Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289819.3553 | 1315753.878 | -25934.5227 | -206213.198 | 547018.4007 | -753231.5987 |
Total P&L (%) | 1289.8194 | 1315.7539 | -25.9345 | -206.2132 | 547.0184 | -753.2316 |
Avg Daily Profit (%) | 0.7105 | 0.7248 | -0.0143 | 0 | 0.1029 | 0 |
Buy And Hold Return (%) | 754.2743 | 754.2743 | 754.2743 | 754.2743 | 754.2743 | 754.2743 |
Max Trade Drawdown | -141352 | -124038 | -104380 | -1612778 | -608806 | -1088766 |
Profit Factor | 2.7675 | 4.2627 | 0.9206 | 0.9157 | 1.5009 | 0.4438 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 20 | 20 | 56 | 27 | 29 |
Losing Trades | 53 | 26 | 27 | 37 | 19 | 18 |
Profitability (%) | 43.0108 | 43.4783 | 42.5532 | 60.2151 | 58.6957 | 61.7021 |
Ratio Avg Win / Avg Loss | 3.6669 | 5.5415 | 1.2428 | 0.605 | 1.0562 | 0.2754 |
Largest Winning Trade | 947510 | 947510 | 53181 | 923725 | 923725 | 209353 |
Largest Losing Trade | -104380 | -46406 | -104380 | -962855 | -308117 | -962855 |
Avg Bars in Trades | 56 | 85 | 29 | 56 | 85 | 29 |
Avg Bars in Winners | 76 | 112 | 40 | 46 | 75 | 19 |
Avg Bars in Losers | 41 | 64 | 20 | 71 | 98 | 43 |
Bars Traded | 5286 | 3920 | 1366 | 5286 | 3920 | 1366 |
Profit Streak | 0 | 82.4091 | 0 | 34.0758 | 0 | 76.7425 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 230050 | 334075 | -581648 | -578664 | -218441 | -578344 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5446, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605168000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757555348136, "expiration_time": 1762254144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 2.59638 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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": [ [ 1289819.3553040314, 1315753.877983402, -25934.5226793712, -206213.1979804511, 547018.4006784292, -753231.5986588802 ], [ 1289.819355, 1315.753878, -25.934523, -206.213198, 547.018401, -753.231599 ], [ 0.710515, 0.724801, -0.014286, 0, 0.10291, 0 ], [ 754.274307, 754.274307, 754.274307, 754.274307, 754.274307, 754.274307 ], [ -141352, -124038, -104380, -1612778, -608806, -1088766 ], [ 2.767484, 4.262698, 0.920563, 0.915699, 1.500934, 0.443759 ], [ 93, 46, 47, 93, 46, 47 ], [ 40, 20, 20, 56, 27, 29 ], [ 53, 26, 27, 37, 19, 18 ], [ 43.010753, 43.478261, 42.553191, 60.215054, 58.695652, 61.702128 ], [ 3.666916, 5.541508, 1.242759, 0.605015, 1.056212, 0.275436 ], [ 947510, 947510, 53181, 923725, 923725, 209353 ], [ -104380, -46406, -104380, -962855, -308117, -962855 ], [ 56, 85, 29, 56, 85, 29 ], [ 76, 112, 40, 46, 75, 19 ], [ 41, 64, 20, 71, 98, 43 ], [ 5286, 3920, 1366, 5286, 3920, 1366 ], [ 0, 82.409122, 0, 34.075789, 0, 76.742455 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 230050, 334075, -581648, -578664, -218441, -578344 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5446, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605168000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757555348136, "expiration_time": 1762254144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 2.59638 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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) |
---|