Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035551.6837 | 936710.5293 | 98841.1544 | 6188545.9276 | 9429254.8617 | -3240708.9341 |
Total P&L (%) | 1035.5517 | 936.7105 | 98.8412 | 6188.5459 | 9429.2549 | -3240.7089 |
Avg Daily Profit (%) | 0.5611 | 0.5075 | 0.0536 | 0.2246 | 0.2472 | 0 |
Buy And Hold Return (%) | 448.4112 | 448.4112 | 448.4112 | 448.4112 | 448.4112 | 448.4112 |
Max Trade Drawdown | -95519 | -101068 | -69622 | -9671940 | -8002726 | -4823550 |
Profit Factor | 2.0395 | 2.807 | 1.2069 | 1.1121 | 1.3366 | 0.8808 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 42.7083 | 41.6667 | 43.75 | 42.7083 | 41.6667 | 43.75 |
Ratio Avg Win / Avg Loss | 2.7359 | 3.9298 | 1.5517 | 1.4918 | 1.8712 | 1.1325 |
Largest Winning Trade | 304145 | 304145 | 49421 | 3768252 | 3768252 | 2748640 |
Largest Losing Trade | -34740 | -34740 | -29371 | -4131317 | -1954416 | -4131317 |
Avg Bars in Trades | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Winners | 82 | 86 | 79 | 82 | 86 | 79 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 10880 | 5738 | 5142 | 10880 | 5738 | 5142 |
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 | 300369 | 222809 | -289282 | -90802 | 227554 | -581839 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11074, "evaluation_days": 1845.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602777600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760208315223, "expiration_time": 1764982368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 36, "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": [ [ 1035551.683703209, 936710.5292607518, 98841.154442458, 6188545.927580618, 9429254.861704914, -3240708.9341242937 ], [ 1035.551684, 936.710529, 98.841154, 6188.545928, 9429.254862, -3240.708934 ], [ 0.561071, 0.507518, 0.053553, 0.224632, 0.247205, 0 ], [ 448.411224, 448.411224, 448.411224, 448.411224, 448.411224, 448.411224 ], [ -95519, -101068, -69622, -9671940, -8002726, -4823550 ], [ 2.039509, 2.807031, 1.206857, 1.112097, 1.336582, 0.880824 ], [ 192, 96, 96, 192, 96, 96 ], [ 82, 40, 42, 82, 40, 42 ], [ 110, 56, 54, 110, 56, 54 ], [ 42.708333, 41.666667, 43.75, 42.708333, 41.666667, 43.75 ], [ 2.735927, 3.929843, 1.551674, 1.491837, 1.871215, 1.132488 ], [ 304145, 304145, 49421, 3768252, 3768252, 2748640 ], [ -34740, -34740, -29371, -4131317, -1954416, -4131317 ], [ 56, 59, 53, 56, 59, 53 ], [ 82, 86, 79, 82, 86, 79 ], [ 37, 40, 33, 37, 40, 33 ], [ 10880, 5738, 5142, 10880, 5738, 5142 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300369, 222809, -289282, -90802, 227554, -581839 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11074, "evaluation_days": 1845.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602777600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760208315223, "expiration_time": 1764982368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 36, "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) |
---|