Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401667.2408 | 300731.3679 | 100935.8729 | 1513063.9773 | 1217148.4268 | 295915.5505 |
Total P&L (%) | 401.6672 | 300.7314 | 100.9359 | 1513.064 | 1217.1484 | 295.9156 |
Avg Daily Profit (%) | 0.3856 | 0.2887 | 0.0969 | 0.2673 | 0.2478 | 0.1322 |
Buy And Hold Return (%) | 130.5909 | 130.5909 | 130.5909 | 130.5909 | 130.5909 | 130.5909 |
Max Trade Drawdown | -50960 | -52715 | -38303 | -1390998 | -1182555 | -941088 |
Profit Factor | 1.9648 | 2.3548 | 1.5193 | 1.2424 | 1.3903 | 1.0948 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 49.4118 | 48.2353 | 50.5882 | 49.4118 | 48.2353 | 50.5882 |
Ratio Avg Win / Avg Loss | 2.0116 | 2.5271 | 1.484 | 1.272 | 1.492 | 1.0693 |
Largest Winning Trade | 109061 | 109061 | 34837 | 1081778 | 1081778 | 673271 |
Largest Losing Trade | -15349 | -12107 | -15349 | -450021 | -293466 | -450021 |
Avg Bars in Trades | 143 | 136 | 150 | 143 | 136 | 150 |
Avg Bars in Winners | 196 | 182 | 210 | 196 | 182 | 210 |
Avg Bars in Losers | 90 | 93 | 87 | 90 | 93 | 87 |
Bars Traded | 24326 | 11572 | 12754 | 24326 | 11572 | 12754 |
Profit Streak | 9.6817 | 14.7234 | 9.6817 | 9.6817 | 14.7234 | 9.6817 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419926 | 272531 | -227548 | 364099 | 311678 | -137522 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667739600000, "first_datapoint_time": 1668499200000, "last_datapoint_time": 1757739600000, "evaluation_time": 1757740900290, "expiration_time": 1764219600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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": [ [ 401667.2407819494, 300731.3679038448, 100935.8728781044, 1513063.9773282516, 1217148.4267861652, 295915.5505420869 ], [ 401.667241, 300.731368, 100.935873, 1513.063977, 1217.148427, 295.915551 ], [ 0.385599, 0.288701, 0.096898, 0.267305, 0.247799, 0.132186 ], [ 130.590875, 130.590875, 130.590875, 130.590875, 130.590875, 130.590875 ], [ -50960, -52715, -38303, -1390998, -1182555, -941088 ], [ 1.964789, 2.35483, 1.519333, 1.242449, 1.390259, 1.094786 ], [ 170, 85, 85, 170, 85, 85 ], [ 84, 41, 43, 84, 41, 43 ], [ 86, 44, 42, 86, 44, 42 ], [ 49.411765, 48.235294, 50.588235, 49.411765, 48.235294, 50.588235 ], [ 2.01157, 2.527135, 1.484, 1.272031, 1.491986, 1.069326 ], [ 109061, 109061, 34837, 1081778, 1081778, 673271 ], [ -15349, -12107, -15349, -450021, -293466, -450021 ], [ 143, 136, 150, 143, 136, 150 ], [ 196, 182, 210, 196, 182, 210 ], [ 90, 93, 87, 90, 93, 87 ], [ 24326, 11572, 12754, 24326, 11572, 12754 ], [ 9.681716, 14.723383, 9.681716, 9.681716, 14.723383, 9.681716 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419926, 272531, -227548, 364099, 311678, -137522 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667739600000, "first_datapoint_time": 1668499200000, "last_datapoint_time": 1757739600000, "evaluation_time": 1757740900290, "expiration_time": 1764219600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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) |
---|