Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122408.0545 | 68465.2556 | 53942.799 | 106107.0536 | 71719.2553 | 34387.7983 |
Total P&L (%) | 122.4081 | 68.4653 | 53.9428 | 106.1071 | 71.7193 | 34.3878 |
Avg Daily Profit (%) | 0.235 | 0.1315 | 0.1036 | 0.139 | 0.1039 | 0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57186 | -42103 | -44688 | -89089 | -37348 | -84054 |
Profit Factor | 1.3572 | 1.4342 | 1.2916 | 1.2835 | 1.4711 | 1.1549 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 58.2734 | 52.8571 | 63.7681 | 58.2734 | 52.8571 | 63.7681 |
Ratio Avg Win / Avg Loss | 0.9718 | 1.2791 | 0.7339 | 0.9191 | 1.3121 | 0.6562 |
Largest Winning Trade | 24117 | 24117 | 23401 | 21019 | 19663 | 21019 |
Largest Losing Trade | -36098 | -22373 | -36098 | -75460 | -19683 | -75460 |
Avg Bars in Trades | 176 | 188 | 164 | 176 | 188 | 164 |
Avg Bars in Winners | 136 | 152 | 123 | 136 | 152 | 123 |
Avg Bars in Losers | 232 | 229 | 235 | 232 | 229 | 235 |
Bars Traded | 24525 | 13200 | 11325 | 24525 | 13200 | 11325 |
Profit Streak | 26.3226 | 26.3226 | 32.1142 | 26.3226 | 26.3226 | 32.1142 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331678 | -109608 | -156345 | -6687 | -146063 | -270597 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712804400000, "first_datapoint_time": 1713211200000, "last_datapoint_time": 1757802600000, "evaluation_time": 1757803469969, "expiration_time": 1764282600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "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": [ [ 122408.0545039519, 68465.2555517566, 53942.7989521953, 106107.053581673, 71719.2553104468, 34387.7982712263 ], [ 122.408055, 68.465256, 53.942799, 106.107054, 71.719255, 34.387798 ], [ 0.235025, 0.131454, 0.103571, 0.138957, 0.103867, 0.056764 ], [ 10, 10, 10, 10, 10, 10 ], [ -57186, -42103, -44688, -89089, -37348, -84054 ], [ 1.357231, 1.434172, 1.291636, 1.283515, 1.471133, 1.15488 ], [ 139, 70, 69, 139, 70, 69 ], [ 81, 37, 44, 81, 37, 44 ], [ 58, 33, 25, 58, 33, 25 ], [ 58.273381, 52.857143, 63.768116, 58.273381, 52.857143, 63.768116 ], [ 0.971844, 1.279126, 0.733884, 0.91906, 1.312092, 0.656182 ], [ 24117, 24117, 23401, 21019, 19663, 21019 ], [ -36098, -22373, -36098, -75460, -19683, -75460 ], [ 176, 188, 164, 176, 188, 164 ], [ 136, 152, 123, 136, 152, 123 ], [ 232, 229, 235, 232, 229, 235 ], [ 24525, 13200, 11325, 24525, 13200, 11325 ], [ 26.322569, 26.322569, 32.114236, 26.322569, 26.322569, 32.114236 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331678, -109608, -156345, -6687, -146063, -270597 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712804400000, "first_datapoint_time": 1713211200000, "last_datapoint_time": 1757802600000, "evaluation_time": 1757803469969, "expiration_time": 1764282600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "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) |
---|