Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397998.5798 | 1481955.1555 | -83956.5757 | 7223.8067 | 871509.2822 | -864285.4755 |
Total P&L (%) | 1397.9986 | 1481.9552 | -83.9566 | 7.2238 | 871.5093 | -864.2855 |
Avg Daily Profit (%) | 0.7686 | 0.8147 | -0.0462 | 0.0038 | 0.1251 | 0 |
Buy And Hold Return (%) | 652.1402 | 652.1402 | 652.1402 | 652.1402 | 652.1402 | 652.1402 |
Max Trade Drawdown | -200556 | -190694 | -110525 | -3055157 | -2553828 | -1043691 |
Profit Factor | 2.0684 | 2.8569 | 0.8355 | 1.0008 | 1.1512 | 0.7443 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 134 | 59 | 75 | 134 | 59 | 75 |
Losing Trades | 203 | 109 | 94 | 203 | 109 | 94 |
Profitability (%) | 39.7626 | 35.119 | 44.3787 | 39.7626 | 35.119 | 44.3787 |
Ratio Avg Win / Avg Loss | 3.1335 | 5.278 | 1.0472 | 1.5161 | 2.1267 | 0.9329 |
Largest Winning Trade | 971789 | 971789 | 27426 | 1865542 | 1865542 | 185049 |
Largest Losing Trade | -34161 | -34161 | -16541 | -701465 | -701465 | -311482 |
Avg Bars in Trades | 15 | 25 | 5 | 15 | 25 | 5 |
Avg Bars in Winners | 22 | 41 | 6 | 22 | 41 | 6 |
Avg Bars in Losers | 11 | 17 | 5 | 11 | 17 | 5 |
Bars Traded | 5306 | 4316 | 990 | 5306 | 4316 | 990 |
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 | 322460 | 301509 | -580689 | -573960 | -145082 | -582356 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757874025582, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 2.84714 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 3.67078 } } }
{ "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": [ [ 1397998.5797948756, 1481955.1554647428, -83956.575669868, 7223.8066774108, 871509.2821658938, -864285.4754884839 ], [ 1397.99858, 1481.955155, -83.956576, 7.223807, 871.509282, -864.285475 ], [ 0.768553, 0.814709, -0.046155, 0.003834, 0.125074, 0 ], [ 652.140236, 652.140236, 652.140236, 652.140236, 652.140236, 652.140236 ], [ -200556, -190694, -110525, -3055157, -2553828, -1043691 ], [ 2.068387, 2.856873, 0.835515, 1.00079, 1.151153, 0.744329 ], [ 337, 168, 169, 337, 168, 169 ], [ 134, 59, 75, 134, 59, 75 ], [ 203, 109, 94, 203, 109, 94 ], [ 39.762611, 35.119048, 44.378698, 39.762611, 35.119048, 44.378698 ], [ 3.133452, 5.277951, 1.047179, 1.516122, 2.126706, 0.932892 ], [ 971789, 971789, 27426, 1865542, 1865542, 185049 ], [ -34161, -34161, -16541, -701465, -701465, -311482 ], [ 15, 25, 5, 15, 25, 5 ], [ 22, 41, 6, 22, 41, 6 ], [ 11, 17, 5, 11, 17, 5 ], [ 5306, 4316, 990, 5306, 4316, 990 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322460, 301509, -580689, -573960, -145082, -582356 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757874025582, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 2.84714 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 3.67078 } } }
# | 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) |
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