Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353296.1687 | 1334475.8593 | 18820.3094 | 796559.8695 | 967286.8553 | -170726.9858 |
Total P&L (%) | 1353.2962 | 1334.4759 | 18.8203 | 796.5599 | 967.2869 | -170.727 |
Avg Daily Profit (%) | 0.7434 | 0.733 | 0.0103 | 0.1206 | 0.1301 | 0 |
Buy And Hold Return (%) | 661.1381 | 661.1381 | 661.1381 | 661.1381 | 661.1381 | 661.1381 |
Max Trade Drawdown | -103532 | -87039 | -100929 | -1167467 | -737842 | -691886 |
Profit Factor | 2.3538 | 3.3597 | 1.0434 | 1.1164 | 1.2564 | 0.9444 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 47.8723 | 44.6809 | 51.0638 | 47.8723 | 44.6809 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.563 | 4.1597 | 0.9999 | 1.2157 | 1.5556 | 0.905 |
Largest Winning Trade | 777471 | 777471 | 58460 | 957084 | 957084 | 361336 |
Largest Losing Trade | -41600 | -36034 | -41600 | -623663 | -472562 | -623663 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 48 | 59 | 38 | 48 | 59 | 38 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 7038 | 4052 | 2986 | 7038 | 4052 | 2986 |
Profit Streak | 67.8991 | 91.1491 | 67.8991 | 67.8991 | 91.1491 | 67.8991 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421761 | 390231 | -518910 | -225021 | -41062 | -580384 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7282, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602828000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758036884877, "expiration_time": 1762742736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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": [ [ 1353296.168673412, 1334475.8593100114, 18820.3093634007, 796559.8694665437, 967286.8553020277, -170726.9858354846 ], [ 1353.296169, 1334.475859, 18.820309, 796.559869, 967.286855, -170.726986 ], [ 0.743365, 0.733027, 0.010338, 0.120556, 0.130143, 0 ], [ 661.138141, 661.138141, 661.138141, 661.138141, 661.138141, 661.138141 ], [ -103532, -87039, -100929, -1167467, -737842, -691886 ], [ 2.353805, 3.359722, 1.043355, 1.116436, 1.256417, 0.944368 ], [ 188, 94, 94, 188, 94, 94 ], [ 90, 42, 48, 90, 42, 48 ], [ 98, 52, 46, 98, 52, 46 ], [ 47.87234, 44.680851, 51.06383, 47.87234, 44.680851, 51.06383 ], [ 2.563032, 4.159656, 0.999882, 1.215674, 1.555564, 0.90502 ], [ 777471, 777471, 58460, 957084, 957084, 361336 ], [ -41600, -36034, -41600, -623663, -472562, -623663 ], [ 37, 43, 31, 37, 43, 31 ], [ 48, 59, 38, 48, 59, 38 ], [ 27, 29, 24, 27, 29, 24 ], [ 7038, 4052, 2986, 7038, 4052, 2986 ], [ 67.89913, 91.14913, 67.89913, 67.89913, 91.149131, 67.89913 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421761, 390231, -518910, -225021, -41062, -580384 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7282, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602828000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758036884877, "expiration_time": 1762742736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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) |
---|