Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367546.5652 | 293709.0317 | 73837.5335 | 685108.4433 | 458752.2897 | 226356.1536 |
Total P&L (%) | 367.5466 | 293.709 | 73.8375 | 685.1084 | 458.7523 | 226.3562 |
Avg Daily Profit (%) | 0.3528 | 0.282 | 0.0709 | 0.198 | 0.1653 | 0.1136 |
Buy And Hold Return (%) | 66.4955 | 66.4955 | 66.4955 | 66.4955 | 66.4955 | 66.4955 |
Max Trade Drawdown | -104344 | -87276 | -24266 | -1097056 | -883382 | -267499 |
Profit Factor | 1.6892 | 1.8824 | 1.3684 | 1.1952 | 1.217 | 1.1621 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 40.9483 | 36.2069 | 45.6897 | 40.9483 | 36.2069 | 45.6897 |
Ratio Avg Win / Avg Loss | 2.436 | 3.3165 | 1.6266 | 1.7235 | 2.1443 | 1.3813 |
Largest Winning Trade | 126759 | 126759 | 22028 | 673826 | 673826 | 156517 |
Largest Losing Trade | -15853 | -15853 | -14349 | -232836 | -181247 | -232836 |
Avg Bars in Trades | 105 | 141 | 69 | 105 | 141 | 69 |
Avg Bars in Winners | 171 | 249 | 109 | 171 | 249 | 109 |
Avg Bars in Losers | 59 | 80 | 35 | 59 | 80 | 35 |
Bars Traded | 24481 | 16413 | 8068 | 24481 | 16413 | 8068 |
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 | 318242 | 159601 | -230030 | 34690 | 84067 | -88252 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667404800000, "first_datapoint_time": 1668092400000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757405037784, "expiration_time": 1763884800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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": [ [ 367546.5651993945, 293709.0317328462, 73837.5334665485, 685108.4433136998, 458752.2896866753, 226356.1536270248 ], [ 367.546565, 293.709032, 73.837533, 685.108443, 458.75229, 226.356154 ], [ 0.352844, 0.28196, 0.070884, 0.198018, 0.165307, 0.113615 ], [ 66.495507, 66.495507, 66.495507, 66.495507, 66.495507, 66.495507 ], [ -104344, -87276, -24266, -1097056, -883382, -267499 ], [ 1.689188, 1.882352, 1.368389, 1.19515, 1.217011, 1.162062 ], [ 232, 116, 116, 232, 116, 116 ], [ 95, 42, 53, 95, 42, 53 ], [ 137, 74, 63, 137, 74, 63 ], [ 40.948276, 36.206897, 45.689655, 40.948276, 36.206897, 45.689655 ], [ 2.435986, 3.316526, 1.626576, 1.723531, 2.144257, 1.38132 ], [ 126759, 126759, 22028, 673826, 673826, 156517 ], [ -15853, -15853, -14349, -232836, -181247, -232836 ], [ 105, 141, 69, 105, 141, 69 ], [ 171, 249, 109, 171, 249, 109 ], [ 59, 80, 35, 59, 80, 35 ], [ 24481, 16413, 8068, 24481, 16413, 8068 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318242, 159601, -230030, 34690, 84067, -88252 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667404800000, "first_datapoint_time": 1668092400000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757405037784, "expiration_time": 1763884800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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) |
---|