Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250343.7029 | 1208061.3396 | 42282.3633 | 2542011.0253 | 2452897.2863 | 89113.739 |
Total P&L (%) | 1250.3437 | 1208.0613 | 42.2824 | 2542.011 | 2452.8973 | 89.1137 |
Avg Daily Profit (%) | 0.6897 | 0.6664 | 0.0233 | 0.1808 | 0.1789 | 0.0352 |
Buy And Hold Return (%) | 543.7069 | 543.7069 | 543.7069 | 543.7069 | 543.7069 | 543.7069 |
Max Trade Drawdown | -98312 | -60999 | -73111 | -4965505 | -3075826 | -2568045 |
Profit Factor | 3.3547 | 5.7198 | 1.1537 | 1.2335 | 1.4453 | 1.0166 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 38.2353 | 35.2941 | 41.1765 | 38.2353 | 35.2941 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.4191 | 10.4863 | 1.6482 | 1.9926 | 2.6497 | 1.4522 |
Largest Winning Trade | 639861 | 639861 | 77537 | 2851762 | 2851762 | 1396534 |
Largest Losing Trade | -39749 | -24265 | -39749 | -1263155 | -1263155 | -1083948 |
Avg Bars in Trades | 157 | 146 | 167 | 157 | 146 | 167 |
Avg Bars in Winners | 274 | 256 | 288 | 274 | 256 | 288 |
Avg Bars in Losers | 84 | 86 | 82 | 84 | 86 | 82 |
Bars Traded | 10680 | 4988 | 5692 | 10680 | 4988 | 5692 |
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 | -104605 | 331240 | -381249 | -111312 | 87707 | -517458 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602835200000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757364142915, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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": [ [ 1250343.7028597365, 1208061.3395970846, 42282.3632626521, 2542011.0252752425, 2452897.2863079067, 89113.7389673366 ], [ 1250.343703, 1208.06134, 42.282363, 2542.011025, 2452.897286, 89.113739 ], [ 0.689719, 0.666395, 0.023324, 0.180772, 0.178876, 0.035154 ], [ 543.706855, 543.706855, 543.706855, 543.706855, 543.706855, 543.706855 ], [ -98312, -60999, -73111, -4965505, -3075826, -2568045 ], [ 3.354692, 5.719825, 1.153728, 1.233513, 1.4453, 1.016572 ], [ 68, 34, 34, 68, 34, 34 ], [ 26, 12, 14, 26, 12, 14 ], [ 42, 22, 20, 42, 22, 20 ], [ 38.235294, 35.294118, 41.176471, 38.235294, 35.294118, 41.176471 ], [ 5.419118, 10.486346, 1.648183, 1.992599, 2.649717, 1.452245 ], [ 639861, 639861, 77537, 2851762, 2851762, 1396534 ], [ -39749, -24265, -39749, -1263155, -1263155, -1083948 ], [ 157, 146, 167, 157, 146, 167 ], [ 274, 256, 288, 274, 256, 288 ], [ 84, 86, 82, 84, 86, 82 ], [ 10680, 4988, 5692, 10680, 4988, 5692 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -104605, 331240, -381249, -111312, 87707, -517458 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602835200000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757364142915, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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) |
---|