Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991539.2276 | 1030094.1372 | -38554.9095 | 318556.8714 | 626568.8141 | -308011.9427 |
Total P&L (%) | 991.5392 | 1030.0941 | -38.5549 | 318.5569 | 626.5688 | -308.0119 |
Avg Daily Profit (%) | 0.5473 | 0.5686 | -0.0213 | 0.0791 | 0.1095 | 0 |
Buy And Hold Return (%) | 491.8515 | 491.8515 | 491.8515 | 491.8515 | 491.8515 | 491.8515 |
Max Trade Drawdown | -105497 | -87635 | -134753 | -370409 | -261515 | -383161 |
Profit Factor | 2.7182 | 4.9731 | 0.8787 | 1.1921 | 1.8206 | 0.6557 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 3.0094 | 6.1207 | 0.8787 | 1.3198 | 2.2407 | 0.6557 |
Largest Winning Trade | 586637 | 586637 | 76412 | 369371 | 369371 | 139559 |
Largest Losing Trade | -49845 | -48316 | -49845 | -232204 | -163300 | -232204 |
Avg Bars in Trades | 119 | 114 | 124 | 119 | 114 | 124 |
Avg Bars in Winners | 166 | 164 | 168 | 166 | 164 | 168 |
Avg Bars in Losers | 77 | 74 | 79 | 77 | 74 | 79 |
Bars Traded | 7057 | 3326 | 3731 | 7057 | 3326 | 3731 |
Profit Streak | 53.8845 | 92.8845 | 53.8845 | 53.8845 | 92.8845 | 53.8845 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170094 | 403035 | -580262 | -441897 | -124980 | -580262 |
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{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.63837 } } }
{ "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": [ [ 991539.2276230627, 1030094.1371503612, -38554.9095272987, 318556.8713815245, 626568.8140733455, -308011.9426918209 ], [ 991.539228, 1030.094137, -38.55491, 318.556871, 626.568814, -308.011943 ], [ 0.547283, 0.568563, -0.02128, 0.079051, 0.109521, 0 ], [ 491.851495, 491.851495, 491.851495, 491.851495, 491.851495, 491.851495 ], [ -105497, -87635, -134753, -370409, -261515, -383161 ], [ 2.718152, 4.973067, 0.878692, 1.192106, 1.820586, 0.655726 ], [ 59, 29, 30, 59, 29, 30 ], [ 28, 13, 15, 28, 13, 15 ], [ 31, 16, 15, 31, 16, 15 ], [ 47.457627, 44.827586, 50, 47.457627, 44.827586, 50 ], [ 3.009383, 6.120698, 0.878692, 1.319832, 2.240721, 0.655726 ], [ 586637, 586637, 76412, 369371, 369371, 139559 ], [ -49845, -48316, -49845, -232204, -163300, -232204 ], [ 119, 114, 124, 119, 114, 124 ], [ 166, 164, 168, 166, 164, 168 ], [ 77, 74, 79, 77, 74, 79 ], [ 7057, 3326, 3731, 7057, 3326, 3731 ], [ 53.884465, 92.884466, 53.884465, 53.884466, 92.884466, 53.884466 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170094, 403035, -580262, -441897, -124980, -580262 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603735200000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757279617829, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.63837 } } }
# | 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) |
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