Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302991.5841 | 1341424.958 | -38433.3739 | 131134.2418 | 465250.115 | -334115.8732 |
Total P&L (%) | 1302.9916 | 1341.425 | -38.4334 | 131.1342 | 465.2501 | -334.1159 |
Avg Daily Profit (%) | 0.7187 | 0.7399 | -0.0212 | 0.0462 | 0.0956 | 0 |
Buy And Hold Return (%) | 510.0255 | 510.0255 | 510.0255 | 510.0255 | 510.0255 | 510.0255 |
Max Trade Drawdown | -235736 | -197841 | -62822 | -1862229 | -1491805 | -454299 |
Profit Factor | 2.9298 | 3.7911 | 0.8025 | 1.0392 | 1.1863 | 0.6046 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 40.367 | 33.3333 | 47.2727 | 40.367 | 33.3333 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.3281 | 7.5822 | 0.8951 | 1.5352 | 2.3727 | 0.6743 |
Largest Winning Trade | 702967 | 702967 | 26024 | 1697852 | 1697852 | 112976 |
Largest Losing Trade | -45991 | -45991 | -22305 | -756516 | -756516 | -270452 |
Avg Bars in Trades | 62 | 108 | 16 | 62 | 108 | 16 |
Avg Bars in Winners | 77 | 164 | 16 | 77 | 164 | 16 |
Avg Bars in Losers | 51 | 80 | 16 | 51 | 80 | 16 |
Bars Traded | 6781 | 5866 | 915 | 6781 | 5866 | 915 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399681 | -170693 | -761616 | -476661 | -432406 | -761616 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603044000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757383479297, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 242, "offset": 0, "std": 1.16192 } }, "second_band": { "type": "dcu", "factors": { "length": 78, "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": [ [ 1302991.5841082647, 1341424.9580097522, -38433.3739014879, 131134.2418158145, 465250.1149945282, -334115.8731787135 ], [ 1302.991584, 1341.424958, -38.433374, 131.134242, 465.250115, -334.115873 ], [ 0.718694, 0.739892, -0.021199, 0.046223, 0.095583, 0 ], [ 510.025489, 510.025489, 510.025489, 510.025489, 510.025489, 510.025489 ], [ -235736, -197841, -62822, -1862229, -1491805, -454299 ], [ 2.929769, 3.791107, 0.8025, 1.03924, 1.186331, 0.604563 ], [ 109, 54, 55, 109, 54, 55 ], [ 44, 18, 26, 44, 18, 26 ], [ 65, 36, 29, 65, 36, 29 ], [ 40.366972, 33.333333, 47.272727, 40.366972, 33.333333, 47.272727 ], [ 4.328067, 7.582213, 0.895096, 1.535241, 2.372661, 0.674321 ], [ 702967, 702967, 26024, 1697852, 1697852, 112976 ], [ -45991, -45991, -22305, -756516, -756516, -270452 ], [ 62, 108, 16, 62, 108, 16 ], [ 77, 164, 16, 77, 164, 16 ], [ 51, 80, 16, 51, 80, 16 ], [ 6781, 5866, 915, 6781, 5866, 915 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399681, -170693, -761616, -476661, -432406, -761616 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603044000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757383479297, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 242, "offset": 0, "std": 1.16192 } }, "second_band": { "type": "dcu", "factors": { "length": 78, "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) |
---|