Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1391419.4357 | 1275758.0264 | 115661.4093 | 12520824.4525 | 9601897.1675 | 2918927.285 |
Total P&L (%) | 1391.4194 | 1275.758 | 115.6614 | 12520.8245 | 9601.8972 | 2918.9273 |
Avg Daily Profit (%) | 0.7645 | 0.701 | 0.0636 | 0.2662 | 0.2517 | 0.1874 |
Buy And Hold Return (%) | 568.988 | 568.988 | 568.988 | 568.988 | 568.988 | 568.988 |
Max Trade Drawdown | -87949 | -58498 | -49070 | -12342288 | -7268692 | -6343073 |
Profit Factor | 4.2211 | 7.4098 | 1.4965 | 1.3896 | 1.6633 | 1.1652 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 40.2985 | 36.3636 | 44.1176 | 40.2985 | 36.3636 | 44.1176 |
Ratio Avg Win / Avg Loss | 6.2535 | 12.9672 | 1.8956 | 2.0586 | 2.9107 | 1.476 |
Largest Winning Trade | 618127 | 618127 | 76873 | 10064978 | 10064978 | 6576758 |
Largest Losing Trade | -22111 | -21669 | -22111 | -3170246 | -3170246 | -2999685 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 135 | 126 | 142 | 135 | 126 | 142 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 5312 | 2484 | 2828 | 5312 | 2484 | 2828 |
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 | -108883 | 368835 | -273759 | -114704 | 226873 | -34385 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5460, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757977399440, "expiration_time": 1762669440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.1804 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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": [ [ 1391419.4357426802, 1275758.026394874, 115661.4093478066, 12520824.452548368, 9601897.16753226, 2918927.285016112 ], [ 1391.419436, 1275.758026, 115.661409, 12520.824453, 9601.897168, 2918.927285 ], [ 0.764516, 0.700966, 0.06355, 0.266174, 0.251685, 0.1874 ], [ 568.987982, 568.987982, 568.987982, 568.987982, 568.987982, 568.987982 ], [ -87949, -58498, -49070, -12342288, -7268692, -6343073 ], [ 4.221093, 7.40983, 1.496529, 1.389551, 1.663261, 1.165239 ], [ 67, 33, 34, 67, 33, 34 ], [ 27, 12, 15, 27, 12, 15 ], [ 40, 21, 19, 40, 21, 19 ], [ 40.298507, 36.363636, 44.117647, 40.298507, 36.363636, 44.117647 ], [ 6.253471, 12.967202, 1.895604, 2.058594, 2.910706, 1.475969 ], [ 618127, 618127, 76873, 10064978, 10064978, 6576758 ], [ -22111, -21669, -22111, -3170246, -3170246, -2999685 ], [ 79, 75, 83, 79, 75, 83 ], [ 135, 126, 142, 135, 126, 142 ], [ 41, 45, 36, 41, 45, 36 ], [ 5312, 2484, 2828, 5312, 2484, 2828 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108883, 368835, -273759, -114704, 226873, -34385 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5460, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757977399440, "expiration_time": 1762669440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.1804 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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) |
---|