Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596410.4672 | 1457933.7247 | 138476.7425 | 20446440.0872 | 15540731.9914 | 4905708.0958 |
Total P&L (%) | 1596.4105 | 1457.9337 | 138.4767 | 20446.4401 | 15540.732 | 4905.7081 |
Avg Daily Profit (%) | 0.878 | 0.8018 | 0.0762 | 0.2933 | 0.2782 | 0.2154 |
Buy And Hold Return (%) | 629.6471 | 629.6471 | 629.6471 | 629.6471 | 629.6471 | 629.6471 |
Max Trade Drawdown | -86797 | -51849 | -56720 | -24306293 | -18946884 | -17243801 |
Profit Factor | 3.2922 | 5.4298 | 1.377 | 1.2293 | 1.336 | 1.1143 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 32.2404 | 31.8681 | 32.6087 | 32.2404 | 31.8681 | 32.6087 |
Ratio Avg Win / Avg Loss | 6.9191 | 11.6086 | 2.8457 | 2.5836 | 2.8562 | 2.3029 |
Largest Winning Trade | 892964 | 892964 | 77099 | 18360187 | 18360187 | 9490949 |
Largest Losing Trade | -30457 | -18038 | -30457 | -5057629 | -5057629 | -3654394 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5379 | 2404 | 2975 | 5379 | 2404 | 2975 |
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 | 371989 | 338666 | -262449 | 141390 | 109318 | -92590 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757808179709, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 7, "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": [ [ 1596410.4671959002, 1457933.7247269466, 138476.7424689543, 20446440.08720066, 15540731.991379002, 4905708.095821655 ], [ 1596.410467, 1457.933725, 138.476742, 20446.440087, 15540.731991, 4905.708096 ], [ 0.877954, 0.801798, 0.076156, 0.293295, 0.278249, 0.215438 ], [ 629.64707, 629.64707, 629.64707, 629.64707, 629.64707, 629.64707 ], [ -86797, -51849, -56720, -24306293, -18946884, -17243801 ], [ 3.292166, 5.429829, 1.376965, 1.229274, 1.33595, 1.114298 ], [ 183, 91, 92, 183, 91, 92 ], [ 59, 29, 30, 59, 29, 30 ], [ 124, 62, 62, 124, 62, 62 ], [ 32.240437, 31.868132, 32.608696, 32.240437, 31.868132, 32.608696 ], [ 6.919128, 11.608599, 2.845728, 2.583558, 2.85617, 2.302883 ], [ 892964, 892964, 77099, 18360187, 18360187, 9490949 ], [ -30457, -18038, -30457, -5057629, -5057629, -3654394 ], [ 29, 26, 32, 29, 26, 32 ], [ 69, 62, 75, 69, 62, 75 ], [ 10, 9, 11, 10, 9, 11 ], [ 5379, 2404, 2975, 5379, 2404, 2975 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371989, 338666, -262449, 141390, 109318, -92590 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757808179709, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 7, "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) |
---|