Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743635.4341 | 754124.6845 | -10489.2504 | 484674.9237 | 4820975.7312 | -4336300.8075 |
Total P&L (%) | 743.6354 | 754.1247 | -10.4893 | 484.6749 | 4820.9757 | -4336.3008 |
Avg Daily Profit (%) | 0.408 | 0.4137 | -0.0058 | 0.0969 | 0.214 | 0 |
Buy And Hold Return (%) | 719.7149 | 719.7149 | 719.7149 | 719.7149 | 719.7149 | 719.7149 |
Max Trade Drawdown | -222879 | -124837 | -160231 | -6297187 | -2449652 | -5875928 |
Profit Factor | 1.5456 | 2.1275 | 0.9849 | 1.0203 | 1.453 | 0.6719 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Losing Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Profitability (%) | 47.7341 | 48.4848 | 46.988 | 47.7341 | 48.4848 | 46.988 |
Ratio Avg Win / Avg Loss | 1.6923 | 2.2605 | 1.1112 | 1.1172 | 1.5438 | 0.758 |
Largest Winning Trade | 277508 | 277508 | 47533 | 2435779 | 2435779 | 996033 |
Largest Losing Trade | -38353 | -32146 | -38353 | -1742860 | -835474 | -1742860 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 10768 | 5587 | 5181 | 10768 | 5587 | 5181 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142076 | -137272 | -579968 | -426672 | 353003 | -581635 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10936, "evaluation_days": 1822.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758223769587, "expiration_time": 1762935552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 101, "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": [ [ 743635.4340766021, 754124.6845228497, -10489.2504462485, 484674.9236850839, 4820975.731180999, -4336300.807495913 ], [ 743.635434, 754.124685, -10.48925, 484.674924, 4820.975731, -4336.300807 ], [ 0.407992, 0.413747, -0.005755, 0.096932, 0.213986, 0 ], [ 719.714902, 719.714902, 719.714902, 719.714902, 719.714902, 719.714902 ], [ -222879, -124837, -160231, -6297187, -2449652, -5875928 ], [ 1.545557, 2.127492, 0.984891, 1.020315, 1.452967, 0.671874 ], [ 331, 165, 166, 331, 165, 166 ], [ 158, 80, 78, 158, 80, 78 ], [ 173, 85, 88, 173, 85, 88 ], [ 47.734139, 48.484848, 46.987952, 47.734139, 48.484848, 46.987952 ], [ 1.692287, 2.26046, 1.111159, 1.11718, 1.543777, 0.758012 ], [ 277508, 277508, 47533, 2435779, 2435779, 996033 ], [ -38353, -32146, -38353, -1742860, -835474, -1742860 ], [ 32, 33, 31, 32, 33, 31 ], [ 39, 41, 37, 39, 41, 37 ], [ 26, 26, 25, 26, 26, 25 ], [ 10768, 5587, 5181, 10768, 5587, 5181 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142076, -137272, -579968, -426672, 353003, -581635 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10936, "evaluation_days": 1822.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758223769587, "expiration_time": 1762935552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 101, "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) |
---|