Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1074879.5437 | 163799.6888 | -1238679.2324 | 6574642.2571 | 3739738.7112 | 2834903.5459 |
Total P&L (%) | -1074.8795 | 163.7997 | -1238.6792 | 6574.6423 | 3739.7387 | 2834.9035 |
Avg Daily Profit (%) | -0.5919 | 0.0902 | -0.6821 | 0.2316 | 0.2011 | 0.1863 |
Buy And Hold Return (%) | 555.779 | 555.779 | 555.779 | 555.779 | 555.779 | 555.779 |
Max Trade Drawdown | -1467230 | -87721 | -1389814 | -1585175 | -1274534 | -1561249 |
Profit Factor | 0.399 | 1.7086 | 0.2046 | 1.9055 | 2.3628 | 1.6276 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 15 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 48.4848 | 52.9412 | 50.7463 | 45.4545 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.3872 | 1.8154 | 0.1818 | 1.8494 | 2.8354 | 1.285 |
Largest Winning Trade | 85915 | 85915 | 38376 | 1306198 | 1185743 | 1306198 |
Largest Losing Trade | -910346 | -68838 | -910346 | -1232708 | -1232708 | -806878 |
Avg Bars in Trades | 107 | 72 | 141 | 107 | 72 | 141 |
Avg Bars in Winners | 115 | 85 | 142 | 129 | 89 | 161 |
Avg Bars in Losers | 98 | 60 | 139 | 84 | 58 | 115 |
Bars Traded | 7191 | 2391 | 4800 | 7191 | 2391 | 4800 |
Profit Streak | 0 | 147.9628 | 0 | 0 | 147.9628 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701681 | -234733 | -580413 | -108977 | 415320 | 337318 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 1816, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757653584446, "expiration_time": 1762342272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "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": [ [ -1074879.543650196, 163799.6887990359, -1238679.2324492321, 6574642.257072106, 3739738.711199118, 2834903.5458729877 ], [ -1074.879544, 163.799689, -1238.679232, 6574.642257, 3739.738711, 2834.903546 ], [ -0.591894, 0.090198, -0.682092, 0.231595, 0.201082, 0.186256 ], [ 555.77901, 555.77901, 555.77901, 555.77901, 555.77901, 555.77901 ], [ -1467230, -87721, -1389814, -1585175, -1274534, -1561249 ], [ 0.398965, 1.708644, 0.204565, 1.905489, 2.362812, 1.627643 ], [ 67, 33, 34, 67, 33, 34 ], [ 34, 16, 18, 34, 15, 19 ], [ 33, 17, 16, 33, 18, 15 ], [ 50.746269, 48.484848, 52.941176, 50.746269, 45.454545, 55.882353 ], [ 0.38723, 1.815434, 0.181836, 1.849445, 2.835375, 1.284982 ], [ 85915, 85915, 38376, 1306198, 1185743, 1306198 ], [ -910346, -68838, -910346, -1232708, -1232708, -806878 ], [ 107, 72, 141, 107, 72, 141 ], [ 115, 85, 142, 129, 89, 161 ], [ 98, 60, 139, 84, 58, 115 ], [ 7191, 2391, 4800, 7191, 2391, 4800 ], [ 0, 147.962783, 0, 0, 147.962783, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -701681, -234733, -580413, -108977, 415320, 337318 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 1816, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757653584446, "expiration_time": 1762342272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "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) |
---|