Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001495.6968 | 1028518.0647 | -27022.3679 | 471398.9271 | 760721.344 | -289322.4169 |
Total P&L (%) | 1001.4957 | 1028.5181 | -27.0224 | 471.3989 | 760.7213 | -289.3224 |
Avg Daily Profit (%) | 0.5516 | 0.5665 | -0.0149 | 0.096 | 0.1186 | 0 |
Buy And Hold Return (%) | 603.5932 | 603.5932 | 603.5932 | 603.5932 | 603.5932 | 603.5932 |
Max Trade Drawdown | -118170 | -88230 | -125592 | -430709 | -181835 | -381979 |
Profit Factor | 2.4614 | 4.5239 | 0.9313 | 1.2081 | 1.8327 | 0.786 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 49.375 | 46.25 | 52.5 | 49.375 | 46.25 | 52.5 |
Ratio Avg Win / Avg Loss | 2.5237 | 5.2575 | 0.8426 | 1.2386 | 2.1299 | 0.7112 |
Largest Winning Trade | 548569 | 548569 | 75227 | 381739 | 381739 | 249793 |
Largest Losing Trade | -54708 | -54708 | -48716 | -259724 | -142188 | -259724 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Losers | 23 | 26 | 19 | 23 | 26 | 19 |
Bars Traded | 5286 | 2519 | 2767 | 5286 | 2519 | 2767 |
Profit Streak | 17.4424 | 17.4424 | 17.7757 | 17.4424 | 17.4424 | 17.7757 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311228 | -10594 | -598845 | -228937 | -135880 | -598845 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5447, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757587020038, "expiration_time": 1762283808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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": [ [ 1001495.6968146553, 1028518.06470836, -27022.3678937049, 471398.9270996184, 760721.34404557, -289322.4169459522 ], [ 1001.495697, 1028.518065, -27.022368, 471.398927, 760.721344, -289.322417 ], [ 0.551585, 0.566468, -0.014883, 0.096039, 0.118627, 0 ], [ 603.593178, 603.593178, 603.593178, 603.593178, 603.593178, 603.593178 ], [ -118170, -88230, -125592, -430709, -181835, -381979 ], [ 2.461416, 4.52393, 0.931315, 1.208054, 1.832687, 0.786032 ], [ 160, 80, 80, 160, 80, 80 ], [ 79, 37, 42, 79, 37, 42 ], [ 81, 43, 38, 81, 43, 38 ], [ 49.375, 46.25, 52.5, 49.375, 46.25, 52.5 ], [ 2.52373, 5.257541, 0.842618, 1.238638, 2.129879, 0.711172 ], [ 548569, 548569, 75227, 381739, 381739, 249793 ], [ -54708, -54708, -48716, -259724, -142188, -259724 ], [ 33, 31, 34, 33, 31, 34 ], [ 42, 36, 48, 42, 36, 48 ], [ 23, 26, 19, 23, 26, 19 ], [ 5286, 2519, 2767, 5286, 2519, 2767 ], [ 17.442361, 17.442361, 17.775695, 17.442361, 17.442362, 17.775695 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311228, -10594, -598845, -228937, -135880, -598845 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5447, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757587020038, "expiration_time": 1762283808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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) |
---|