Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160189.174 | 103917.7244 | 56271.4495 | 182568.9895 | 134808.4029 | 47760.5866 |
Total P&L (%) | 160.1892 | 103.9177 | 56.2715 | 182.569 | 134.8084 | 47.7606 |
Avg Daily Profit (%) | 0.3076 | 0.1995 | 0.108 | 0.1996 | 0.164 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47809 | -45025 | -52733 | -157848 | -118235 | -172460 |
Profit Factor | 1.2207 | 1.2794 | 1.159 | 1.1175 | 1.1746 | 1.0611 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 230 | 113 | 117 | 230 | 113 | 117 |
Losing Trades | 255 | 130 | 125 | 255 | 130 | 125 |
Profitability (%) | 47.4227 | 46.5021 | 48.3471 | 47.4227 | 46.5021 | 48.3471 |
Ratio Avg Win / Avg Loss | 1.3533 | 1.4719 | 1.2382 | 1.2389 | 1.3513 | 1.1336 |
Largest Winning Trade | 24408 | 24408 | 17500 | 54029 | 54029 | 46164 |
Largest Losing Trade | -19619 | -19619 | -12989 | -61941 | -61941 | -37566 |
Avg Bars in Trades | 51 | 53 | 48 | 51 | 53 | 48 |
Avg Bars in Winners | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Losers | 42 | 44 | 39 | 42 | 44 | 39 |
Bars Traded | 24858 | 13072 | 11786 | 24858 | 13072 | 11786 |
Profit Streak | 6.1325 | 6.1325 | 7.1533 | 6.1325 | 6.1325 | 7.1533 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369758 | 254057 | -95162 | -81563 | -21669 | -247526 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714273200000, "first_datapoint_time": 1714492800000, "last_datapoint_time": 1759271400000, "evaluation_time": 1759272046679, "expiration_time": 1765751400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 26, "offset": 85 } }, "second_band": { "type": "rma", "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": [ [ 160189.1739582328, 103917.7244179234, 56271.4495403092, 182568.9895468999, 134808.4029151372, 47760.5866317624 ], [ 160.189174, 103.917724, 56.27145, 182.56899, 134.808403, 47.760587 ], [ 0.307565, 0.199523, 0.108042, 0.199641, 0.164027, 0.07499 ], [ 10, 10, 10, 10, 10, 10 ], [ -47809, -45025, -52733, -157848, -118235, -172460 ], [ 1.220657, 1.279386, 1.158953, 1.117467, 1.174602, 1.061065 ], [ 485, 243, 242, 485, 243, 242 ], [ 230, 113, 117, 230, 113, 117 ], [ 255, 130, 125, 255, 130, 125 ], [ 47.42268, 46.502058, 48.347107, 47.42268, 46.502058, 48.347107 ], [ 1.353337, 1.47186, 1.238197, 1.238931, 1.351312, 1.133617 ], [ 24408, 24408, 17500, 54029, 54029, 46164 ], [ -19619, -19619, -12989, -61941, -61941, -37566 ], [ 51, 53, 48, 51, 53, 48 ], [ 61, 64, 58, 61, 64, 58 ], [ 42, 44, 39, 42, 44, 39 ], [ 24858, 13072, 11786, 24858, 13072, 11786 ], [ 6.132484, 6.132484, 7.153318, 6.132485, 6.132485, 7.153318 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369758, 254057, -95162, -81563, -21669, -247526 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714273200000, "first_datapoint_time": 1714492800000, "last_datapoint_time": 1759271400000, "evaluation_time": 1759272046679, "expiration_time": 1765751400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 26, "offset": 85 } }, "second_band": { "type": "rma", "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) |
---|