Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120131.4299 | 1066796.2277 | 53335.2022 | 3041250.7808 | 3018056.8142 | 23193.9666 |
Total P&L (%) | 1120.1314 | 1066.7962 | 53.3352 | 3041.2508 | 3018.0568 | 23.194 |
Avg Daily Profit (%) | 0.6173 | 0.5879 | 0.0294 | 0.1902 | 0.1898 | 0.0115 |
Buy And Hold Return (%) | 666.7463 | 666.7463 | 666.7463 | 666.7463 | 666.7463 | 666.7463 |
Max Trade Drawdown | -111079 | -87229 | -90237 | -1336719 | -1082689 | -1279273 |
Profit Factor | 2.9247 | 4.7678 | 1.1785 | 1.4214 | 1.9246 | 1.0059 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 53.3835 | 51.5152 | 55.2239 | 53.3835 | 51.5152 | 55.2239 |
Ratio Avg Win / Avg Loss | 2.554 | 4.4874 | 0.9555 | 1.2412 | 1.8114 | 0.8156 |
Largest Winning Trade | 505375 | 505375 | 72313 | 1399686 | 1399686 | 1299971 |
Largest Losing Trade | -40483 | -40483 | -37590 | -616994 | -381699 | -616994 |
Avg Bars in Trades | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Winners | 75 | 68 | 82 | 75 | 68 | 82 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 7069 | 3222 | 3847 | 7069 | 3222 | 3847 |
Profit Streak | 0 | 13.05 | 0 | 0 | 13.05 | 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 | 322489 | -113953 | -461269 | 282486 | -113525 | -675000 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7258, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604188800000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757509920593, "expiration_time": 1762208784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1120131.429896562, 1066796.2276701292, 53335.2022264329, 3041250.780824766, 3018056.8141751294, 23193.9666496363 ], [ 1120.13143, 1066.796228, 53.335202, 3041.250781, 3018.056814, 23.193967 ], [ 0.617322, 0.587928, 0.029394, 0.190162, 0.189752, 0.011496 ], [ 666.746282, 666.746282, 666.746282, 666.746282, 666.746282, 666.746282 ], [ -111079, -87229, -90237, -1336719, -1082689, -1279273 ], [ 2.924705, 4.767839, 1.178472, 1.421354, 1.924643, 1.005866 ], [ 133, 66, 67, 133, 66, 67 ], [ 71, 34, 37, 71, 34, 37 ], [ 62, 32, 30, 62, 32, 30 ], [ 53.383459, 51.515152, 55.223881, 53.383459, 51.515152, 55.223881 ], [ 2.553968, 4.487378, 0.955518, 1.241182, 1.811429, 0.815567 ], [ 505375, 505375, 72313, 1399686, 1399686, 1299971 ], [ -40483, -40483, -37590, -616994, -381699, -616994 ], [ 53, 48, 57, 53, 48, 57 ], [ 75, 68, 82, 75, 68, 82 ], [ 27, 27, 26, 27, 27, 26 ], [ 7069, 3222, 3847, 7069, 3222, 3847 ], [ 0, 13.050007, 0, 0, 13.050007, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322489, -113953, -461269, 282486, -113525, -675000 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7258, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604188800000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757509920593, "expiration_time": 1762208784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|