Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205830.117 | 1165267.9291 | 40562.1878 | 2038465.2222 | 1939127.7089 | 99337.5134 |
Total P&L (%) | 1205.8301 | 1165.2679 | 40.5622 | 2038.4652 | 1939.1277 | 99.3375 |
Avg Daily Profit (%) | 0.6532 | 0.6312 | 0.022 | 0.166 | 0.1635 | 0.0374 |
Buy And Hold Return (%) | 474.6022 | 474.6022 | 474.6022 | 474.6022 | 474.6022 | 474.6022 |
Max Trade Drawdown | -147954 | -92632 | -89283 | -4266214 | -2813644 | -2258881 |
Profit Factor | 2.83 | 4.6322 | 1.12 | 1.1898 | 1.365 | 1.0183 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 41.7323 | 44.4444 | 39.0625 | 41.7323 | 44.4444 | 39.0625 |
Ratio Avg Win / Avg Loss | 3.9514 | 5.7903 | 1.7472 | 1.6613 | 1.7063 | 1.5886 |
Largest Winning Trade | 661805 | 661805 | 72691 | 2415364 | 2415364 | 982673 |
Largest Losing Trade | -44275 | -44275 | -38560 | -609101 | -609101 | -503938 |
Avg Bars in Trades | 85 | 71 | 99 | 85 | 71 | 99 |
Avg Bars in Winners | 132 | 97 | 171 | 132 | 97 | 171 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 10842 | 4484 | 6358 | 10842 | 4484 | 6358 |
Profit Streak | 3.4762 | 0 | 10.4762 | 3.4762 | 0 | 10.4762 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367633 | -133724 | -559796 | -8401 | -141946 | -651093 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11077, "evaluation_days": 1846.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603987200000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760253946757, "expiration_time": 1765026864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1205830.1169518286, 1165267.9291443548, 40562.1878074738, 2038465.222219617, 1939127.7088623366, 99337.5133572805 ], [ 1205.830117, 1165.267929, 40.562188, 2038.465222, 1939.127709, 99.337513 ], [ 0.653152, 0.631181, 0.021971, 0.166031, 0.16345, 0.037372 ], [ 474.602157, 474.602157, 474.602157, 474.602157, 474.602157, 474.602157 ], [ -147954, -92632, -89283, -4266214, -2813644, -2258881 ], [ 2.830026, 4.632228, 1.119971, 1.189826, 1.36504, 1.018306 ], [ 127, 63, 64, 127, 63, 64 ], [ 53, 28, 25, 53, 28, 25 ], [ 74, 35, 39, 74, 35, 39 ], [ 41.732283, 44.444444, 39.0625, 41.732283, 44.444444, 39.0625 ], [ 3.951357, 5.790285, 1.747154, 1.661266, 1.7063, 1.588557 ], [ 661805, 661805, 72691, 2415364, 2415364, 982673 ], [ -44275, -44275, -38560, -609101, -609101, -503938 ], [ 85, 71, 99, 85, 71, 99 ], [ 132, 97, 171, 132, 97, 171 ], [ 51, 50, 53, 51, 50, 53 ], [ 10842, 4484, 6358, 10842, 4484, 6358 ], [ 3.476236, 0, 10.476236, 3.476236, 0, 10.476236 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367633, -133724, -559796, -8401, -141946, -651093 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11077, "evaluation_days": 1846.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603987200000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760253946757, "expiration_time": 1765026864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|