Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1666346.8071 | 1656271.2269 | 10075.5801 | 898541.1558 | 1386302.4652 | -487761.3094 |
Total P&L (%) | 1666.3468 | 1656.2712 | 10.0756 | 898.5412 | 1386.3025 | -487.7613 |
Avg Daily Profit (%) | 0.9122 | 0.9067 | 0.0055 | 0.1261 | 0.1479 | 0 |
Buy And Hold Return (%) | 821.1897 | 821.1897 | 821.1897 | 821.1897 | 821.1897 | 821.1897 |
Max Trade Drawdown | -116573 | -102562 | -47780 | -1685449 | -1431853 | -657266 |
Profit Factor | 3.899 | 6.0754 | 1.0406 | 1.1497 | 1.3916 | 0.8019 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 44.5783 | 46.3415 | 42.8571 | 44.5783 | 46.3415 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.8474 | 7.0346 | 1.3874 | 1.4293 | 1.6113 | 1.0692 |
Largest Winning Trade | 847802 | 847802 | 73066 | 1951607 | 1951607 | 409800 |
Largest Losing Trade | -52141 | -52141 | -32499 | -863520 | -863520 | -326549 |
Avg Bars in Trades | 122 | 188 | 57 | 122 | 188 | 57 |
Avg Bars in Winners | 152 | 218 | 82 | 152 | 218 | 82 |
Avg Bars in Losers | 98 | 162 | 39 | 98 | 162 | 39 |
Bars Traded | 10158 | 7725 | 2433 | 10158 | 7725 | 2433 |
Profit Streak | 0 | 98.1927 | 0 | 0 | 98.1927 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366141 | 524961 | -529886 | -220041 | -2887 | -581845 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604635200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758659850272, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 58, "offset": 213 } }, "second_band": { "type": "dcu", "factors": { "length": 152, "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": [ [ 1666346.8070680806, 1656271.2269230892, 10075.5801449914, 898541.1558032588, 1386302.4652365753, -487761.3094333156 ], [ 1666.346807, 1656.271227, 10.07558, 898.541156, 1386.302465, -487.761309 ], [ 0.912232, 0.906716, 0.005516, 0.126053, 0.147858, 0 ], [ 821.189677, 821.189677, 821.189677, 821.189677, 821.189677, 821.189677 ], [ -116573, -102562, -47780, -1685449, -1431853, -657266 ], [ 3.898966, 6.075376, 1.04055, 1.149694, 1.391555, 0.801885 ], [ 83, 41, 42, 83, 41, 42 ], [ 37, 19, 18, 37, 19, 18 ], [ 46, 22, 24, 46, 22, 24 ], [ 44.578313, 46.341463, 42.857143, 44.578313, 46.341463, 42.857143 ], [ 4.847364, 7.034646, 1.3874, 1.429349, 1.611274, 1.06918 ], [ 847802, 847802, 73066, 1951607, 1951607, 409800 ], [ -52141, -52141, -32499, -863520, -863520, -326549 ], [ 122, 188, 57, 122, 188, 57 ], [ 152, 218, 82, 152, 218, 82 ], [ 98, 162, 39, 98, 162, 39 ], [ 10158, 7725, 2433, 10158, 7725, 2433 ], [ 0, 98.192711, 0, 0, 98.192711, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366141, 524961, -529886, -220041, -2887, -581845 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604635200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758659850272, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 58, "offset": 213 } }, "second_band": { "type": "dcu", "factors": { "length": 152, "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) |
---|