Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299807.0181 | 1085142.1503 | 214664.8679 | 68788814.3215 | 51662496.9479 | 17126317.3736 |
Total P&L (%) | 1299.807 | 1085.1422 | 214.6649 | 68788.8143 | 51662.4969 | 17126.3174 |
Avg Daily Profit (%) | 0.7112 | 0.5937 | 0.1175 | 0.3582 | 0.3425 | 0.2821 |
Buy And Hold Return (%) | 733.6957 | 733.6957 | 733.6957 | 733.6957 | 733.6957 | 733.6957 |
Max Trade Drawdown | -113380 | -78090 | -97548 | -17884546 | -14488732 | -17922903 |
Profit Factor | 2.1862 | 2.7244 | 1.4601 | 1.5104 | 1.7264 | 1.269 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 168 | 72 | 96 | 168 | 72 | 96 |
Losing Trades | 174 | 99 | 75 | 174 | 99 | 75 |
Profitability (%) | 49.1228 | 42.1053 | 56.1404 | 49.1228 | 42.1053 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.2643 | 3.7461 | 1.1407 | 1.5643 | 2.3738 | 0.9914 |
Largest Winning Trade | 276357 | 276357 | 36774 | 16352094 | 16352094 | 5566310 |
Largest Losing Trade | -29535 | -29535 | -29353 | -11859785 | -6115654 | -11859785 |
Avg Bars in Trades | 15 | 24 | 7 | 15 | 24 | 7 |
Avg Bars in Winners | 18 | 32 | 8 | 18 | 32 | 8 |
Avg Bars in Losers | 13 | 17 | 7 | 13 | 17 | 7 |
Bars Traded | 5451 | 4131 | 1320 | 5451 | 4131 | 1320 |
Profit Streak | 0 | 55.5129 | 0 | 0 | 55.5129 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355664 | -1139 | -199503 | 489431 | 415455 | 301732 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601395200000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758629910875, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 2.44524 } } }
{ "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": [ [ 1299807.0181235555, 1085142.1502734546, 214664.8678501006, 68788814.32148772, 51662496.94785774, 17126317.37362998 ], [ 1299.807018, 1085.14215, 214.664868, 68788.814321, 51662.496948, 17126.317374 ], [ 0.711183, 0.59373, 0.117453, 0.358203, 0.34251, 0.282123 ], [ 733.695705, 733.695705, 733.695705, 733.695705, 733.695705, 733.695705 ], [ -113380, -78090, -97548, -17884546, -14488732, -17922903 ], [ 2.186189, 2.724442, 1.460148, 1.510378, 1.726409, 1.269029 ], [ 342, 171, 171, 342, 171, 171 ], [ 168, 72, 96, 168, 72, 96 ], [ 174, 99, 75, 174, 99, 75 ], [ 49.122807, 42.105263, 56.140351, 49.122807, 42.105263, 56.140351 ], [ 2.264267, 3.746107, 1.14074, 1.56432, 2.373813, 0.991429 ], [ 276357, 276357, 36774, 16352094, 16352094, 5566310 ], [ -29535, -29535, -29353, -11859785, -6115654, -11859785 ], [ 15, 24, 7, 15, 24, 7 ], [ 18, 32, 8, 18, 32, 8 ], [ 13, 17, 7, 13, 17, 7 ], [ 5451, 4131, 1320, 5451, 4131, 1320 ], [ 0, 55.512857, 0, 0, 55.512857, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355664, -1139, -199503, 489431, 415455, 301732 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601395200000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758629910875, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 2.44524 } } }
# | 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) |
---|