Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226021.677 | 1252739.7576 | -26718.0806 | 363780.4683 | 1417033.9939 | -1053253.5256 |
Total P&L (%) | 1226.0217 | 1252.7398 | -26.7181 | 363.7805 | 1417.034 | -1053.2535 |
Avg Daily Profit (%) | 0.672 | 0.6867 | -0.0146 | 0.0841 | 0.1492 | 0 |
Buy And Hold Return (%) | 682.3666 | 682.3666 | 682.3666 | 682.3666 | 682.3666 | 682.3666 |
Max Trade Drawdown | -135639 | -129602 | -96733 | -2428426 | -1962335 | -1361834 |
Profit Factor | 2.0593 | 3.0782 | 0.9518 | 1.0325 | 1.2274 | 0.7883 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 189 | 84 | 105 | 189 | 84 | 105 |
Losing Trades | 187 | 104 | 83 | 187 | 104 | 83 |
Profitability (%) | 50.266 | 44.6809 | 55.8511 | 50.266 | 44.6809 | 55.8511 |
Ratio Avg Win / Avg Loss | 2.0375 | 3.8111 | 0.7524 | 1.0215 | 1.5196 | 0.6231 |
Largest Winning Trade | 803324 | 803324 | 63500 | 2088613 | 2088613 | 473709 |
Largest Losing Trade | -42819 | -42819 | -35482 | -514488 | -487482 | -514488 |
Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Winners | 34 | 42 | 28 | 34 | 42 | 28 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 10691 | 5822 | 4869 | 10691 | 5822 | 4869 |
Profit Streak | 0 | 14.201 | 0 | 0 | 14.201 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360743 | 325800 | -579312 | -428947 | -167 | -579312 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10946, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758358164864, "expiration_time": 1763083872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 168 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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": [ [ 1226021.6770437842, 1252739.7576407082, -26718.0805969229, 363780.4683039765, 1417033.9939124645, -1053253.525608488 ], [ 1226.021677, 1252.739758, -26.718081, 363.780468, 1417.033994, -1053.253526 ], [ 0.672039, 0.686685, -0.014645, 0.084134, 0.149171, 0 ], [ 682.366589, 682.366589, 682.366589, 682.366589, 682.366589, 682.366589 ], [ -135639, -129602, -96733, -2428426, -1962335, -1361834 ], [ 2.059259, 3.078182, 0.951827, 1.032461, 1.227371, 0.788267 ], [ 376, 188, 188, 376, 188, 188 ], [ 189, 84, 105, 189, 84, 105 ], [ 187, 104, 83, 187, 104, 83 ], [ 50.265957, 44.680851, 55.851064, 50.265957, 44.680851, 55.851064 ], [ 2.037468, 3.811082, 0.752397, 1.021536, 1.519603, 0.623106 ], [ 803324, 803324, 63500, 2088613, 2088613, 473709 ], [ -42819, -42819, -35482, -514488, -487482, -514488 ], [ 28, 30, 25, 28, 30, 25 ], [ 34, 42, 28, 34, 42, 28 ], [ 22, 21, 22, 22, 21, 22 ], [ 10691, 5822, 4869, 10691, 5822, 4869 ], [ 0, 14.200982, 0, 0, 14.200982, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360743, 325800, -579312, -428947, -167, -579312 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10946, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758358164864, "expiration_time": 1763083872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 168 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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) |
---|