Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427148.928 | 1444952.4458 | -17803.5178 | 321310.5536 | 803355.3737 | -482044.8201 |
Total P&L (%) | 1427.1489 | 1444.9524 | -17.8035 | 321.3106 | 803.3554 | -482.0448 |
Avg Daily Profit (%) | 0.7856 | 0.7954 | -0.0098 | 0.0792 | 0.1212 | 0 |
Buy And Hold Return (%) | 562.9042 | 562.9042 | 562.9042 | 562.9042 | 562.9042 | 562.9042 |
Max Trade Drawdown | -154390 | -152023 | -75314 | -3751754 | -3293035 | -876719 |
Profit Factor | 3.0251 | 3.5525 | 0.8716 | 1.0355 | 1.1087 | 0.7091 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 43.3071 | 38.0952 | 48.4375 | 43.3071 | 38.0952 | 48.4375 |
Ratio Avg Win / Avg Loss | 3.9602 | 5.7727 | 0.9278 | 1.3556 | 1.8016 | 0.7549 |
Largest Winning Trade | 777945 | 777945 | 17895 | 3238348 | 3238348 | 222008 |
Largest Losing Trade | -48913 | -48913 | -13831 | -1254036 | -1254036 | -305002 |
Avg Bars in Trades | 41 | 78 | 3 | 41 | 78 | 3 |
Avg Bars in Winners | 56 | 123 | 3 | 56 | 123 | 3 |
Avg Bars in Losers | 29 | 51 | 3 | 29 | 51 | 3 |
Bars Traded | 5210 | 4967 | 243 | 5210 | 4967 | 243 |
Profit Streak | 87.3516 | 87.3516 | 213.3516 | 87.3516 | 87.3516 | 213.3516 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518176 | -134665 | -718904 | -435360 | -314538 | -718904 |
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{ "first_band": { "type": "sma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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": [ [ 1427148.9280275914, 1444952.4458041147, -17803.5177765235, 321310.5536390531, 803355.3737184597, -482044.8200794056 ], [ 1427.148928, 1444.952446, -17.803518, 321.310554, 803.355374, -482.04482 ], [ 0.785585, 0.795385, -0.0098, 0.079198, 0.121226, 0 ], [ 562.904196, 562.904196, 562.904196, 562.904196, 562.904196, 562.904196 ], [ -154390, -152023, -75314, -3751754, -3293035, -876719 ], [ 3.025131, 3.552452, 0.871562, 1.035506, 1.108677, 0.709138 ], [ 127, 63, 64, 127, 63, 64 ], [ 55, 24, 31, 55, 24, 31 ], [ 72, 39, 33, 72, 39, 33 ], [ 43.307087, 38.095238, 48.4375, 43.307087, 38.095238, 48.4375 ], [ 3.960171, 5.772735, 0.927792, 1.355572, 1.8016, 0.754889 ], [ 777945, 777945, 17895, 3238348, 3238348, 222008 ], [ -48913, -48913, -13831, -1254036, -1254036, -305002 ], [ 41, 78, 3, 41, 78, 3 ], [ 56, 123, 3, 56, 123, 3 ], [ 29, 51, 3, 29, 51, 3 ], [ 5210, 4967, 243, 5210, 4967, 243 ], [ 87.351577, 87.351577, 213.351577, 87.351577, 87.351577, 213.351577 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 518176, -134665, -718904, -435360, -314538, -718904 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5450, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757665576266, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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) |
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