Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366912.7656 | 272737.5673 | 94175.1983 | 1257896.2311 | 1305840.5948 | -47944.3637 |
Total P&L (%) | 366.9128 | 272.7376 | 94.1752 | 1257.8962 | 1305.8406 | -47.9444 |
Avg Daily Profit (%) | 0.3522 | 0.2618 | 0.0904 | 0.2507 | 0.2541 | -0.0627 |
Buy And Hold Return (%) | 95.0525 | 95.0525 | 95.0525 | 95.0525 | 95.0525 | 95.0525 |
Max Trade Drawdown | -74270 | -57019 | -52637 | -2252993 | -1376506 | -1290307 |
Profit Factor | 1.7072 | 2.0141 | 1.3768 | 1.1401 | 1.2792 | 0.9889 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 53.8793 | 53.4483 | 54.3103 | 53.8793 | 53.4483 | 54.3103 |
Ratio Avg Win / Avg Loss | 1.4613 | 1.7542 | 1.1583 | 0.9759 | 1.1142 | 0.8319 |
Largest Winning Trade | 70301 | 70301 | 32345 | 1186322 | 1186322 | 571581 |
Largest Losing Trade | -20022 | -20022 | -18831 | -680002 | -586832 | -680002 |
Avg Bars in Trades | 104 | 95 | 113 | 104 | 95 | 113 |
Avg Bars in Winners | 139 | 120 | 156 | 139 | 120 | 156 |
Avg Bars in Losers | 64 | 67 | 62 | 64 | 67 | 62 |
Bars Traded | 24321 | 11117 | 13204 | 24321 | 11117 | 13204 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374996 | 322232 | -237173 | -57908 | 311683 | -580465 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667451600000, "first_datapoint_time": 1668261600000, "last_datapoint_time": 1757451600000, "evaluation_time": 1757452578913, "expiration_time": 1763931600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 41, "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": [ [ 366912.765599897, 272737.5672861574, 94175.1983137395, 1257896.231075765, 1305840.5947765268, -47944.3637007627 ], [ 366.912766, 272.737567, 94.175198, 1257.896231, 1305.840595, -47.944364 ], [ 0.352235, 0.261827, 0.090408, 0.250731, 0.254071, -0.062654 ], [ 95.052474, 95.052474, 95.052474, 95.052474, 95.052474, 95.052474 ], [ -74270, -57019, -52637, -2252993, -1376506, -1290307 ], [ 1.707157, 2.014133, 1.376822, 1.140088, 1.279213, 0.988857 ], [ 232, 116, 116, 232, 116, 116 ], [ 125, 62, 63, 125, 62, 63 ], [ 107, 54, 53, 107, 54, 53 ], [ 53.87931, 53.448276, 54.310345, 53.87931, 53.448276, 54.310345 ], [ 1.461326, 1.754245, 1.158279, 0.975915, 1.114153, 0.831895 ], [ 70301, 70301, 32345, 1186322, 1186322, 571581 ], [ -20022, -20022, -18831, -680002, -586832, -680002 ], [ 104, 95, 113, 104, 95, 113 ], [ 139, 120, 156, 139, 120, 156 ], [ 64, 67, 62, 64, 67, 62 ], [ 24321, 11117, 13204, 24321, 11117, 13204 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374996, 322232, -237173, -57908, 311683, -580465 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667451600000, "first_datapoint_time": 1668261600000, "last_datapoint_time": 1757451600000, "evaluation_time": 1757452578913, "expiration_time": 1763931600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 41, "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) |
---|