Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270191.211 | 224059.0176 | 46132.1934 | 311819.8691 | 254997.0438 | 56822.8253 |
Total P&L (%) | 270.1912 | 224.059 | 46.1322 | 311.8199 | 254.997 | 56.8228 |
Avg Daily Profit (%) | 0.2594 | 0.2151 | 0.0443 | 0.136 | 0.1217 | 0.0432 |
Buy And Hold Return (%) | 32.9209 | 32.9209 | 32.9209 | 32.9209 | 32.9209 | 32.9209 |
Max Trade Drawdown | -80167 | -77842 | -48414 | -376559 | -343790 | -276825 |
Profit Factor | 1.3824 | 1.5391 | 1.1586 | 1.1188 | 1.1697 | 1.0506 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 148 | 68 | 80 | 148 | 68 | 80 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 47.4359 | 43.5897 | 51.2821 | 47.4359 | 43.5897 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5319 | 1.9917 | 1.1007 | 1.2397 | 1.5137 | 0.9981 |
Largest Winning Trade | 133183 | 133183 | 16980 | 148737 | 148737 | 61338 |
Largest Losing Trade | -16331 | -16331 | -13987 | -100527 | -100527 | -70961 |
Avg Bars in Trades | 79 | 113 | 45 | 79 | 113 | 45 |
Avg Bars in Winners | 97 | 149 | 52 | 97 | 149 | 52 |
Avg Bars in Losers | 62 | 84 | 37 | 62 | 84 | 37 |
Bars Traded | 24736 | 17646 | 7090 | 24736 | 17646 | 7090 |
Profit Streak | 5.8704 | 10.412 | 0 | 5.8704 | 10.412 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401817 | 329215 | -220310 | -100070 | -64430 | -310020 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667307600000, "first_datapoint_time": 1667833200000, "last_datapoint_time": 1757307600000, "evaluation_time": 1757310799048, "expiration_time": 1763787600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 4.82857 } } }
{ "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": [ [ 270191.2109951897, 224059.0175747676, 46132.193420422, 311819.8690773459, 254997.0438118415, 56822.8252655047 ], [ 270.191211, 224.059018, 46.132193, 311.819869, 254.997044, 56.822825 ], [ 0.259383, 0.215096, 0.044287, 0.135972, 0.1217, 0.043204 ], [ 32.920925, 32.920925, 32.920925, 32.920925, 32.920925, 32.920925 ], [ -80167, -77842, -48414, -376559, -343790, -276825 ], [ 1.382444, 1.539074, 1.158612, 1.118757, 1.169688, 1.050601 ], [ 312, 156, 156, 312, 156, 156 ], [ 148, 68, 80, 148, 68, 80 ], [ 164, 88, 76, 164, 88, 76 ], [ 47.435897, 43.589744, 51.282051, 47.435897, 43.589744, 51.282051 ], [ 1.531897, 1.991743, 1.100681, 1.239704, 1.513714, 0.998071 ], [ 133183, 133183, 16980, 148737, 148737, 61338 ], [ -16331, -16331, -13987, -100527, -100527, -70961 ], [ 79, 113, 45, 79, 113, 45 ], [ 97, 149, 52, 97, 149, 52 ], [ 62, 84, 37, 62, 84, 37 ], [ 24736, 17646, 7090, 24736, 17646, 7090 ], [ 5.870359, 10.412026, 0, 5.870359, 10.412026, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401817, 329215, -220310, -100070, -64430, -310020 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667307600000, "first_datapoint_time": 1667833200000, "last_datapoint_time": 1757307600000, "evaluation_time": 1757310799048, "expiration_time": 1763787600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 4.82857 } } }
# | 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) |
---|