Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1701443.4001 | 1562387.2971 | 139056.103 | 22745402.5282 | 23469731.5235 | -724328.9954 |
Total P&L (%) | 1701.4434 | 1562.3873 | 139.0561 | 22745.4025 | 23469.7315 | -724.329 |
Avg Daily Profit (%) | 0.9367 | 0.8601 | 0.0766 | 0.2994 | 0.3012 | 0 |
Buy And Hold Return (%) | 646.3657 | 646.3657 | 646.3657 | 646.3657 | 646.3657 | 646.3657 |
Max Trade Drawdown | -82518 | -56010 | -55870 | -40397689 | -25892783 | -23152196 |
Profit Factor | 3.4794 | 6.0115 | 1.3713 | 1.1684 | 1.3889 | 0.9903 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 36.6279 | 36.0465 | 37.2093 | 36.6279 | 36.0465 | 37.2093 |
Ratio Avg Win / Avg Loss | 6.0199 | 10.6655 | 2.3141 | 2.0215 | 2.4641 | 1.6711 |
Largest Winning Trade | 887835 | 887835 | 76409 | 22865273 | 22865273 | 14523604 |
Largest Losing Trade | -23176 | -17992 | -23176 | -14657522 | -5965696 | -14657522 |
Avg Bars in Trades | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Winners | 125 | 115 | 135 | 125 | 115 | 135 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 10767 | 4945 | 5822 | 10767 | 4945 | 5822 |
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 | 439292 | 427978 | -260182 | -29569 | 176037 | -583298 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10899, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757689149976, "expiration_time": 1762386768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "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": [ [ 1701443.4000585638, 1562387.2970955078, 139056.102963056, 22745402.528166395, 23469731.523545623, -724328.9953792356 ], [ 1701.4434, 1562.387297, 139.056103, 22745.402528, 23469.731524, -724.328995 ], [ 0.93666, 0.860109, 0.076552, 0.299447, 0.301171, 0 ], [ 646.365693, 646.365693, 646.365693, 646.365693, 646.365693, 646.365693 ], [ -82518, -56010, -55870, -40397689, -25892783, -23152196 ], [ 3.479413, 6.011478, 1.371345, 1.168417, 1.388854, 0.990303 ], [ 172, 86, 86, 172, 86, 86 ], [ 63, 31, 32, 63, 31, 32 ], [ 109, 55, 54, 109, 55, 54 ], [ 36.627907, 36.046512, 37.209302, 36.627907, 36.046512, 37.209302 ], [ 6.019937, 10.665525, 2.314144, 2.021548, 2.464097, 1.671137 ], [ 887835, 887835, 76409, 22865273, 22865273, 14523604 ], [ -23176, -17992, -23176, -14657522, -5965696, -14657522 ], [ 62, 57, 67, 62, 57, 67 ], [ 125, 115, 135, 125, 115, 135 ], [ 26, 24, 27, 26, 24, 27 ], [ 10767, 4945, 5822, 10767, 4945, 5822 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439292, 427978, -260182, -29569, 176037, -583298 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10899, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757689149976, "expiration_time": 1762386768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "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) |
---|