Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1238737.2446 | -34882.0628 | -1203855.1818 | -431055.9758 | -6112850.0367 | 5681794.0609 |
Total P&L (%) | -1238.7372 | -34.8821 | -1203.8552 | -431.056 | -6112.85 | 5681.7941 |
Avg Daily Profit (%) | -0.6803 | -0.0192 | -0.6611 | 0 | 0 | 0.2231 |
Buy And Hold Return (%) | 638.8784 | 638.8784 | 638.8784 | 638.8784 | 638.8784 | 638.8784 |
Max Trade Drawdown | -1255256 | -184978 | -1218647 | -13072114 | -9864979 | -3307291 |
Profit Factor | 0.3169 | 0.8939 | 0.1892 | 0.9799 | 0.5131 | 1.6393 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 17 | 17 | 31 | 15 | 16 |
Losing Trades | 30 | 15 | 15 | 33 | 17 | 16 |
Profitability (%) | 53.125 | 53.125 | 53.125 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 0.2796 | 0.7887 | 0.1669 | 1.0431 | 0.5815 | 1.6393 |
Largest Winning Trade | 58569 | 58569 | 31057 | 8844896 | 1811048 | 8844896 |
Largest Losing Trade | -622216 | -77066 | -622216 | -8992044 | -8992044 | -2381151 |
Avg Bars in Trades | 111 | 113 | 109 | 111 | 113 | 109 |
Avg Bars in Winners | 62 | 63 | 62 | 115 | 116 | 114 |
Avg Bars in Losers | 166 | 170 | 162 | 107 | 111 | 104 |
Bars Traded | 7139 | 3638 | 3501 | 7139 | 3638 | 3501 |
Profit Streak | 0 | 0 | 0 | 31.6578 | 31.6578 | 163.9078 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723872 | -580405 | -580405 | -722220 | -581485 | 455763 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7284, "evaluation_days": 1821, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601704800000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758080838011, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 3.49513 } }, "second_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } } }
{ "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": [ [ -1238737.2445823804, -34882.0628044157, -1203855.1817779648, -431055.9758335965, -6112850.036694757, 5681794.060861162 ], [ -1238.737245, -34.882063, -1203.855182, -431.055976, -6112.850037, 5681.794061 ], [ -0.680251, -0.019155, -0.661096, 0, 0, 0.223054 ], [ 638.878431, 638.878431, 638.878431, 638.878431, 638.878431, 638.878431 ], [ -1255256, -184978, -1218647, -13072114, -9864979, -3307291 ], [ 0.316908, 0.893866, 0.189196, 0.979897, 0.51309, 1.639299 ], [ 64, 32, 32, 64, 32, 32 ], [ 34, 17, 17, 31, 15, 16 ], [ 30, 15, 15, 33, 17, 16 ], [ 53.125, 53.125, 53.125, 48.4375, 46.875, 50 ], [ 0.279625, 0.788705, 0.166937, 1.043116, 0.581502, 1.639299 ], [ 58569, 58569, 31057, 8844896, 1811048, 8844896 ], [ -622216, -77066, -622216, -8992044, -8992044, -2381151 ], [ 111, 113, 109, 111, 113, 109 ], [ 62, 63, 62, 115, 116, 114 ], [ 166, 170, 162, 107, 111, 104 ], [ 7139, 3638, 3501, 7139, 3638, 3501 ], [ 0, 0, 0, 31.657847, 31.657847, 163.907847 ], [ 0, 0, 0, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -723872, -580405, -580405, -722220, -581485, 455763 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7284, "evaluation_days": 1821, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601704800000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758080838011, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 3.49513 } }, "second_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } } }
# | 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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