Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232400.9846 | 1209018.247 | 23382.7376 | 765555.5388 | 2044375.6625 | -1278820.1237 |
Total P&L (%) | 1232.401 | 1209.0182 | 23.3827 | 765.5555 | 2044.3757 | -1278.8201 |
Avg Daily Profit (%) | 0.6771 | 0.6643 | 0.0128 | 0.1187 | 0.1686 | 0 |
Buy And Hold Return (%) | 593.4774 | 593.4774 | 593.4774 | 593.4774 | 593.4774 | 593.4774 |
Max Trade Drawdown | -130389 | -134014 | -69819 | -5575842 | -5167753 | -2381181 |
Profit Factor | 2.9062 | 4.1097 | 1.0907 | 1.0485 | 1.2058 | 0.7816 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 43.9024 | 34.4262 | 53.2258 | 43.9024 | 34.4262 | 53.2258 |
Ratio Avg Win / Avg Loss | 3.7135 | 7.828 | 0.9585 | 1.3397 | 2.2968 | 0.6869 |
Largest Winning Trade | 591198 | 591198 | 44998 | 5509480 | 5509480 | 1138054 |
Largest Losing Trade | -43321 | -43321 | -34804 | -1933067 | -1933067 | -1063917 |
Avg Bars in Trades | 55 | 89 | 21 | 55 | 89 | 21 |
Avg Bars in Winners | 74 | 155 | 23 | 74 | 155 | 23 |
Avg Bars in Losers | 39 | 55 | 18 | 39 | 55 | 18 |
Bars Traded | 6801 | 5485 | 1316 | 6801 | 5485 | 1316 |
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 | 332694 | -155507 | -617336 | -278994 | -162341 | -734262 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 1820, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603670400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757982416827, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.23331 } } }
{ "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": [ [ 1232400.9846137592, 1209018.2470389125, 23382.7375748467, 765555.538760192, 2044375.6624745787, -1278820.123714386 ], [ 1232.400985, 1209.018247, 23.382738, 765.555539, 2044.375662, -1278.820124 ], [ 0.677143, 0.664296, 0.012848, 0.118653, 0.168572, 0 ], [ 593.4774, 593.4774, 593.4774, 593.4774, 593.4774, 593.4774 ], [ -130389, -134014, -69819, -5575842, -5167753, -2381181 ], [ 2.906182, 4.109691, 1.090723, 1.048486, 1.205826, 0.781649 ], [ 123, 61, 62, 123, 61, 62 ], [ 54, 21, 33, 54, 21, 33 ], [ 69, 40, 29, 69, 40, 29 ], [ 43.902439, 34.42623, 53.225806, 43.902439, 34.42623, 53.225806 ], [ 3.713454, 7.827983, 0.958514, 1.339732, 2.296811, 0.686903 ], [ 591198, 591198, 44998, 5509480, 5509480, 1138054 ], [ -43321, -43321, -34804, -1933067, -1933067, -1063917 ], [ 55, 89, 21, 55, 89, 21 ], [ 74, 155, 23, 74, 155, 23 ], [ 39, 55, 18, 39, 55, 18 ], [ 6801, 5485, 1316, 6801, 5485, 1316 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332694, -155507, -617336, -278994, -162341, -734262 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 1820, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603670400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757982416827, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.23331 } } }
# | 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) |
---|