Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075842.8787 | 1117133.9369 | -41291.0582 | 191162.7787 | 865035.1808 | -673872.4021 |
Total P&L (%) | 1075.8429 | 1117.1339 | -41.2911 | 191.1628 | 865.0352 | -673.8724 |
Avg Daily Profit (%) | 0.5922 | 0.6149 | -0.0227 | 0.0588 | 0.1249 | 0 |
Buy And Hold Return (%) | 606.8484 | 606.8484 | 606.8484 | 606.8484 | 606.8484 | 606.8484 |
Max Trade Drawdown | -148355 | -148020 | -72650 | -1704371 | -1412345 | -898305 |
Profit Factor | 2.8446 | 3.631 | 0.7397 | 1.044 | 1.2909 | 0.5085 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 50.5495 | 55.5556 | 45.6522 | 50.5495 | 55.5556 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.7828 | 2.9048 | 0.8806 | 1.0213 | 1.0327 | 0.6054 |
Largest Winning Trade | 945001 | 945001 | 15339 | 893542 | 893542 | 133082 |
Largest Losing Trade | -74062 | -74062 | -29353 | -821125 | -821125 | -540500 |
Avg Bars in Trades | 57 | 109 | 6 | 57 | 109 | 6 |
Avg Bars in Winners | 49 | 87 | 5 | 49 | 87 | 5 |
Avg Bars in Losers | 64 | 137 | 6 | 64 | 137 | 6 |
Bars Traded | 5212 | 4926 | 286 | 5212 | 4926 | 286 |
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 | 314307 | 403619 | -582117 | -451941 | -58501 | -582117 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5450, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602864000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757666833648, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 1.22699 } } }
{ "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": [ [ 1075842.878726644, 1117133.9369433373, -41291.0582166933, 191162.7787225227, 865035.1807884024, -673872.40206588 ], [ 1075.842879, 1117.133937, -41.291058, 191.162779, 865.035181, -673.872402 ], [ 0.592206, 0.614935, -0.022729, 0.058845, 0.124866, 0 ], [ 606.848366, 606.848366, 606.848366, 606.848366, 606.848366, 606.848366 ], [ -148355, -148020, -72650, -1704371, -1412345, -898305 ], [ 2.844593, 3.63095, 0.739701, 1.043996, 1.290879, 0.508543 ], [ 91, 45, 46, 91, 45, 46 ], [ 46, 25, 21, 46, 25, 21 ], [ 45, 20, 25, 45, 20, 25 ], [ 50.549451, 55.555556, 45.652174, 50.549451, 55.555556, 45.652174 ], [ 2.782754, 2.90476, 0.880596, 1.0213, 1.032703, 0.605408 ], [ 945001, 945001, 15339, 893542, 893542, 133082 ], [ -74062, -74062, -29353, -821125, -821125, -540500 ], [ 57, 109, 6, 57, 109, 6 ], [ 49, 87, 5, 49, 87, 5 ], [ 64, 137, 6, 64, 137, 6 ], [ 5212, 4926, 286, 5212, 4926, 286 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314307, 403619, -582117, -451941, -58501, -582117 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5450, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602864000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757666833648, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 1.22699 } } }
# | 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) |
---|