Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -582065.3175 | 44392.6513 | -626457.9688 | 5564832.5493 | 3015250.0863 | 2549582.4631 |
Total P&L (%) | -582.0653 | 44.3927 | -626.458 | 5564.8325 | 3015.2501 | 2549.5825 |
Avg Daily Profit (%) | -0.3201 | 0.0244 | -0.3445 | 0.2223 | 0.1893 | 0.1804 |
Buy And Hold Return (%) | 837.7606 | 837.7606 | 837.7606 | 837.7606 | 837.7606 | 837.7606 |
Max Trade Drawdown | -836681 | -101464 | -770098 | -4580187 | -1769852 | -5193000 |
Profit Factor | 0.5835 | 1.1629 | 0.4432 | 1.2452 | 1.4499 | 1.1594 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 87 | 35 | 52 | 85 | 43 | 42 |
Losing Trades | 58 | 38 | 20 | 60 | 30 | 30 |
Profitability (%) | 60 | 47.9452 | 72.2222 | 58.6207 | 58.9041 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.389 | 1.2626 | 0.1705 | 0.8789 | 1.0116 | 0.8281 |
Largest Winning Trade | 26333 | 23978 | 26333 | 6009646 | 1053680 | 6009646 |
Largest Losing Trade | -554592 | -30232 | -554592 | -3201908 | -851150 | -3201908 |
Avg Bars in Trades | 34 | 15 | 53 | 34 | 15 | 53 |
Avg Bars in Winners | 28 | 14 | 37 | 35 | 16 | 54 |
Avg Bars in Losers | 43 | 15 | 96 | 32 | 13 | 52 |
Bars Traded | 4958 | 1095 | 3863 | 4958 | 1095 | 3863 |
Profit Streak | 13.2176 | 74.8843 | 13.2176 | 13.2176 | 74.8843 | 13.2176 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577595 | -438853 | -656471 | 326709 | -62915 | -119578 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607702400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757826804610, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 4.78796 } }, "second_band": { "type": "linreg", "factors": { "length": 243, "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": [ [ -582065.3175011048, 44392.6513129746, -626457.9688140794, 5564832.549349251, 3015250.0862751715, 2549582.463074079 ], [ -582.065318, 44.392651, -626.457969, 5564.832549, 3015.250086, 2549.582463 ], [ -0.32011, 0.024414, -0.344524, 0.222256, 0.189303, 0.180382 ], [ 837.760618, 837.760618, 837.760618, 837.760618, 837.760618, 837.760618 ], [ -836681, -101464, -770098, -4580187, -1769852, -5193000 ], [ 0.583541, 1.162927, 0.443239, 1.245152, 1.449896, 1.159375 ], [ 145, 73, 72, 145, 73, 72 ], [ 87, 35, 52, 85, 43, 42 ], [ 58, 38, 20, 60, 30, 30 ], [ 60, 47.945205, 72.222222, 58.62069, 58.90411, 58.333333 ], [ 0.389027, 1.262606, 0.170476, 0.878931, 1.011555, 0.828125 ], [ 26333, 23978, 26333, 6009646, 1053680, 6009646 ], [ -554592, -30232, -554592, -3201908, -851150, -3201908 ], [ 34, 15, 53, 34, 15, 53 ], [ 28, 14, 37, 35, 16, 54 ], [ 43, 15, 96, 32, 13, 52 ], [ 4958, 1095, 3863, 4958, 1095, 3863 ], [ 13.217646, 74.884313, 13.217646, 13.217646, 74.884313, 13.217646 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577595, -438853, -656471, 326709, -62915, -119578 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607702400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757826804610, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 4.78796 } }, "second_band": { "type": "linreg", "factors": { "length": 243, "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) |
---|