Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1221336.0391 | -29265.1799 | -1192070.8592 | -698946.2133 | -5257610.9965 | 4558664.7832 |
Total P&L (%) | -1221.336 | -29.2652 | -1192.0709 | -698.9462 | -5257.611 | 4558.6648 |
Avg Daily Profit (%) | -0.6685 | -0.016 | -0.6525 | 0 | 0 | 0.2105 |
Buy And Hold Return (%) | 695.3422 | 695.3422 | 695.3422 | 695.3422 | 695.3422 | 695.3422 |
Max Trade Drawdown | -1311170 | -192675 | -1249833 | -17454062 | -12287778 | -5223095 |
Profit Factor | 0.3629 | 0.9229 | 0.2246 | 0.9753 | 0.6721 | 1.3711 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 143 | 69 | 74 | 100 | 48 | 52 |
Losing Trades | 56 | 31 | 25 | 99 | 52 | 47 |
Profitability (%) | 71.8593 | 69 | 74.7475 | 50.2513 | 48 | 52.5253 |
Ratio Avg Win / Avg Loss | 0.1421 | 0.4146 | 0.0759 | 0.9656 | 0.7281 | 1.2392 |
Largest Winning Trade | 26250 | 26250 | 15857 | 7820749 | 1916944 | 7820749 |
Largest Losing Trade | -593789 | -76599 | -593789 | -10490614 | -10490614 | -3070222 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 10 | 9 | 12 | 23 | 25 | 21 |
Avg Bars in Losers | 67 | 74 | 59 | 30 | 32 | 27 |
Bars Traded | 5315 | 2926 | 2389 | 5315 | 2926 | 2389 |
Profit Streak | 21.7185 | 21.7185 | 22.0518 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575576 | -577497 | -576755 | -579425 | -581565 | 311917 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5481, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758590076668, "expiration_time": 1763292384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 1.53295 } } }
{ "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": [ [ -1221336.039073515, -29265.1798571682, -1192070.8592163464, -698946.2133348593, -5257610.9965156065, 4558664.783180742 ], [ -1221.336039, -29.26518, -1192.070859, -698.946213, -5257.610997, 4558.664783 ], [ -0.668493, -0.016018, -0.652474, 0, 0, 0.210474 ], [ 695.342221, 695.342221, 695.342221, 695.342221, 695.342221, 695.342221 ], [ -1311170, -192675, -1249833, -17454062, -12287778, -5223095 ], [ 0.362934, 0.922927, 0.224629, 0.975318, 0.672085, 1.371074 ], [ 199, 100, 99, 199, 100, 99 ], [ 143, 69, 74, 100, 48, 52 ], [ 56, 31, 25, 99, 52, 47 ], [ 71.859296, 69, 74.747475, 50.251256, 48, 52.525253 ], [ 0.142128, 0.414648, 0.075888, 0.965565, 0.728093, 1.23924 ], [ 26250, 26250, 15857, 7820749, 1916944, 7820749 ], [ -593789, -76599, -593789, -10490614, -10490614, -3070222 ], [ 26, 29, 24, 26, 29, 24 ], [ 10, 9, 12, 23, 25, 21 ], [ 67, 74, 59, 30, 32, 27 ], [ 5315, 2926, 2389, 5315, 2926, 2389 ], [ 21.71848, 21.71848, 22.051813, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575576, -577497, -576755, -579425, -581565, 311917 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5481, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758590076668, "expiration_time": 1763292384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 1.53295 } } }
# | 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) |
---|