Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076255.2896 | 1149439.7854 | -73184.4958 | 125658.994 | 1955738.8428 | -1830079.8488 |
Total P&L (%) | 1076.2553 | 1149.4398 | -73.1845 | 125.659 | 1955.7388 | -1830.0798 |
Avg Daily Profit (%) | 0.5928 | 0.6331 | -0.0403 | 0.0448 | 0.1667 | 0 |
Buy And Hold Return (%) | 664.4585 | 664.4585 | 664.4585 | 664.4585 | 664.4585 | 664.4585 |
Max Trade Drawdown | -182181 | -97094 | -118313 | -2232577 | -1060045 | -2013624 |
Profit Factor | 2.0021 | 3.2201 | 0.8684 | 1.0144 | 1.4958 | 0.6164 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Profitability (%) | 46.0581 | 47.5 | 44.6281 | 46.0581 | 47.5 | 44.6281 |
Ratio Avg Win / Avg Loss | 2.3448 | 3.5591 | 1.0775 | 1.1881 | 1.6532 | 0.7648 |
Largest Winning Trade | 758859 | 758859 | 73336 | 1666285 | 1666285 | 355909 |
Largest Losing Trade | -34209 | -33425 | -34209 | -535448 | -270628 | -535448 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 38 | 32 | 45 | 38 | 32 | 45 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 7135 | 3311 | 3824 | 7135 | 3311 | 3824 |
Profit Streak | 0 | 14.0121 | 0 | 0 | 14.0121 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208128 | 336639 | -581433 | -503462 | 256637 | -583099 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7262, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603216800000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757593042818, "expiration_time": 1762297776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1076255.2896305947, 1149439.7853836552, -73184.495753062, 125658.9940307326, 1955738.8428147123, -1830079.8487839794 ], [ 1076.25529, 1149.439785, -73.184496, 125.658994, 1955.738843, -1830.079849 ], [ 0.592815, 0.633126, -0.040311, 0.044838, 0.166661, 0 ], [ 664.458465, 664.458465, 664.458465, 664.458465, 664.458465, 664.458465 ], [ -182181, -97094, -118313, -2232577, -1060045, -2013624 ], [ 2.002075, 3.220139, 0.868443, 1.014417, 1.495771, 0.616414 ], [ 241, 120, 121, 241, 120, 121 ], [ 111, 57, 54, 111, 57, 54 ], [ 130, 63, 67, 130, 63, 67 ], [ 46.058091, 47.5, 44.628099, 46.058091, 47.5, 44.628099 ], [ 2.344772, 3.559101, 1.077512, 1.188056, 1.65322, 0.76481 ], [ 758859, 758859, 73336, 1666285, 1666285, 355909 ], [ -34209, -33425, -34209, -535448, -270628, -535448 ], [ 29, 27, 31, 29, 27, 31 ], [ 38, 32, 45, 38, 32, 45 ], [ 21, 23, 20, 21, 23, 20 ], [ 7135, 3311, 3824, 7135, 3311, 3824 ], [ 0, 14.01207, 0, 0, 14.01207, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 208128, 336639, -581433, -503462, 256637, -583099 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7262, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603216800000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757593042818, "expiration_time": 1762297776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|