Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1332461.6297 | 42767.9079 | -1375229.5377 | -351997.8041 | 3727668.5889 | -4079666.393 |
Total P&L (%) | -1332.4616 | 42.7679 | -1375.2295 | -351.9978 | 3727.6686 | -4079.6664 |
Avg Daily Profit (%) | -0.7331 | 0.0235 | -0.7567 | 0 | 0.2007 | 0 |
Buy And Hold Return (%) | 655.1026 | 655.1026 | 655.1026 | 655.1026 | 655.1026 | 655.1026 |
Max Trade Drawdown | -1456418 | -158621 | -1451488 | -9127293 | -2783673 | -7754714 |
Profit Factor | 0.4612 | 1.0787 | 0.2873 | 0.9848 | 1.5551 | 0.7515 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 171 | 80 | 91 | 136 | 70 | 66 |
Losing Trades | 98 | 55 | 43 | 133 | 65 | 68 |
Profitability (%) | 63.5688 | 59.2593 | 67.9104 | 50.5576 | 51.8519 | 49.2537 |
Ratio Avg Win / Avg Loss | 0.2643 | 0.7416 | 0.1357 | 0.9631 | 1.444 | 0.7743 |
Largest Winning Trade | 35352 | 35352 | 31017 | 7753304 | 4224505 | 7753304 |
Largest Losing Trade | -926743 | -68791 | -926743 | -7470182 | -1235135 | -7470182 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 15 | 16 | 14 | 24 | 24 | 24 |
Avg Bars in Losers | 46 | 45 | 46 | 28 | 32 | 25 |
Bars Traded | 7154 | 3809 | 3345 | 7154 | 3809 | 3345 |
Profit Streak | 13.4886 | 14.9886 | 13.4886 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575834 | -460524 | -577774 | -579020 | 328859 | -580989 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7270, "evaluation_days": 1817.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602180000000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757785412667, "expiration_time": 1762475760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 22, "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": [ [ -1332461.6297367688, 42767.9079251485, -1375229.537661917, -351997.8041115406, 3727668.588930291, -4079666.3930418342 ], [ -1332.46163, 42.767908, -1375.229538, -351.997804, 3727.668589, -4079.666393 ], [ -0.733129, 0.023531, -0.75666, 0, 0.200743, 0 ], [ 655.102562, 655.102562, 655.102562, 655.102562, 655.102562, 655.102562 ], [ -1456418, -158621, -1451488, -9127293, -2783673, -7754714 ], [ 0.461244, 1.078659, 0.287265, 0.984785, 1.555054, 0.751526 ], [ 269, 135, 134, 269, 135, 134 ], [ 171, 80, 91, 136, 70, 66 ], [ 98, 55, 43, 133, 65, 68 ], [ 63.568773, 59.259259, 67.910448, 50.557621, 51.851852, 49.253731 ], [ 0.264339, 0.741578, 0.135741, 0.963062, 1.443979, 0.7743 ], [ 35352, 35352, 31017, 7753304, 4224505, 7753304 ], [ -926743, -68791, -926743, -7470182, -1235135, -7470182 ], [ 26, 28, 24, 26, 28, 24 ], [ 15, 16, 14, 24, 24, 24 ], [ 46, 45, 46, 28, 32, 25 ], [ 7154, 3809, 3345, 7154, 3809, 3345 ], [ 13.488572, 14.988572, 13.488572, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575834, -460524, -577774, -579020, 328859, -580989 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7270, "evaluation_days": 1817.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602180000000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757785412667, "expiration_time": 1762475760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 22, "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) |
---|