Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522897.8282 | 1400809.448 | 122088.3802 | 10957763.3362 | 11609880.7012 | -652117.365 |
Total P&L (%) | 1522.8978 | 1400.8094 | 122.0884 | 10957.7633 | 11609.8807 | -652.1174 |
Avg Daily Profit (%) | 0.836 | 0.7689 | 0.067 | 0.2586 | 0.2618 | 0 |
Buy And Hold Return (%) | 652.2821 | 652.2821 | 652.2821 | 652.2821 | 652.2821 | 652.2821 |
Max Trade Drawdown | -133640 | -76127 | -96225 | -16355603 | -11237175 | -14555671 |
Profit Factor | 2.4919 | 3.8272 | 1.2324 | 1.1445 | 1.321 | 0.9836 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 35.8255 | 33.75 | 37.8882 | 35.8255 | 33.75 | 37.8882 |
Ratio Avg Win / Avg Loss | 4.4637 | 7.5127 | 2.0203 | 2.0501 | 2.593 | 1.6124 |
Largest Winning Trade | 839864 | 839864 | 54787 | 13659333 | 13659333 | 4737648 |
Largest Losing Trade | -21579 | -16093 | -21579 | -5254946 | -3175359 | -5254946 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 7165 | 3806 | 3359 | 7165 | 3806 | 3359 |
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 | 350398 | 294164 | -272590 | -55535 | 148686 | -582144 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7287, "evaluation_days": 1821.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1758132000000, "evaluation_time": 1758138265607, "expiration_time": 1762853976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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": [ [ 1522897.8282016544, 1400809.4480003081, 122088.3802013453, 10957763.336231561, 11609880.701202776, -652117.364971215 ], [ 1522.897828, 1400.809448, 122.08838, 10957.763336, 11609.880701, -652.117365 ], [ 0.835953, 0.768936, 0.067017, 0.258641, 0.261795, 0 ], [ 652.282106, 652.282106, 652.282106, 652.282106, 652.282106, 652.282106 ], [ -133640, -76127, -96225, -16355603, -11237175, -14555671 ], [ 2.491863, 3.827234, 1.232402, 1.144452, 1.320985, 0.983569 ], [ 321, 160, 161, 321, 160, 161 ], [ 115, 54, 61, 115, 54, 61 ], [ 206, 106, 100, 206, 106, 100 ], [ 35.825545, 33.75, 37.888199, 35.825545, 33.75, 37.888199 ], [ 4.463686, 7.512719, 2.020331, 2.050062, 2.593044, 1.612408 ], [ 839864, 839864, 54787, 13659333, 13659333, 4737648 ], [ -21579, -16093, -21579, -5254946, -3175359, -5254946 ], [ 22, 23, 20, 22, 23, 20 ], [ 42, 46, 39, 42, 46, 39 ], [ 10, 12, 9, 10, 12, 9 ], [ 7165, 3806, 3359, 7165, 3806, 3359 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350398, 294164, -272590, -55535, 148686, -582144 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7287, "evaluation_days": 1821.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1758132000000, "evaluation_time": 1758138265607, "expiration_time": 1762853976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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) |
---|