Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -897819.57 | 91881.8972 | -989701.4671 | -1933711.5503 | -11357101.9054 | 9423390.3551 |
Total P&L (%) | -897.8196 | 91.8819 | -989.7015 | -1933.7116 | -11357.1019 | 9423.3904 |
Avg Daily Profit (%) | -0.4921 | 0.0504 | -0.5425 | 0 | 0 | 0.2501 |
Buy And Hold Return (%) | 717.8177 | 717.8177 | 717.8177 | 717.8177 | 717.8177 | 717.8177 |
Max Trade Drawdown | -1062192 | -172598 | -1075214 | -21486577 | -16356674 | -5821566 |
Profit Factor | 0.4391 | 1.3386 | 0.2554 | 0.9476 | 0.4498 | 1.5796 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 19 | 18 | 30 | 16 | 14 |
Losing Trades | 25 | 12 | 13 | 32 | 15 | 17 |
Profitability (%) | 59.6774 | 61.2903 | 58.0645 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2967 | 0.8454 | 0.1845 | 1.0108 | 0.4217 | 1.9181 |
Largest Winning Trade | 76405 | 76405 | 55813 | 15808459 | 2395920 | 15808459 |
Largest Losing Trade | -553230 | -74261 | -553230 | -14477809 | -14477809 | -4764473 |
Avg Bars in Trades | 170 | 181 | 158 | 170 | 181 | 158 |
Avg Bars in Winners | 94 | 106 | 80 | 170 | 176 | 163 |
Avg Bars in Losers | 282 | 300 | 266 | 170 | 187 | 154 |
Bars Traded | 10559 | 5638 | 4921 | 10559 | 5638 | 4921 |
Profit Streak | 44.088 | 71.588 | 0 | 0 | 0 | 166.4213 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737469 | -290796 | -579772 | -738238 | -580608 | 374917 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10946, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603051200000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758362802723, "expiration_time": 1763083872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 1.11748 } } }
{ "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": [ [ -897819.5699503742, 91881.8971814606, -989701.4671318347, -1933711.550347895, -11357101.905432422, 9423390.355084524 ], [ -897.81957, 91.881897, -989.701467, -1933.71155, -11357.101905, 9423.390355 ], [ -0.492137, 0.050365, -0.542501, 0, 0, 0.250066 ], [ 717.817696, 717.817696, 717.817696, 717.817696, 717.817696, 717.817696 ], [ -1062192, -172598, -1075214, -21486577, -16356674, -5821566 ], [ 0.439066, 1.338596, 0.255426, 0.947595, 0.449759, 1.579571 ], [ 62, 31, 31, 62, 31, 31 ], [ 37, 19, 18, 30, 16, 14 ], [ 25, 12, 13, 32, 15, 17 ], [ 59.677419, 61.290323, 58.064516, 48.387097, 51.612903, 45.16129 ], [ 0.296666, 0.845429, 0.184475, 1.010768, 0.42165, 1.91805 ], [ 76405, 76405, 55813, 15808459, 2395920, 15808459 ], [ -553230, -74261, -553230, -14477809, -14477809, -4764473 ], [ 170, 181, 158, 170, 181, 158 ], [ 94, 106, 80, 170, 176, 163 ], [ 282, 300, 266, 170, 187, 154 ], [ 10559, 5638, 4921, 10559, 5638, 4921 ], [ 44.087994, 71.587994, 0, 0, 0, 166.421328 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -737469, -290796, -579772, -738238, -580608, 374917 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10946, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603051200000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758362802723, "expiration_time": 1763083872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 1.11748 } } }
# | 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) |
---|