064 | 615.064 | 615.064 |
Max Trade Drawdown | -1110731 | -147497 | -1115645 | -14575527 | -11083421 | -5037403 |
Profit Factor | 0.4173 | 1.22 | 0.2372 | 0.949 | 0.5346 | 1.5219 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 27 | 23 | 37 | 18 | 19 |
Losing Trades | 28 | 12 | 16 | 41 | 21 | 20 |
Profitability (%) | 64.1026 | 69.2308 | 58.9744 | 47.4359 | 46.1538 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.2337 | 0.5422 | 0.165 | 1.0516 | 0.6237 | 1.602 |
Largest Winning Trade | 43078 | 40719 | 43078 | 10031433 | 1605273 | 10031433 |
Largest Losing Trade | -586283 | -78746 | -586283 | -10202134 | -10202134 | -2680128 |
Avg Bars in Trades | 136 | 144 | 128 | 136 | 144 | 128 |
Avg Bars in Winners | 85 | 87 | 82 | 139 | 141 | 136 |
Avg Bars in Losers | 228 | 272 | 196 | 134 | 146 | 121 |
Bars Traded | 10664 | 5637 | 5026 | 10664 | 5637 | 5026 |
Profit Streak | 17.5004 | 69.6671 | 0 | 0 | 0 | 110.1671 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616882 | -307617 | -579594 | -618886 | -582253 | 405661 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10929, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602734400000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758124836337, "expiration_time": 1762831728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 4.04114 } } }
{ "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": [ [ -978424.5583451691, 67700.4379240792, -1046124.9962692485, -1331291.3743817653, -7050275.999575992, 5718984.625194229 ], [ -978.424558, 67.700438, -1046.124996, -1331.291374, -7050.276, 5718.984625 ], [ -0.537153, 0.037167, -0.574321, 0, 0, 0.223346 ], [ 615.064048, 615.064048, 615.064048, 615.064048, 615.064048, 615.064048 ], [ -1110731, -147497, -1115645, -14575527, -11083421, -5037403 ], [ 0.417299, 1.219968, 0.237155, 0.949004, 0.534578, 1.521924 ], [ 78, 39, 39, 78, 39, 39 ], [ 50, 27, 23, 37, 18, 19 ], [ 28, 12, 16, 41, 21, 20 ], [ 64.102564, 69.230769, 58.974359, 47.435897, 46.153846, 48.717949 ], [ 0.233687, 0.542208, 0.164977, 1.051599, 0.623674, 1.602025 ], [ 43078, 40719, 43078, 10031433, 1605273, 10031433 ], [ -586283, -78746, -586283, -10202134, -10202134, -2680128 ], [ 136, 144, 128, 136, 144, 128 ], [ 85, 87, 82, 139, 141, 136 ], [ 228, 272, 196, 134, 146, 121 ], [ 10664, 5637, 5026, 10664, 5637, 5026 ], [ 17.50042, 69.667087, 0, 0, 0, 110.167087 ], [ 1, 2, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -616882, -307617, -579594, -618886, -582253, 405661 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10929, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602734400000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758124836337, "expiration_time": 1762831728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 4.04114 } } }
# | 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) |
---|