Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153292.5014 | 88517.5972 | 64774.9043 | 193556.8371 | 125567.4957 | 67989.3414 |
Total P&L (%) | 153.2925 | 88.5176 | 64.7749 | 193.5568 | 125.5675 | 67.9893 |
Avg Daily Profit (%) | 0.2943 | 0.17 | 0.1244 | 0.207 | 0.1563 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39922 | -40443 | -49933 | -78397 | -92080 | -99645 |
Profit Factor | 1.3746 | 1.4358 | 1.3142 | 1.2527 | 1.3417 | 1.1707 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 53.0726 | 52.809 | 53.3333 | 53.0726 | 52.809 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2154 | 1.2831 | 1.1499 | 1.1077 | 1.1989 | 1.0243 |
Largest Winning Trade | 20261 | 20261 | 20157 | 41738 | 37796 | 41738 |
Largest Losing Trade | -23450 | -17469 | -23450 | -36826 | -31328 | -36826 |
Avg Bars in Trades | 137 | 147 | 128 | 137 | 147 | 128 |
Avg Bars in Winners | 152 | 159 | 144 | 152 | 159 | 144 |
Avg Bars in Losers | 121 | 133 | 109 | 121 | 133 | 109 |
Bars Traded | 24650 | 13099 | 11550 | 24650 | 13099 | 11550 |
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 | 350416 | 279261 | -27608 | 296733 | 254341 | -93321 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713205800000, "first_datapoint_time": 1713614400000, "last_datapoint_time": 1758204000000, "evaluation_time": 1758205471314, "expiration_time": 1764684000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "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": [ [ 153292.5014223988, 88517.5971680614, 64774.9042543374, 193556.8370749136, 125567.4956735967, 67989.3414013169 ], [ 153.292501, 88.517597, 64.774904, 193.556837, 125.567496, 67.989341 ], [ 0.294323, 0.169955, 0.124369, 0.20698, 0.156305, 0.099646 ], [ 10, 10, 10, 10, 10, 10 ], [ -39922, -40443, -49933, -78397, -92080, -99645 ], [ 1.374572, 1.435833, 1.314216, 1.252717, 1.341651, 1.170668 ], [ 179, 89, 90, 179, 89, 90 ], [ 95, 47, 48, 95, 47, 48 ], [ 84, 42, 42, 84, 42, 42 ], [ 53.072626, 52.808989, 53.333333, 53.072626, 52.808989, 53.333333 ], [ 1.215411, 1.283085, 1.149939, 1.107665, 1.198922, 1.024334 ], [ 20261, 20261, 20157, 41738, 37796, 41738 ], [ -23450, -17469, -23450, -36826, -31328, -36826 ], [ 137, 147, 128, 137, 147, 128 ], [ 152, 159, 144, 152, 159, 144 ], [ 121, 133, 109, 121, 133, 109 ], [ 24650, 13099, 11550, 24650, 13099, 11550 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350416, 279261, -27608, 296733, 254341, -93321 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713205800000, "first_datapoint_time": 1713614400000, "last_datapoint_time": 1758204000000, "evaluation_time": 1758205471314, "expiration_time": 1764684000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "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) |
---|