Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229415.5541 | 1256497.5887 | -27082.0346 | 347345.9625 | 779803.0884 | -432457.1259 |
Total P&L (%) | 1229.4156 | 1256.4976 | -27.082 | 347.346 | 779.8031 | -432.4571 |
Avg Daily Profit (%) | 0.6769 | 0.6918 | -0.0149 | 0.0825 | 0.1198 | 0 |
Buy And Hold Return (%) | 536.9683 | 536.9683 | 536.9683 | 536.9683 | 536.9683 | 536.9683 |
Max Trade Drawdown | -137729 | -100578 | -77241 | -1141347 | -806807 | -498433 |
Profit Factor | 2.7837 | 3.5865 | 0.8669 | 1.0802 | 1.2581 | 0.6697 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 38.3838 | 36.7347 | 40 | 38.3838 | 36.7347 | 40 |
Ratio Avg Win / Avg Loss | 4.4686 | 6.1768 | 1.3003 | 1.734 | 2.1667 | 1.0046 |
Largest Winning Trade | 809625 | 809625 | 43140 | 1131149 | 1131149 | 204442 |
Largest Losing Trade | -45172 | -45172 | -20044 | -320194 | -320194 | -230872 |
Avg Bars in Trades | 70 | 113 | 28 | 70 | 113 | 28 |
Avg Bars in Winners | 106 | 185 | 35 | 106 | 185 | 35 |
Avg Bars in Losers | 47 | 71 | 22 | 47 | 71 | 22 |
Bars Traded | 6959 | 5555 | 1405 | 6959 | 5555 | 1405 |
Profit Streak | 0 | 84.4105 | 0 | 0 | 84.4105 | 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 | 295709 | 355427 | -762777 | -384010 | -61307 | -762777 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7265, "evaluation_days": 1816.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602612000000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757670666877, "expiration_time": 1762364520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 56, "offset": 31 } }, "second_band": { "type": "hma", "factors": { "length": 79, "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": [ [ 1229415.554117826, 1256497.58870704, -27082.0345892135, 347345.9624847706, 779803.0884290085, -432457.125944238 ], [ 1229.415554, 1256.497589, -27.082035, 347.345962, 779.803088, -432.457126 ], [ 0.676898, 0.691809, -0.014911, 0.082521, 0.119798, 0 ], [ 536.968263, 536.968263, 536.968263, 536.968263, 536.968263, 536.968263 ], [ -137729, -100578, -77241, -1141347, -806807, -498433 ], [ 2.783712, 3.58654, 0.866894, 1.080196, 1.258057, 0.669723 ], [ 99, 49, 50, 99, 49, 50 ], [ 38, 18, 20, 38, 18, 20 ], [ 61, 31, 30, 61, 31, 30 ], [ 38.383838, 36.734694, 40, 38.383838, 36.734694, 40 ], [ 4.468591, 6.176819, 1.300341, 1.733999, 2.166655, 1.004585 ], [ 809625, 809625, 43140, 1131149, 1131149, 204442 ], [ -45172, -45172, -20044, -320194, -320194, -230872 ], [ 70, 113, 28, 70, 113, 28 ], [ 106, 185, 35, 106, 185, 35 ], [ 47, 71, 22, 47, 71, 22 ], [ 6959, 5555, 1405, 6959, 5555, 1405 ], [ 0, 84.410496, 0, 0, 84.410496, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 295709, 355427, -762777, -384010, -61307, -762777 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7265, "evaluation_days": 1816.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602612000000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757670666877, "expiration_time": 1762364520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 56, "offset": 31 } }, "second_band": { "type": "hma", "factors": { "length": 79, "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) |
---|