Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075346.9074 | 955573.5936 | 119773.3138 | 14509253.5435 | 10958612.2096 | 3550641.3338 |
Total P&L (%) | 1075.3469 | 955.5736 | 119.7733 | 14509.2535 | 10958.6122 | 3550.6413 |
Avg Daily Profit (%) | 0.5863 | 0.521 | 0.0653 | 0.2721 | 0.2569 | 0.1963 |
Buy And Hold Return (%) | 663.0799 | 663.0799 | 663.0799 | 663.0799 | 663.0799 | 663.0799 |
Max Trade Drawdown | -96413 | -59396 | -75931 | -12758854 | -11341308 | -9170990 |
Profit Factor | 2.5575 | 4.1036 | 1.3131 | 1.3122 | 1.4839 | 1.149 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 45.9677 | 43.5484 | 48.3871 | 45.9677 | 43.5484 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.0062 | 5.3194 | 1.4007 | 1.5424 | 1.9236 | 1.2256 |
Largest Winning Trade | 270275 | 270275 | 77504 | 8802252 | 8802252 | 5367127 |
Largest Losing Trade | -45493 | -25135 | -45493 | -4635710 | -2475332 | -4635710 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 90 | 86 | 94 | 90 | 86 | 94 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 7270 | 3435 | 3835 | 7270 | 3435 | 3835 |
Profit Streak | 23.7281 | 29.2281 | 0 | 23.7281 | 29.2281 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 220010 | -167050 | -426151 | 332273 | -145583 | -204511 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7336, "evaluation_days": 1834, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210108781, "expiration_time": 1763944128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 41, "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": [ [ 1075346.9074409604, 955573.5936379605, 119773.3138029999, 14509253.543485334, 10958612.209649704, 3550641.3338356237 ], [ 1075.346907, 955.573594, 119.773314, 14509.253543, 10958.61221, 3550.641334 ], [ 0.58634, 0.521032, 0.065307, 0.272138, 0.256916, 0.196348 ], [ 663.07991, 663.07991, 663.07991, 663.07991, 663.07991, 663.07991 ], [ -96413, -59396, -75931, -12758854, -11341308, -9170990 ], [ 2.557542, 4.103559, 1.313119, 1.312197, 1.483894, 1.149012 ], [ 124, 62, 62, 124, 62, 62 ], [ 57, 27, 30, 57, 27, 30 ], [ 67, 35, 32, 67, 35, 32 ], [ 45.967742, 43.548387, 48.387097, 45.967742, 43.548387, 48.387097 ], [ 3.006234, 5.319429, 1.400661, 1.542407, 1.923566, 1.225613 ], [ 270275, 270275, 77504, 8802252, 8802252, 5367127 ], [ -45493, -25135, -45493, -4635710, -2475332, -4635710 ], [ 58, 55, 61, 58, 55, 61 ], [ 90, 86, 94, 90, 86, 94 ], [ 31, 31, 31, 31, 31, 31 ], [ 7270, 3435, 3835, 7270, 3435, 3835 ], [ 23.728111, 29.228111, 0, 23.728111, 29.228111, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 220010, -167050, -426151, 332273, -145583, -204511 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7336, "evaluation_days": 1834, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210108781, "expiration_time": 1763944128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 41, "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) |
---|