Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1662102.5111 | 1614594.7709 | 47507.7402 | 3323261.4468 | 2762621.5058 | 560639.941 |
Total P&L (%) | 1662.1025 | 1614.5948 | 47.5077 | 3323.2614 | 2762.6215 | 560.6399 |
Avg Daily Profit (%) | 0.9122 | 0.8862 | 0.0261 | 0.1941 | 0.1843 | 0.1037 |
Buy And Hold Return (%) | 672.3676 | 672.3676 | 672.3676 | 672.3676 | 672.3676 | 672.3676 |
Max Trade Drawdown | -128424 | -71240 | -144160 | -1086947 | -1305568 | -769309 |
Profit Factor | 2.7797 | 4.3291 | 1.1058 | 1.3784 | 1.5267 | 1.1585 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 37.1179 | 33.3333 | 40.8696 | 37.1179 | 33.3333 | 40.8696 |
Ratio Avg Win / Avg Loss | 4.7091 | 8.6581 | 1.5999 | 2.3352 | 3.0534 | 1.6761 |
Largest Winning Trade | 1100904 | 1100904 | 77288 | 1973308 | 1973308 | 642073 |
Largest Losing Trade | -39219 | -38760 | -39219 | -502345 | -502345 | -274590 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 42 | 51 | 35 | 42 | 51 | 35 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5348 | 2868 | 2480 | 5348 | 2868 | 2480 |
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 | 406536 | 355528 | -430347 | 170774 | 68527 | -268513 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758150650230, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 55, "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": [ [ 1662102.5111492588, 1614594.7709097976, 47507.740239461, 3323261.446790831, 2762621.505777075, 560639.9410137549 ], [ 1662.102511, 1614.594771, 47.50774, 3323.261447, 2762.621506, 560.639941 ], [ 0.912241, 0.886166, 0.026075, 0.194106, 0.184271, 0.103678 ], [ 672.367591, 672.367591, 672.367591, 672.367591, 672.367591, 672.367591 ], [ -128424, -71240, -144160, -1086947, -1305568, -769309 ], [ 2.779691, 4.329066, 1.105825, 1.378417, 1.526722, 1.158504 ], [ 229, 114, 115, 229, 114, 115 ], [ 85, 38, 47, 85, 38, 47 ], [ 144, 76, 68, 144, 76, 68 ], [ 37.117904, 33.333333, 40.869565, 37.117904, 33.333333, 40.869565 ], [ 4.709123, 8.658132, 1.599917, 2.3352, 3.053443, 1.676133 ], [ 1100904, 1100904, 77288, 1973308, 1973308, 642073 ], [ -39219, -38760, -39219, -502345, -502345, -274590 ], [ 23, 25, 21, 23, 25, 21 ], [ 42, 51, 35, 42, 51, 35 ], [ 11, 11, 11, 11, 11, 11 ], [ 5348, 2868, 2480, 5348, 2868, 2480 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 406536, 355528, -430347, 170774, 68527, -268513 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758150650230, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 55, "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) |
---|