Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1198136.0201 | -40308.0528 | -1157827.9673 | -572303.7459 | -4317360.9466 | 3745057.2007 |
Total P&L (%) | -1198.136 | -40.3081 | -1157.828 | -572.3037 | -4317.3609 | 3745.0572 |
Avg Daily Profit (%) | -0.6604 | -0.0222 | -0.6382 | 0 | 0 | 0.2014 |
Buy And Hold Return (%) | 533.6395 | 533.6395 | 533.6395 | 533.6395 | 533.6395 | 533.6395 |
Max Trade Drawdown | -1272538 | -219235 | -1196448 | -17446116 | -12376266 | -5069850 |
Profit Factor | 0.3122 | 0.8756 | 0.1835 | 0.9753 | 0.6868 | 1.3974 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 61 | 29 | 32 | 48 | 24 | 24 |
Losing Trades | 24 | 14 | 10 | 37 | 19 | 18 |
Profitability (%) | 71.7647 | 67.4419 | 76.1905 | 56.4706 | 55.814 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1228 | 0.4227 | 0.0573 | 0.7518 | 0.5437 | 1.0481 |
Largest Winning Trade | 42973 | 42973 | 28376 | 3857814 | 1510843 | 3857814 |
Largest Losing Trade | -630799 | -75582 | -630799 | -10707131 | -10707131 | -4390419 |
Avg Bars in Trades | 124 | 133 | 114 | 124 | 133 | 114 |
Avg Bars in Winners | 53 | 55 | 51 | 108 | 112 | 104 |
Avg Bars in Losers | 305 | 296 | 318 | 145 | 160 | 129 |
Bars Traded | 10583 | 5758 | 4825 | 10583 | 5758 | 4825 |
Profit Streak | 22.4733 | 151.4733 | 22.4733 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575985 | -577083 | -576791 | -579712 | -579973 | 349118 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603800000000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757488892301, "expiration_time": 1762179120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 213, "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": [ [ -1198136.0201102998, -40308.0528481697, -1157827.9672621298, -572303.7459023974, -4317360.946629141, 3745057.200726747 ], [ -1198.13602, -40.308053, -1157.827967, -572.303746, -4317.360947, 3745.057201 ], [ -0.660432, -0.022218, -0.638214, 0, 0, 0.201362 ], [ 533.639462, 533.639462, 533.639462, 533.639462, 533.639462, 533.639462 ], [ -1272538, -219235, -1196448, -17446116, -12376266, -5069850 ], [ 0.312174, 0.875555, 0.183485, 0.97534, 0.686794, 1.397408 ], [ 85, 43, 42, 85, 43, 42 ], [ 61, 29, 32, 48, 24, 24 ], [ 24, 14, 10, 37, 19, 18 ], [ 71.764706, 67.44186, 76.190476, 56.470588, 55.813953, 57.142857 ], [ 0.122822, 0.422682, 0.057339, 0.751825, 0.543712, 1.048056 ], [ 42973, 42973, 28376, 3857814, 1510843, 3857814 ], [ -630799, -75582, -630799, -10707131, -10707131, -4390419 ], [ 124, 133, 114, 124, 133, 114 ], [ 53, 55, 51, 108, 112, 104 ], [ 305, 296, 318, 145, 160, 129 ], [ 10583, 5758, 4825, 10583, 5758, 4825 ], [ 22.47329, 151.47329, 22.47329, 0, 0, 0 ], [ 3, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575985, -577083, -576791, -579712, -579973, 349118 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603800000000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757488892301, "expiration_time": 1762179120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 213, "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) |
---|