Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1706054.7328 | 1554204.5638 | 151850.169 | 12608075.1321 | 11253759.4271 | 1354315.705 |
Total P&L (%) | 1706.0547 | 1554.2046 | 151.8502 | 12608.0751 | 11253.7594 | 1354.3157 |
Avg Daily Profit (%) | 0.9406 | 0.8569 | 0.0837 | 0.2675 | 0.2612 | 0.1477 |
Buy And Hold Return (%) | 599.7092 | 599.7092 | 599.7092 | 599.7092 | 599.7092 | 599.7092 |
Max Trade Drawdown | -119998 | -69412 | -58927 | -27801914 | -18169408 | -10785081 |
Profit Factor | 5.5144 | 7.4233 | 2.117 | 1.2355 | 1.3459 | 1.0645 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 6.3314 | 9.1364 | 2.2682 | 1.4186 | 1.6564 | 1.1405 |
Largest Winning Trade | 883689 | 883689 | 38602 | 26526859 | 26526859 | 4560752 |
Largest Losing Trade | -40011 | -40011 | -28685 | -10483519 | -10483519 | -4547872 |
Avg Bars in Trades | 117 | 163 | 70 | 117 | 163 | 70 |
Avg Bars in Winners | 159 | 214 | 108 | 159 | 214 | 108 |
Avg Bars in Losers | 80 | 121 | 35 | 80 | 121 | 35 |
Bars Traded | 6788 | 4739 | 2049 | 6788 | 4739 | 2049 |
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 | -162629 | 583304 | -243654 | -172536 | 286914 | -150900 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605506400000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757459248144, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "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": [ [ 1706054.7327871362, 1554204.5637754078, 151850.1690117288, 12608075.132087328, 11253759.427127205, 1354315.7049601097 ], [ 1706.054733, 1554.204564, 151.850169, 12608.075132, 11253.759427, 1354.315705 ], [ 0.940623, 0.856901, 0.083722, 0.267473, 0.261244, 0.14771 ], [ 599.70924, 599.70924, 599.70924, 599.70924, 599.70924, 599.70924 ], [ -119998, -69412, -58927, -27801914, -18169408, -10785081 ], [ 5.514429, 7.423285, 2.116978, 1.235526, 1.345863, 1.064511 ], [ 58, 29, 29, 58, 29, 29 ], [ 27, 13, 14, 27, 13, 14 ], [ 31, 16, 15, 31, 16, 15 ], [ 46.551724, 44.827586, 48.275862, 46.551724, 44.827586, 48.275862 ], [ 6.331382, 9.13635, 2.268191, 1.418566, 1.656446, 1.140548 ], [ 883689, 883689, 38602, 26526859, 26526859, 4560752 ], [ -40011, -40011, -28685, -10483519, -10483519, -4547872 ], [ 117, 163, 70, 117, 163, 70 ], [ 159, 214, 108, 159, 214, 108 ], [ 80, 121, 35, 80, 121, 35 ], [ 6788, 4739, 2049, 6788, 4739, 2049 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162629, 583304, -243654, -172536, 286914, -150900 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605506400000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757459248144, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "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) |
---|