Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147282.7416 | 982815.372 | 164467.3695 | 20349937.8476 | 13500635.1246 | 6849302.723 |
Total P&L (%) | 1147.2827 | 982.8154 | 164.4674 | 20349.9378 | 13500.6351 | 6849.3027 |
Avg Daily Profit (%) | 0.6285 | 0.5384 | 0.0901 | 0.2919 | 0.2695 | 0.2326 |
Buy And Hold Return (%) | 717.7151 | 717.7151 | 717.7151 | 717.7151 | 717.7151 | 717.7151 |
Max Trade Drawdown | -109064 | -65528 | -96378 | -10050706 | -12483198 | -3445905 |
Profit Factor | 2.1533 | 2.9093 | 1.3426 | 1.3959 | 1.476 | 1.2973 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 40.2256 | 37.594 | 42.8571 | 40.2256 | 37.594 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1998 | 4.8294 | 1.7902 | 2.0743 | 2.4502 | 1.7298 |
Largest Winning Trade | 280419 | 280419 | 45529 | 11437486 | 11437486 | 3920799 |
Largest Losing Trade | -29353 | -20579 | -29353 | -2802027 | -2802027 | -1701407 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5369 | 2718 | 2651 | 5369 | 2718 | 2651 |
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 | 147574 | -39126 | -239692 | 305015 | 221552 | 244573 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5476, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758427064773, "expiration_time": 1763144064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 11, "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": [ [ 1147282.741555669, 982815.3720474471, 164467.3695082205, 20349937.84756488, 13500635.124582654, 6849302.722982228 ], [ 1147.282742, 982.815372, 164.46737, 20349.937848, 13500.635125, 6849.302723 ], [ 0.628534, 0.538432, 0.090103, 0.29191, 0.269503, 0.232624 ], [ 717.715114, 717.715114, 717.715114, 717.715114, 717.715114, 717.715114 ], [ -109064, -65528, -96378, -10050706, -12483198, -3445905 ], [ 2.15333, 2.909273, 1.342642, 1.395928, 1.476025, 1.297319 ], [ 266, 133, 133, 266, 133, 133 ], [ 107, 50, 57, 107, 50, 57 ], [ 159, 83, 76, 159, 83, 76 ], [ 40.225564, 37.593985, 42.857143, 40.225564, 37.593985, 42.857143 ], [ 3.199808, 4.829393, 1.790189, 2.074323, 2.450202, 1.729759 ], [ 280419, 280419, 45529, 11437486, 11437486, 3920799 ], [ -29353, -20579, -29353, -2802027, -2802027, -1701407 ], [ 20, 20, 19, 20, 20, 19 ], [ 34, 37, 31, 34, 37, 31 ], [ 10, 10, 11, 10, 10, 11 ], [ 5369, 2718, 2651, 5369, 2718, 2651 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 147574, -39126, -239692, 305015, 221552, 244573 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5476, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758427064773, "expiration_time": 1763144064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 11, "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) |
---|