Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927912.3971 | 790213.9227 | 137698.4744 | 16187961.1521 | 11310168.3539 | 4877792.7982 |
Total P&L (%) | 927.9124 | 790.2139 | 137.6985 | 16187.9612 | 11310.1684 | 4877.7928 |
Avg Daily Profit (%) | 0.5101 | 0.4344 | 0.0757 | 0.2804 | 0.2608 | 0.2151 |
Buy And Hold Return (%) | 734.3195 | 734.3195 | 734.3195 | 734.3195 | 734.3195 | 734.3195 |
Max Trade Drawdown | -111969 | -83012 | -67892 | -11560722 | -6127758 | -7105209 |
Profit Factor | 3.0308 | 5.3471 | 1.5005 | 1.3613 | 1.6504 | 1.178 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 51.1364 | 50 | 52.2727 | 51.1364 | 50 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.8961 | 5.3471 | 1.37 | 1.3008 | 1.6504 | 1.0755 |
Largest Winning Trade | 249544 | 249544 | 65301 | 7578762 | 5902549 | 7578762 |
Largest Losing Trade | -36520 | -26461 | -36520 | -3390112 | -1979261 | -3390112 |
Avg Bars in Trades | 58 | 32 | 84 | 58 | 32 | 84 |
Avg Bars in Winners | 77 | 41 | 111 | 77 | 41 | 111 |
Avg Bars in Losers | 38 | 22 | 54 | 38 | 22 | 54 |
Bars Traded | 5128 | 1424 | 3703 | 5128 | 1424 | 3703 |
Profit Streak | 0 | 30.0807 | 0 | 0 | 30.0807 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66897 | -123407 | -255988 | 344366 | 442119 | -16489 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607241600000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757872571280, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 4.39709 } } }
{ "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": [ [ 927912.3970534346, 790213.9226907139, 137698.4743627205, 16187961.152078286, 11310168.353858083, 4877792.798220203 ], [ 927.912397, 790.213923, 137.698474, 16187.961152, 11310.168354, 4877.792798 ], [ 0.510122, 0.434422, 0.0757, 0.280382, 0.260762, 0.215051 ], [ 734.319527, 734.319527, 734.319527, 734.319527, 734.319527, 734.319527 ], [ -111969, -83012, -67892, -11560722, -6127758, -7105209 ], [ 3.030786, 5.347106, 1.50046, 1.361337, 1.650356, 1.177961 ], [ 88, 44, 44, 88, 44, 44 ], [ 45, 22, 23, 45, 22, 23 ], [ 43, 22, 21, 43, 22, 21 ], [ 51.136364, 50, 52.272727, 51.136364, 50, 52.272727 ], [ 2.896084, 5.347106, 1.369986, 1.300833, 1.650356, 1.075529 ], [ 249544, 249544, 65301, 7578762, 5902549, 7578762 ], [ -36520, -26461, -36520, -3390112, -1979261, -3390112 ], [ 58, 32, 84, 58, 32, 84 ], [ 77, 41, 111, 77, 41, 111 ], [ 38, 22, 54, 38, 22, 54 ], [ 5128, 1424, 3703, 5128, 1424, 3703 ], [ 0, 30.080686, 0, 0, 30.080686, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66897, -123407, -255988, 344366, 442119, -16489 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607241600000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757872571280, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 4.39709 } } }
# | 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) |
---|