Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213074.7701 | 1242024.4823 | -28949.7121 | 243199.2315 | 692089.6947 | -448890.4632 |
Total P&L (%) | 1213.0748 | 1242.0245 | -28.9497 | 243.1992 | 692.0897 | -448.8905 |
Avg Daily Profit (%) | 0.6692 | 0.6852 | -0.016 | 0.0681 | 0.1142 | 0 |
Buy And Hold Return (%) | 498.15 | 498.15 | 498.15 | 498.15 | 498.15 | 498.15 |
Max Trade Drawdown | -132457 | -78346 | -109360 | -737407 | -477118 | -526090 |
Profit Factor | 2.3026 | 3.51 | 0.9337 | 1.061 | 1.3437 | 0.7721 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 44.5946 | 37.8378 | 51.3514 | 44.5946 | 37.8378 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.8608 | 5.7664 | 0.8845 | 1.3183 | 2.2075 | 0.7315 |
Largest Winning Trade | 767479 | 767479 | 55506 | 705992 | 705992 | 211989 |
Largest Losing Trade | -44816 | -42685 | -44816 | -330478 | -330478 | -275745 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 46 | 56 | 38 | 46 | 56 | 38 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 5279 | 2853 | 2426 | 5279 | 2853 | 2426 |
Profit Streak | 0 | 69.3731 | 0 | 0 | 69.3731 | 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 | 386420 | -53343 | -645060 | -422933 | -151901 | -645060 |
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{ "first_band": { "type": "bbm", "factors": { "length": 247, "offset": 0, "std": 3.3564 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "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": [ [ 1213074.770140531, 1242024.4822723905, -28949.7121318601, 243199.2314925704, 692089.6946810407, -448890.46318847 ], [ 1213.07477, 1242.024482, -28.949712, 243.199231, 692.089695, -448.890463 ], [ 0.66922, 0.685191, -0.015971, 0.068052, 0.114234, 0 ], [ 498.150002, 498.150002, 498.150002, 498.150002, 498.150002, 498.150002 ], [ -132457, -78346, -109360, -737407, -477118, -526090 ], [ 2.302566, 3.510001, 0.933672, 1.061048, 1.34369, 0.772138 ], [ 148, 74, 74, 148, 74, 74 ], [ 66, 28, 38, 66, 28, 38 ], [ 82, 46, 36, 82, 46, 36 ], [ 44.594595, 37.837838, 51.351351, 44.594595, 37.837838, 51.351351 ], [ 2.860764, 5.766431, 0.884532, 1.318272, 2.207491, 0.7315 ], [ 767479, 767479, 55506, 705992, 705992, 211989 ], [ -44816, -42685, -44816, -330478, -330478, -275745 ], [ 35, 38, 32, 35, 38, 32 ], [ 46, 56, 38, 46, 56, 38 ], [ 27, 27, 26, 27, 27, 26 ], [ 5279, 2853, 2426, 5279, 2853, 2426 ], [ 0, 69.373108, 0, 0, 69.373108, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386420, -53343, -645060, -422933, -151901, -645060 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5438, "evaluation_days": 1812.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602950400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757321836504, "expiration_time": 1762016832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 247, "offset": 0, "std": 3.3564 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "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) |
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