Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154509.4253 | 74032.2819 | 80477.1434 | 161025.227 | 66933.2782 | 94091.9488 |
Total P&L (%) | 154.5094 | 74.0323 | 80.4771 | 161.0252 | 66.9333 | 94.0919 |
Avg Daily Profit (%) | 0.2967 | 0.1421 | 0.1545 | 0.1844 | 0.0984 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34500 | -38309 | -50354 | -108476 | -117046 | -97065 |
Profit Factor | 1.2297 | 1.214 | 1.2464 | 1.1071 | 1.087 | 1.1282 |
Total Trades | 471 | 235 | 236 | 471 | 235 | 236 |
Winning Trades | 204 | 95 | 109 | 204 | 95 | 109 |
Losing Trades | 267 | 140 | 127 | 267 | 140 | 127 |
Profitability (%) | 43.3121 | 40.4255 | 46.1864 | 43.3121 | 40.4255 | 46.1864 |
Ratio Avg Win / Avg Loss | 1.6095 | 1.7891 | 1.4522 | 1.449 | 1.6019 | 1.3145 |
Largest Winning Trade | 32351 | 32351 | 28654 | 73113 | 73113 | 39243 |
Largest Losing Trade | -16965 | -13803 | -16965 | -45374 | -45374 | -42551 |
Avg Bars in Trades | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 24829 | 12292 | 12537 | 24829 | 12292 | 12537 |
Profit Streak | 0 | 2.7661 | 0 | 0 | 2.7661 | 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 | 306165 | -7598 | 202183 | -95929 | -190498 | -103778 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712264400000, "first_datapoint_time": 1712482200000, "last_datapoint_time": 1757262600000, "evaluation_time": 1757263988036, "expiration_time": 1763742600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 122, "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": [ [ 154509.4253074374, 74032.2819215058, 80477.1433859314, 161025.2270264375, 66933.2782347813, 94091.9487916562 ], [ 154.509425, 74.032282, 80.477143, 161.025227, 66.933278, 94.091949 ], [ 0.29666, 0.142143, 0.154517, 0.184385, 0.098434, 0.127409 ], [ 10, 10, 10, 10, 10, 10 ], [ -34500, -38309, -50354, -108476, -117046, -97065 ], [ 1.229738, 1.214003, 1.246405, 1.107108, 1.086972, 1.128226 ], [ 471, 235, 236, 471, 235, 236 ], [ 204, 95, 109, 204, 95, 109 ], [ 267, 140, 127, 267, 140, 127 ], [ 43.312102, 40.425532, 46.186441, 43.312102, 40.425532, 46.186441 ], [ 1.60951, 1.789057, 1.452233, 1.449009, 1.601854, 1.314539 ], [ 32351, 32351, 28654, 73113, 73113, 39243 ], [ -16965, -13803, -16965, -45374, -45374, -42551 ], [ 52, 52, 53, 52, 52, 53 ], [ 75, 76, 74, 75, 76, 74 ], [ 35, 36, 35, 35, 36, 35 ], [ 24829, 12292, 12537, 24829, 12292, 12537 ], [ 0, 2.766065, 0, 0, 2.766065, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306165, -7598, 202183, -95929, -190498, -103778 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712264400000, "first_datapoint_time": 1712482200000, "last_datapoint_time": 1757262600000, "evaluation_time": 1757263988036, "expiration_time": 1763742600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 122, "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) |
---|