Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234009.9492 | 113172.8492 | 120837.0999 | 507470.2338 | 261358.0604 | 246112.1733 |
Total P&L (%) | 234.0099 | 113.1728 | 120.8371 | 507.4702 | 261.3581 | 246.1122 |
Avg Daily Profit (%) | 0.4493 | 0.2173 | 0.232 | 0.347 | 0.247 | 0.2387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32866 | -31544 | -43607 | -151582 | -125608 | -110926 |
Profit Factor | 1.4584 | 1.4167 | 1.5059 | 1.313 | 1.3116 | 1.3145 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 43.75 | 42.5 | 45 | 43.75 | 42.5 | 45 |
Ratio Avg Win / Avg Loss | 1.8751 | 1.9167 | 1.8405 | 1.6882 | 1.7745 | 1.6066 |
Largest Winning Trade | 23891 | 23891 | 20443 | 87622 | 87622 | 79783 |
Largest Losing Trade | -15583 | -14100 | -15583 | -58364 | -58364 | -41058 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 147 | 152 | 142 | 147 | 152 | 142 |
Avg Bars in Losers | 67 | 72 | 62 | 67 | 72 | 62 |
Bars Traded | 24645 | 12821 | 11824 | 24645 | 12821 | 11824 |
Profit Streak | 7.044 | 7.294 | 7.044 | 7.044 | 7.294 | 7.044 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407666 | 238935 | 298179 | 359195 | 224949 | 258125 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712397600000, "first_datapoint_time": 1712687400000, "last_datapoint_time": 1757395800000, "evaluation_time": 1757396000776, "expiration_time": 1763875800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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": [ [ 234009.9491706914, 113172.8492490465, 120837.0999216449, 507470.2337518223, 261358.0604278126, 246112.1733240097 ], [ 234.009949, 113.172849, 120.8371, 507.470234, 261.35806, 246.112173 ], [ 0.449302, 0.217293, 0.232009, 0.346996, 0.246968, 0.238672 ], [ 10, 10, 10, 10, 10, 10 ], [ -32866, -31544, -43607, -151582, -125608, -110926 ], [ 1.458433, 1.416696, 1.505888, 1.313013, 1.311621, 1.314506 ], [ 240, 120, 120, 240, 120, 120 ], [ 105, 51, 54, 105, 51, 54 ], [ 135, 69, 66, 135, 69, 66 ], [ 43.75, 42.5, 45, 43.75, 42.5, 45 ], [ 1.875128, 1.916707, 1.84053, 1.68816, 1.774546, 1.606619 ], [ 23891, 23891, 20443, 87622, 87622, 79783 ], [ -15583, -14100, -15583, -58364, -58364, -41058 ], [ 102, 106, 98, 102, 106, 98 ], [ 147, 152, 142, 147, 152, 142 ], [ 67, 72, 62, 67, 72, 62 ], [ 24645, 12821, 11824, 24645, 12821, 11824 ], [ 7.04399, 7.29399, 7.04399, 7.04399, 7.29399, 7.04399 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407666, 238935, 298179, 359195, 224949, 258125 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712397600000, "first_datapoint_time": 1712687400000, "last_datapoint_time": 1757395800000, "evaluation_time": 1757396000776, "expiration_time": 1763875800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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) |
---|