Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89247.1524 | 45959.8221 | 43287.3304 | 6072.693 | 29087.4946 | -23014.8017 |
Total P&L (%) | 89.2472 | 45.9598 | 43.2873 | 6.0727 | 29.0875 | -23.0148 |
Avg Daily Profit (%) | 0.1714 | 0.0882 | 0.0831 | 0.0113 | 0.049 | -0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98578 | -20190 | -88369 | -147589 | -36656 | -123590 |
Profit Factor | 1.3282 | 1.4945 | 1.2419 | 1.0176 | 1.2661 | 0.9026 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 77.5934 | 74.3802 | 80.8333 | 77.5934 | 74.3802 | 80.8333 |
Ratio Avg Win / Avg Loss | 0.3836 | 0.5148 | 0.2945 | 0.2938 | 0.4361 | 0.214 |
Largest Winning Trade | 14949 | 11783 | 14949 | 15165 | 15165 | 13575 |
Largest Losing Trade | -73601 | -20190 | -73601 | -98245 | -36656 | -98245 |
Avg Bars in Trades | 97 | 43 | 152 | 97 | 43 | 152 |
Avg Bars in Winners | 52 | 21 | 80 | 52 | 21 | 80 |
Avg Bars in Losers | 256 | 104 | 459 | 256 | 104 | 459 |
Bars Traded | 23569 | 5223 | 18346 | 23569 | 5223 | 18346 |
Profit Streak | 30.6948 | 30.7573 | 30.6948 | 30.6948 | 30.7573 | 30.6948 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423746 | -73137 | -81413 | -540552 | -128311 | -576333 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713441600000, "first_datapoint_time": 1714210200000, "last_datapoint_time": 1758439800000, "evaluation_time": 1758440427578, "expiration_time": 1764919800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 246, "offset": 182 } } }
{ "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": [ [ 89247.152427593, 45959.8220543722, 43287.3303732208, 6072.6929986289, 29087.4946494216, -23014.8016507927 ], [ 89.247152, 45.959822, 43.28733, 6.072693, 29.087495, -23.014802 ], [ 0.171356, 0.088243, 0.083112, 0.01132, 0.049034, -0.050207 ], [ 10, 10, 10, 10, 10, 10 ], [ -98578, -20190, -88369, -147589, -36656, -123590 ], [ 1.328221, 1.494504, 1.241869, 1.01757, 1.266056, 0.902604 ], [ 241, 121, 120, 241, 121, 120 ], [ 187, 90, 97, 187, 90, 97 ], [ 54, 31, 23, 54, 31, 23 ], [ 77.593361, 74.380165, 80.833333, 77.593361, 74.380165, 80.833333 ], [ 0.38355, 0.514774, 0.294464, 0.293844, 0.436086, 0.214019 ], [ 14949, 11783, 14949, 15165, 15165, 13575 ], [ -73601, -20190, -73601, -98245, -36656, -98245 ], [ 97, 43, 152, 97, 43, 152 ], [ 52, 21, 80, 52, 21, 80 ], [ 256, 104, 459, 256, 104, 459 ], [ 23569, 5223, 18346, 23569, 5223, 18346 ], [ 30.694763, 30.757264, 30.694763, 30.694764, 30.757264, 30.694764 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423746, -73137, -81413, -540552, -128311, -576333 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713441600000, "first_datapoint_time": 1714210200000, "last_datapoint_time": 1758439800000, "evaluation_time": 1758440427578, "expiration_time": 1764919800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 246, "offset": 182 } } }
# | 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) |
---|