Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1498820.0014 | -107499.0649 | -1391320.9365 | -365976.8314 | -4699257.7625 | 4333280.9311 |
Total P&L (%) | -1498.82 | -107.4991 | -1391.3209 | -365.9768 | -4699.2578 | 4333.2809 |
Avg Daily Profit (%) | -0.8216 | -0.0589 | -0.7626 | 0 | 0 | 0.2081 |
Buy And Hold Return (%) | 755.3745 | 755.3745 | 755.3745 | 755.3745 | 755.3745 | 755.3745 |
Max Trade Drawdown | -1661160 | -236277 | -1497568 | -12275776 | -9617254 | -4869790 |
Profit Factor | 0.3775 | 0.8239 | 0.2259 | 0.9889 | 0.7401 | 1.2926 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 230 | 115 | 115 | 181 | 88 | 93 |
Losing Trades | 137 | 69 | 68 | 186 | 96 | 90 |
Profitability (%) | 62.6703 | 62.5 | 62.8415 | 49.3188 | 47.8261 | 50.8197 |
Ratio Avg Win / Avg Loss | 0.2249 | 0.4944 | 0.1336 | 1.0162 | 0.8074 | 1.2509 |
Largest Winning Trade | 19430 | 19430 | 15989 | 11890817 | 2056067 | 11890817 |
Largest Losing Trade | -782926 | -65397 | -782926 | -5307976 | -5307976 | -4760900 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 6 | 6 | 7 | 13 | 12 | 14 |
Avg Bars in Losers | 27 | 27 | 27 | 15 | 15 | 15 |
Bars Traded | 5342 | 2644 | 2698 | 5342 | 2644 | 2698 |
Profit Streak | 13.7322 | 32.0655 | 0 | 0 | 0 | 21.3989 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576339 | -576936 | -578432 | -577179 | -580937 | 311051 |
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{ "first_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 3.68792 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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": [ [ -1498820.0014127814, -107499.0649182698, -1391320.9364945118, -365976.8313562586, -4699257.762476991, 4333280.931120731 ], [ -1498.820001, -107.499065, -1391.320936, -365.976831, -4699.257762, 4333.280931 ], [ -0.821573, -0.058925, -0.762648, 0, 0, 0.208058 ], [ 755.374511, 755.374511, 755.374511, 755.374511, 755.374511, 755.374511 ], [ -1661160, -236277, -1497568, -12275776, -9617254, -4869790 ], [ 0.377537, 0.823946, 0.225875, 0.988874, 0.740137, 1.29256 ], [ 367, 184, 183, 367, 184, 183 ], [ 230, 115, 115, 181, 88, 93 ], [ 137, 69, 68, 186, 96, 90 ], [ 62.6703, 62.5, 62.84153, 49.318801, 47.826087, 50.819672 ], [ 0.224881, 0.494368, 0.133561, 1.016191, 0.807422, 1.250865 ], [ 19430, 19430, 15989, 11890817, 2056067, 11890817 ], [ -782926, -65397, -782926, -5307976, -5307976, -4760900 ], [ 14, 14, 14, 14, 14, 14 ], [ 6, 6, 7, 13, 12, 14 ], [ 27, 27, 27, 15, 15, 15 ], [ 5342, 2644, 2698, 5342, 2644, 2698 ], [ 13.732185, 32.065519, 0, 0, 0, 21.398852 ], [ 1, 5, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576339, -576936, -578432, -577179, -580937, 311051 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5473, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603296000000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758332060842, "expiration_time": 1763055072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 3.68792 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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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