Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591179.0663 | 1458589.824 | 132589.2423 | 15895691.4392 | 11184362.1924 | 4711329.2468 |
Total P&L (%) | 1591.1791 | 1458.5898 | 132.5892 | 15895.6914 | 11184.3622 | 4711.3292 |
Avg Daily Profit (%) | 0.8751 | 0.8022 | 0.0729 | 0.2795 | 0.2602 | 0.2133 |
Buy And Hold Return (%) | 641.5911 | 641.5911 | 641.5911 | 641.5911 | 641.5911 | 641.5911 |
Max Trade Drawdown | -88532 | -50802 | -64602 | -15824774 | -13575280 | -12326092 |
Profit Factor | 3.1756 | 5.3589 | 1.3342 | 1.2269 | 1.3384 | 1.1274 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Profitability (%) | 29.8246 | 27.193 | 32.4561 | 29.8246 | 27.193 | 32.4561 |
Ratio Avg Win / Avg Loss | 7.472 | 14.348 | 2.7766 | 2.8869 | 3.5835 | 2.3461 |
Largest Winning Trade | 889556 | 889556 | 70283 | 12294408 | 12294408 | 7064400 |
Largest Losing Trade | -26916 | -13754 | -26916 | -2599872 | -2599872 | -2372018 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5361 | 2494 | 2867 | 5361 | 2494 | 2867 |
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 | 307133 | -3963 | -266752 | 85880 | -10140 | -77970 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757826806768, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 3.70945 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1591179.0663122865, 1458589.824004096, 132589.2423081899, 15895691.439242762, 11184362.19240825, 4711329.246834515 ], [ 1591.179066, 1458.589824, 132.589242, 15895.691439, 11184.362192, 4711.329247 ], [ 0.875077, 0.802159, 0.072918, 0.279487, 0.260247, 0.213255 ], [ 641.591148, 641.591148, 641.591148, 641.591148, 641.591148, 641.591148 ], [ -88532, -50802, -64602, -15824774, -13575280, -12326092 ], [ 3.175599, 5.35889, 1.334188, 1.226937, 1.338399, 1.127355 ], [ 228, 114, 114, 228, 114, 114 ], [ 68, 31, 37, 68, 31, 37 ], [ 160, 83, 77, 160, 83, 77 ], [ 29.824561, 27.192982, 32.45614, 29.824561, 27.192982, 32.45614 ], [ 7.471998, 14.347996, 2.776552, 2.886912, 3.583455, 2.346118 ], [ 889556, 889556, 70283, 12294408, 12294408, 7064400 ], [ -26916, -13754, -26916, -2599872, -2599872, -2372018 ], [ 23, 21, 25, 23, 21, 25 ], [ 56, 54, 58, 56, 54, 58 ], [ 9, 9, 9, 9, 9, 9 ], [ 5361, 2494, 2867, 5361, 2494, 2867 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307133, -3963, -266752, 85880, -10140, -77970 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757826806768, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 3.70945 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|