Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230978.0956 | 124098.3127 | 106879.7829 | 421676.6165 | 302379.3383 | 119297.2782 |
Total P&L (%) | 230.9781 | 124.0983 | 106.8798 | 421.6766 | 302.3793 | 119.2973 |
Avg Daily Profit (%) | 0.4435 | 0.2383 | 0.2052 | 0.3177 | 0.2677 | 0.1509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64145 | -53452 | -54831 | -198143 | -138518 | -147044 |
Profit Factor | 1.1774 | 1.203 | 1.1548 | 1.1344 | 1.2102 | 1.0702 |
Total Trades | 1232 | 616 | 616 | 1232 | 616 | 616 |
Winning Trades | 630 | 310 | 320 | 630 | 310 | 320 |
Losing Trades | 602 | 306 | 296 | 602 | 306 | 296 |
Profitability (%) | 51.1364 | 50.3247 | 51.9481 | 51.1364 | 50.3247 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.1251 | 1.1875 | 1.0682 | 1.0839 | 1.1946 | 0.9899 |
Largest Winning Trade | 21556 | 18558 | 21556 | 58670 | 58670 | 47219 |
Largest Losing Trade | -15674 | -15674 | -10959 | -42540 | -42540 | -31613 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 24868 | 11849 | 13020 | 24868 | 11849 | 13020 |
Profit Streak | 0 | 2.7138 | 0 | 0 | 2.7138 | 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 | -9478 | 303709 | -40004 | -57923 | 314336 | -135179 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712615400000, "first_datapoint_time": 1712755800000, "last_datapoint_time": 1757613600000, "evaluation_time": 1757614068435, "expiration_time": 1764093600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.05045 } }, "second_band": { "type": "linreg", "factors": { "length": 79, "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": [ [ 230978.0955763666, 124098.3127098882, 106879.7828664778, 421676.6165202527, 302379.3382881939, 119297.2782320591 ], [ 230.978096, 124.098313, 106.879783, 421.676617, 302.379338, 119.297278 ], [ 0.443481, 0.23827, 0.20521, 0.317666, 0.267667, 0.150884 ], [ 10, 10, 10, 10, 10, 10 ], [ -64145, -53452, -54831, -198143, -138518, -147044 ], [ 1.177414, 1.20301, 1.154757, 1.134351, 1.210199, 1.070172 ], [ 1232, 616, 616, 1232, 616, 616 ], [ 630, 310, 320, 630, 310, 320 ], [ 602, 306, 296, 602, 306, 296 ], [ 51.136364, 50.324675, 51.948052, 51.136364, 50.324675, 51.948052 ], [ 1.125084, 1.187487, 1.068151, 1.083936, 1.194583, 0.989909 ], [ 21556, 18558, 21556, 58670, 58670, 47219 ], [ -15674, -15674, -10959, -42540, -42540, -31613 ], [ 20, 19, 21, 20, 19, 21 ], [ 21, 19, 23, 21, 19, 23 ], [ 18, 18, 18, 18, 18, 18 ], [ 24868, 11849, 13020, 24868, 11849, 13020 ], [ 0, 2.713755, 0, 0, 2.713755, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9478, 303709, -40004, -57923, 314336, -135179 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712615400000, "first_datapoint_time": 1712755800000, "last_datapoint_time": 1757613600000, "evaluation_time": 1757614068435, "expiration_time": 1764093600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.05045 } }, "second_band": { "type": "linreg", "factors": { "length": 79, "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) |
---|