Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293399.9064 | 1276695.6404 | 16704.266 | 784830.6019 | 1539697.4264 | -754866.8245 |
Total P&L (%) | 1293.3999 | 1276.6956 | 16.7043 | 784.8306 | 1539.6974 | -754.8668 |
Avg Daily Profit (%) | 0.7105 | 0.7014 | 0.0092 | 0.1198 | 0.1538 | 0 |
Buy And Hold Return (%) | 557.278 | 557.278 | 557.278 | 557.278 | 557.278 | 557.278 |
Max Trade Drawdown | -118634 | -80969 | -80278 | -2919044 | -2011554 | -1959342 |
Profit Factor | 2.3049 | 3.3496 | 1.0373 | 1.0553 | 1.1971 | 0.8816 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 45.4082 | 39.7959 | 51.0204 | 45.4082 | 39.7959 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.771 | 5.0673 | 0.9958 | 1.2687 | 1.811 | 0.8464 |
Largest Winning Trade | 827736 | 827736 | 61071 | 2432682 | 2432682 | 464087 |
Largest Losing Trade | -51161 | -37555 | -51161 | -967485 | -967485 | -852647 |
Avg Bars in Trades | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Winners | 33 | 43 | 26 | 33 | 43 | 26 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 5279 | 2998 | 2281 | 5279 | 2998 | 2281 |
Profit Streak | 68.1461 | 87.4794 | 68.1461 | 68.1461 | 87.4794 | 68.1461 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451017 | 377198 | -526835 | -230538 | -1592 | -580102 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757993422579, "expiration_time": 1762699104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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": [ [ 1293399.9063532304, 1276695.6403823842, 16704.2659708452, 784830.6018994001, 1539697.4263769253, -754866.8244775247 ], [ 1293.399906, 1276.69564, 16.704266, 784.830602, 1539.697426, -754.866824 ], [ 0.71053, 0.701354, 0.009177, 0.119843, 0.153777, 0 ], [ 557.278043, 557.278043, 557.278043, 557.278043, 557.278043, 557.278043 ], [ -118634, -80969, -80278, -2919044, -2011554, -1959342 ], [ 2.304891, 3.349592, 1.037301, 1.055311, 1.197094, 0.881636 ], [ 196, 98, 98, 196, 98, 98 ], [ 89, 39, 50, 89, 39, 50 ], [ 107, 59, 48, 107, 59, 48 ], [ 45.408163, 39.795918, 51.020408, 45.408163, 39.795918, 51.020408 ], [ 2.771049, 5.067331, 0.995809, 1.268744, 1.810989, 0.846371 ], [ 827736, 827736, 61071, 2432682, 2432682, 464087 ], [ -51161, -37555, -51161, -967485, -967485, -852647 ], [ 26, 30, 23, 26, 30, 23 ], [ 33, 43, 26, 33, 43, 26 ], [ 21, 21, 20, 21, 21, 20 ], [ 5279, 2998, 2281, 5279, 2998, 2281 ], [ 68.146095, 87.479428, 68.146095, 68.146095, 87.479428, 68.146095 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 451017, 377198, -526835, -230538, -1592, -580102 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757993422579, "expiration_time": 1762699104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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) |
---|