Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1214737.1186 | 3935.036 | -1218672.1546 | -1516487.0003 | -11483226.4658 | 9966739.4655 |
Total P&L (%) | -1214.7371 | 3.935 | -1218.6722 | -1516.487 | -11483.2265 | 9966.7395 |
Avg Daily Profit (%) | -0.6689 | 0.0022 | -0.6711 | 0 | 0 | 0.2543 |
Buy And Hold Return (%) | 645.9934 | 645.9934 | 645.9934 | 645.9934 | 645.9934 | 645.9934 |
Max Trade Drawdown | -1326544 | -212246 | -1286919 | -33869090 | -25576519 | -9149435 |
Profit Factor | 0.3705 | 1.0118 | 0.2366 | 0.9704 | 0.6254 | 1.4844 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 134 | 66 | 68 | 81 | 41 | 40 |
Losing Trades | 39 | 21 | 18 | 92 | 46 | 46 |
Profitability (%) | 77.4566 | 75.8621 | 79.0698 | 46.8208 | 47.1264 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.1078 | 0.3219 | 0.0626 | 1.1022 | 0.7017 | 1.7071 |
Largest Winning Trade | 29060 | 29060 | 21477 | 12738221 | 3528408 | 12738221 |
Largest Losing Trade | -680993 | -76004 | -680993 | -22730132 | -22730132 | -5981916 |
Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Winners | 16 | 14 | 17 | 44 | 45 | 42 |
Avg Bars in Losers | 126 | 132 | 120 | 38 | 40 | 36 |
Bars Traded | 7108 | 3757 | 3352 | 7108 | 3757 | 3352 |
Profit Streak | 31.7213 | 64.4713 | 31.7213 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574599 | -560045 | -575520 | -579441 | -582217 | 329140 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 1816, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757654321523, "expiration_time": 1762342272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 114, "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": [ [ -1214737.1186352372, 3935.0360131068, -1218672.1546483443, -1516487.0003418764, -11483226.46581763, 9966739.465475759 ], [ -1214.737119, 3.935036, -1218.672155, -1516.487, -11483.226466, 9966.739465 ], [ -0.668908, 0.002167, -0.671075, 0, 0, 0.254278 ], [ 645.993402, 645.993402, 645.993402, 645.993402, 645.993402, 645.993402 ], [ -1326544, -212246, -1286919, -33869090, -25576519, -9149435 ], [ 0.370532, 1.011803, 0.236607, 0.970399, 0.625415, 1.484397 ], [ 173, 87, 86, 173, 87, 86 ], [ 134, 66, 68, 81, 41, 40 ], [ 39, 21, 18, 92, 46, 46 ], [ 77.456647, 75.862069, 79.069767, 46.820809, 47.126437, 46.511628 ], [ 0.107842, 0.321937, 0.062631, 1.102182, 0.701686, 1.707057 ], [ 29060, 29060, 21477, 12738221, 3528408, 12738221 ], [ -680993, -76004, -680993, -22730132, -22730132, -5981916 ], [ 41, 43, 38, 41, 43, 38 ], [ 16, 14, 17, 44, 45, 42 ], [ 126, 132, 120, 38, 40, 36 ], [ 7108, 3757, 3352, 7108, 3757, 3352 ], [ 31.721314, 64.471314, 31.721314, 0, 0, 0 ], [ 11, 6, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574599, -560045, -575520, -579441, -582217, 329140 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 1816, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757654321523, "expiration_time": 1762342272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 114, "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) |
---|