Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1790448.271 | 1651678.3659 | 138769.9051 | 16735164.9202 | 18593271.2559 | -1858106.3357 |
Total P&L (%) | 1790.4483 | 1651.6784 | 138.7699 | 16735.1649 | 18593.2713 | -1858.1063 |
Avg Daily Profit (%) | 0.9873 | 0.9108 | 0.0765 | 0.2831 | 0.2889 | 0 |
Buy And Hold Return (%) | 446.7327 | 446.7327 | 446.7327 | 446.7327 | 446.7327 | 446.7327 |
Max Trade Drawdown | -110761 | -84185 | -90839 | -8278664 | -8238009 | -7937831 |
Profit Factor | 3.0866 | 4.955 | 1.3151 | 1.2794 | 1.6803 | 0.9429 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 46.8927 | 43.1818 | 50.5618 | 46.8927 | 43.1818 | 50.5618 |
Ratio Avg Win / Avg Loss | 3.4956 | 6.5197 | 1.2858 | 1.4489 | 2.2109 | 0.922 |
Largest Winning Trade | 1178663 | 1178663 | 63588 | 4863358 | 4863358 | 4028701 |
Largest Losing Trade | -29353 | -25306 | -29353 | -4437863 | -3577809 | -4437863 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 7168 | 3534 | 3635 | 7168 | 3534 | 3635 |
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 | 602244 | 560242 | -256625 | 303270 | 324356 | -581021 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7254, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757432227734, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 2.66373 } }, "second_band": { "type": "linreg", "factors": { "length": 13, "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": [ [ 1790448.2709597447, 1651678.3658961302, 138769.9050636147, 16735164.920169774, 18593271.25587611, -1858106.3357063422 ], [ 1790.448271, 1651.678366, 138.769905, 16735.16492, 18593.271256, -1858.106336 ], [ 0.987289, 0.910768, 0.07652, 0.283061, 0.28885, 0 ], [ 446.732732, 446.732732, 446.732732, 446.732732, 446.732732, 446.732732 ], [ -110761, -84185, -90839, -8278664, -8238009, -7937831 ], [ 3.086568, 4.954966, 1.315056, 1.27939, 1.680264, 0.942944 ], [ 177, 88, 89, 177, 88, 89 ], [ 83, 38, 45, 83, 38, 45 ], [ 94, 50, 44, 94, 50, 44 ], [ 46.892655, 43.181818, 50.561798, 46.892655, 43.181818, 50.561798 ], [ 3.495631, 6.519691, 1.285832, 1.448948, 2.210874, 0.92199 ], [ 1178663, 1178663, 63588, 4863358, 4863358, 4028701 ], [ -29353, -25306, -29353, -4437863, -3577809, -4437863 ], [ 40, 40, 40, 40, 40, 40 ], [ 62, 63, 61, 62, 63, 61 ], [ 21, 22, 19, 21, 22, 19 ], [ 7168, 3534, 3635, 7168, 3534, 3635 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 602244, 560242, -256625, 303270, 324356, -581021 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7254, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757432227734, "expiration_time": 1762119792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 2.66373 } }, "second_band": { "type": "linreg", "factors": { "length": 13, "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) |
---|