Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212023.9187 | 1192174.7964 | 19849.1223 | 946667.5752 | 576791.3989 | 369876.1763 |
Total P&L (%) | 1212.0239 | 1192.1748 | 19.8491 | 946.6676 | 576.7914 | 369.8762 |
Avg Daily Profit (%) | 0.6682 | 0.6573 | 0.0109 | 0.1296 | 0.1055 | 0.0853 |
Buy And Hold Return (%) | 510.41 | 510.41 | 510.41 | 510.41 | 510.41 | 510.41 |
Max Trade Drawdown | -132577 | -87427 | -77974 | -3246642 | -2386889 | -1895388 |
Profit Factor | 2.5521 | 3.746 | 1.0572 | 1.0721 | 1.0751 | 1.0679 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 45.2381 | 36.5079 | 53.9683 | 45.2381 | 36.5079 | 53.9683 |
Ratio Avg Win / Avg Loss | 3.0894 | 6.5148 | 0.9018 | 1.2978 | 1.8698 | 0.9109 |
Largest Winning Trade | 499215 | 499215 | 64922 | 2020537 | 2020537 | 1531659 |
Largest Losing Trade | -46905 | -34080 | -46905 | -1326022 | -1326022 | -969549 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 76 | 119 | 47 | 76 | 119 | 47 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 6991 | 4164 | 2827 | 6991 | 4164 | 2827 |
Profit Streak | 0 | 84.7697 | 0 | 0 | 84.7697 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395866 | -137476 | -649382 | -170209 | -465465 | -538462 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603800000000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757442499162, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 111, "offset": 31 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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": [ [ 1212023.9186964955, 1192174.7963972487, 19849.1222992467, 946667.5752007584, 576791.3988589837, 369876.1763417733 ], [ 1212.023919, 1192.174796, 19.849122, 946.667575, 576.791399, 369.876176 ], [ 0.668242, 0.657298, 0.010944, 0.12955, 0.105483, 0.085346 ], [ 510.409984, 510.409984, 510.409984, 510.409984, 510.409984, 510.409984 ], [ -132577, -87427, -77974, -3246642, -2386889, -1895388 ], [ 2.552109, 3.746003, 1.057245, 1.072136, 1.075145, 1.067897 ], [ 126, 63, 63, 126, 63, 63 ], [ 57, 23, 34, 57, 23, 34 ], [ 69, 40, 29, 69, 40, 29 ], [ 45.238095, 36.507937, 53.968254, 45.238095, 36.507937, 53.968254 ], [ 3.089395, 6.514788, 0.901768, 1.297849, 1.869818, 0.910853 ], [ 499215, 499215, 64922, 2020537, 2020537, 1531659 ], [ -46905, -34080, -46905, -1326022, -1326022, -969549 ], [ 55, 66, 44, 55, 66, 44 ], [ 76, 119, 47, 76, 119, 47 ], [ 38, 35, 41, 38, 35, 41 ], [ 6991, 4164, 2827, 6991, 4164, 2827 ], [ 0, 84.769666, 0, 0, 84.769666, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395866, -137476, -649382, -170209, -465465, -538462 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603800000000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757442499162, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 111, "offset": 31 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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) |
---|