Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984994.9296 | 1027438.8225 | -42443.8929 | 273576.3325 | 581327.9873 | -307751.6549 |
Total P&L (%) | 984.9949 | 1027.4388 | -42.4439 | 273.5763 | 581.328 | -307.7517 |
Avg Daily Profit (%) | 0.5414 | 0.5647 | -0.0233 | 0.0725 | 0.1055 | 0 |
Buy And Hold Return (%) | 549.2027 | 549.2027 | 549.2027 | 549.2027 | 549.2027 | 549.2027 |
Max Trade Drawdown | -192598 | -93488 | -152827 | -790729 | -427685 | -431067 |
Profit Factor | 2.5926 | 4.5277 | 0.8703 | 1.1515 | 1.7242 | 0.6931 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.4901 | 5.9208 | 1.205 | 1.5501 | 2.2548 | 0.9597 |
Largest Winning Trade | 536926 | 536926 | 72333 | 409809 | 409809 | 191572 |
Largest Losing Trade | -55846 | -41595 | -55846 | -186928 | -181947 | -186928 |
Avg Bars in Trades | 172 | 159 | 184 | 172 | 159 | 184 |
Avg Bars in Winners | 279 | 255 | 302 | 279 | 255 | 302 |
Avg Bars in Losers | 93 | 85 | 100 | 93 | 85 | 100 |
Bars Traded | 10511 | 4780 | 5731 | 10511 | 4780 | 5731 |
Profit Streak | 0 | 162.7141 | 0 | 0 | 162.7141 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161512 | 330453 | -582287 | -483844 | -197672 | -583954 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10916, "evaluation_days": 1819.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757927294365, "expiration_time": 1762638912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "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": [ [ 984994.9296203875, 1027438.8225054289, -42443.8928850412, 273576.3324854752, 581327.9873356674, -307751.6548501923 ], [ 984.99493, 1027.438823, -42.443893, 273.576332, 581.327987, -307.751655 ], [ 0.541405, 0.564735, -0.023329, 0.072468, 0.105527, 0 ], [ 549.202733, 549.202733, 549.202733, 549.202733, 549.202733, 549.202733 ], [ -192598, -93488, -152827, -790729, -427685, -431067 ], [ 2.592619, 4.527653, 0.87029, 1.151526, 1.724235, 0.693105 ], [ 61, 30, 31, 61, 30, 31 ], [ 26, 13, 13, 26, 13, 13 ], [ 35, 17, 18, 35, 17, 18 ], [ 42.622951, 43.333333, 41.935484, 42.622951, 43.333333, 41.935484 ], [ 3.490064, 5.920776, 1.205017, 1.550132, 2.254769, 0.959684 ], [ 536926, 536926, 72333, 409809, 409809, 191572 ], [ -55846, -41595, -55846, -186928, -181947, -186928 ], [ 172, 159, 184, 172, 159, 184 ], [ 279, 255, 302, 279, 255, 302 ], [ 93, 85, 100, 93, 85, 100 ], [ 10511, 4780, 5731, 10511, 4780, 5731 ], [ 0, 162.714055, 0, 0, 162.714055, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161512, 330453, -582287, -483844, -197672, -583954 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10916, "evaluation_days": 1819.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757927294365, "expiration_time": 1762638912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "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) |
---|