Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190667.3453 | 109477.4258 | 81189.9195 | 294608.6682 | 178262.149 | 116346.5192 |
Total P&L (%) | 190.6673 | 109.4774 | 81.1899 | 294.6087 | 178.2621 | 116.3465 |
Avg Daily Profit (%) | 0.3661 | 0.2102 | 0.1559 | 0.2639 | 0.1967 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49659 | -48053 | -54375 | -101261 | -97811 | -73764 |
Profit Factor | 1.3789 | 1.4154 | 1.3389 | 1.355 | 1.4061 | 1.2976 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 49.1597 | 47.8992 | 50.4202 | 49.1597 | 47.8992 | 50.4202 |
Ratio Avg Win / Avg Loss | 1.4261 | 1.5395 | 1.3166 | 1.4013 | 1.5295 | 1.276 |
Largest Winning Trade | 24788 | 24788 | 18420 | 61791 | 61791 | 36323 |
Largest Losing Trade | -22975 | -22975 | -18008 | -31554 | -31554 | -29657 |
Avg Bars in Trades | 102 | 110 | 94 | 102 | 110 | 94 |
Avg Bars in Winners | 127 | 138 | 116 | 127 | 138 | 116 |
Avg Bars in Losers | 77 | 83 | 71 | 77 | 83 | 71 |
Bars Traded | 24311 | 13103 | 11208 | 24311 | 13103 | 11208 |
Profit Streak | 13.132 | 13.132 | 28.7778 | 13.132 | 13.132 | 28.7778 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414818 | 326317 | 300613 | 378114 | 320122 | 207119 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712880000000, "first_datapoint_time": 1713306600000, "last_datapoint_time": 1757878200000, "evaluation_time": 1757878804549, "expiration_time": 1764358200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 1.13966 } } }
{ "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": [ [ 190667.3453104248, 109477.4258425874, 81189.9194678373, 294608.6682435507, 178262.1490208485, 116346.5192227021 ], [ 190.667345, 109.477426, 81.189919, 294.608668, 178.262149, 116.346519 ], [ 0.366084, 0.210198, 0.155886, 0.263912, 0.196686, 0.148279 ], [ 10, 10, 10, 10, 10, 10 ], [ -49659, -48053, -54375, -101261, -97811, -73764 ], [ 1.378942, 1.415371, 1.338868, 1.355002, 1.406109, 1.297617 ], [ 238, 119, 119, 238, 119, 119 ], [ 117, 57, 60, 117, 57, 60 ], [ 121, 62, 59, 121, 62, 59 ], [ 49.159664, 47.89916, 50.420168, 49.159664, 47.89916, 50.420168 ], [ 1.426085, 1.539527, 1.316553, 1.401327, 1.529452, 1.27599 ], [ 24788, 24788, 18420, 61791, 61791, 36323 ], [ -22975, -22975, -18008, -31554, -31554, -29657 ], [ 102, 110, 94, 102, 110, 94 ], [ 127, 138, 116, 127, 138, 116 ], [ 77, 83, 71, 77, 83, 71 ], [ 24311, 13103, 11208, 24311, 13103, 11208 ], [ 13.131997, 13.131997, 28.77783, 13.131997, 13.131997, 28.77783 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414818, 326317, 300613, 378114, 320122, 207119 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712880000000, "first_datapoint_time": 1713306600000, "last_datapoint_time": 1757878200000, "evaluation_time": 1757878804549, "expiration_time": 1764358200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 1.13966 } } }
# | 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) |
---|